Identification for control: Optimal input intended to identify a minimum variance controller
From MaRDI portal
Publication:883366
DOI10.1016/j.automatica.2006.11.003zbMath1117.93074OpenAlexW1994865894MaRDI QIDQ883366
Roland Hildebrand, Gabriel Solari
Publication date: 4 June 2007
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2006.11.003
System identification (93B30) Design techniques (robust design, computer-aided design, etc.) (93B51) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)
Related Items (3)
Closed loop experiment design for linear time invariant dynamical systems via LMIs ⋮ System identification of complex and structured systems ⋮ Conditions when minimum variance control is the optimal experiment for identifying a minimum variance controller
Cites Work
- Unnamed Item
- Optimal experiment design for dynamic system identification
- General equivalence theory for optimum designs (approximate theory)
- Optimal experiment design for linear systems with input-output constraints
- Some results on optimal experiment design
- Lectures on Modern Convex Optimization
- Asymptotic variance expressions for identified black-box transfer function models
- Asymptotic properties of black-box identification of transfer functions
- Optimal input signals for parameter estimation in dynamic systems--Survey and new results
- Linear Matrix Inequalities in System and Control Theory
- Identification For Control: Optimal Input Design With Respect To A Worst-Case $\nu$-gap Cost Function
- Extremal Characterizations of the Schur Complement and Resulting Inequalities
- Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis
This page was built for publication: Identification for control: Optimal input intended to identify a minimum variance controller