14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract

Close

Paper FrA5.6

Uosaki, Katsuji (Osaka Univ.), Hatanaka, Toshiharu (Osaka Univ.), Kondo, Kazuyoshi (Osaka Univ.)

Optimal Input Design for Linear Stochastic Model Identification from Viewpoint of Multi-Objective Optimization

Scheduled for presentation during the Invited Session "Input and Perturbation Signal Design for System Identification I" (FrA5), Friday, March 31, 2006, 12:10−12:30, Mulubinba Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on September 24, 2018

Keywords Input and Excitation Design

Abstract

System identification deals with the problems of building mathematical models of the systems based on observed input/output data from the systems. Optimal experimental design for system identification to extract the maximum information about the system has been extensively investigated, such as optimal design of input, sampling intervals, pre-filters, etc. In system identification, there are model structure determination and parameter estimation steps, and the optimality criteria for both objects are sometimes conflicting. This leads the necessity of the compromises in the design, i.e., the tradeoffs between the performances in these two steps should be introduced. We investigate in this paper the optimal input design for identification of linear stochastic systems from the viewpoint of multi-objective optimization problem. The Pareto-optimal set of inputs is derived and how it is used in system identification is discussed.