Recursive Experiment Design for Closed-Loop Identification with Output Perturbation Limits

Fuente: arXiv
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Hauptverfasser: Hu, Jingwei, Zachariah, Dave, Wigren, Torbjörn, Stoica, Petre
Format: Preprint
Veröffentlicht: 2025
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author Hu, Jingwei
Zachariah, Dave
Wigren, Torbjörn
Stoica, Petre
author_facet Hu, Jingwei
Zachariah, Dave
Wigren, Torbjörn
Stoica, Petre
contents In many applications, system identification experiments must be performed under output feedback to ensure safety or to maintain system operation. In this paper, we consider the online design of informative experiments for ARMAX models by applying a bounded perturbation to the input signal generated by a fixed output feedback controller. Specifically, the design constrains the resulting output perturbation within user-specified limits and can be efficiently computed in closed form. We demonstrate the effectiveness of the method in a numerical experiment.
format Preprint
id arxiv_https___arxiv_org_abs_2508_18813
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Recursive Experiment Design for Closed-Loop Identification with Output Perturbation Limits
Hu, Jingwei
Zachariah, Dave
Wigren, Torbjörn
Stoica, Petre
Systems and Control
In many applications, system identification experiments must be performed under output feedback to ensure safety or to maintain system operation. In this paper, we consider the online design of informative experiments for ARMAX models by applying a bounded perturbation to the input signal generated by a fixed output feedback controller. Specifically, the design constrains the resulting output perturbation within user-specified limits and can be efficiently computed in closed form. We demonstrate the effectiveness of the method in a numerical experiment.
title Recursive Experiment Design for Closed-Loop Identification with Output Perturbation Limits
topic Systems and Control
url https://arxiv.org/abs/2508.18813