Online design of experiments by active learning for nonlinear system identification

Fuente: arXiv
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Autori principali: Xie, Kui, Bemporad, Alberto
Natura: Preprint
Pubblicazione: 2025
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author Xie, Kui
Bemporad, Alberto
author_facet Xie, Kui
Bemporad, Alberto
contents We investigate the use of active-learning (AL) strategies to generate the input excitation signal at runtime for system identification of linear and nonlinear autoregressive and state-space models. We adapt various existing AL approaches for static model regression to the dynamic context, coupling them with a Kalman filter to update the model parameters recursively, and also cope with the presence of input and output constraints. We show the increased sample efficiency of the proposed approaches with respect to random excitation on different nonlinear system identification benchmarks.
format Preprint
id arxiv_https___arxiv_org_abs_2506_21754
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Online design of experiments by active learning for nonlinear system identification
Xie, Kui
Bemporad, Alberto
Systems and Control
We investigate the use of active-learning (AL) strategies to generate the input excitation signal at runtime for system identification of linear and nonlinear autoregressive and state-space models. We adapt various existing AL approaches for static model regression to the dynamic context, coupling them with a Kalman filter to update the model parameters recursively, and also cope with the presence of input and output constraints. We show the increased sample efficiency of the proposed approaches with respect to random excitation on different nonlinear system identification benchmarks.
title Online design of experiments by active learning for nonlinear system identification
topic Systems and Control
url https://arxiv.org/abs/2506.21754