D-optimal input design for nonlinear FIR-type systems: A dispersion-based approach

作者：De Cock Alexander^*; Gevers Michel; Schoukens Johan

来源：Automatica, 2016, 73: 88-100.

DOI：10.1016/j.automatica.2016.04.052

• System identification
• Input design
• Nonlinear systems
• Convex optimization

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.

• 出版日期2016-11