Adaptive Input Design for LTI Systems

作者：Gerencser Laszlo^*; Hjalmarsson Hakan; Huang Lirong

来源：IEEE Transactions on Automatic Control, 2017, 62(5): 2390-2405.

DOI：10.1109/TAC.2016.2612946

• Linear time-invariant (LTI)
• recursive prediction error (RPE)
• single-input single-output (SISO)

Optimal input design for parameter estimation has obtained extensive coverage in the past. A key problem here is that the optimal input depends on some unknown system parameters that are to be identified. Adaptive design is one of the fundamental routes to handle this problem. Although there exist a rich collection of results on this problem, there are few results that address dynamical systems. This paper presents sufficient conditions for convergence/consistency and asymptotic optimality for a class of adaptive systems consisting of a recursive prediction error estimator and an input generator depending on the time-varying parameter estimates. The results apply to a general family of single input single output linear time-invariant systems. An important application is adaptive input design for which the results imply that, asymptotically in the sample size, the adaptive scheme recovers the same accuracy as the off-line prediction error method that uses data from an experiment where perfect knowledge of the system has been used to design an optimal input spectrum.

• 出版日期2017-5