The shortest experiment for linear system identification
Fuente:
arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866929424482435072 |
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| author | Camlibel, M. Kanat van Waarde, Henk J. Rapisarda, Paolo |
| author_facet | Camlibel, M. Kanat van Waarde, Henk J. Rapisarda, Paolo |
| contents | This paper is concerned with the following problem: given an upper bound of the state-space dimension and lag of a linear time-invariant system, design a sequence of inputs so that the system dynamics can be recovered from the resulting input-output data. As our main result we propose a new online experiment design method, meaning that the selection of the inputs is iterative and guided by data samples collected in the past. We show that this approach leads to the shortest possible experiments for linear system identification. In terms of sample complexity, the proposed method outperforms offline methods based on persistency of excitation as well as existing online experiment design methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_12509 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The shortest experiment for linear system identification Camlibel, M. Kanat van Waarde, Henk J. Rapisarda, Paolo Optimization and Control Dynamical Systems This paper is concerned with the following problem: given an upper bound of the state-space dimension and lag of a linear time-invariant system, design a sequence of inputs so that the system dynamics can be recovered from the resulting input-output data. As our main result we propose a new online experiment design method, meaning that the selection of the inputs is iterative and guided by data samples collected in the past. We show that this approach leads to the shortest possible experiments for linear system identification. In terms of sample complexity, the proposed method outperforms offline methods based on persistency of excitation as well as existing online experiment design methods. |
| title | The shortest experiment for linear system identification |
| topic | Optimization and Control Dynamical Systems |
| url | https://arxiv.org/abs/2407.12509 |