D-optimal input design for nonlinear FIR-type systems: A dispersion-based approach. (November 2016)

• Record Type: Journal Article
• Authors: De Cock, Alexander; Gevers, Michel; Schoukens, Johan
• Is Part Of: Automatica. Volume 73(2016)
• Page Start: 88
• Page End: 100
• Publication Date: 2016-11
• Subjects: System identification -- Input design -- Nonlinear systems -- Convex optimization; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2016.04.052
• Languages: English
• ISSNs: 0005-1098

Abstract

Abstract: Optimal input design is an important step of the identification process in order to reduce the model variance. In this work a D-optimal input design method for finite-impulse-response-type nonlinear systems is presented. The optimization of the determinant of the Fisher information matrix is expressed as a convex optimization problem. This problem is then solved using a dispersion-based optimization scheme, which is easy to implement and converges monotonically to the optimal solution. Without constraints, the optimal design cannot be realized as a time sequence. By imposing that the design should lie in the subspace described by a symmetric and non-overlapping set, a realizable design is found. A graph-based method is used in order to find a time sequence that realizes this optimal constrained design. These methods are illustrated on a numerical example of which the results are thoroughly discussed. Additionally the computational speed of the algorithm is compared with the general convex optimizer cvx.