Optimal experiment design for open and closed-loop system identification

Optimal Experiment Design for Open and Closed-loop System Identification∗

This article reviews the development of experiment design in the field of identification of dynamical systems, from the early work of the seventies on input design for open loop identification to the developments of the last decade that were spurred by the research on identification for control. While the early work focused entirely on criteria based on the asymptotic parameter covariance, the ...

On Application Oriented Experiment Design for Closed- loop System Identification

Optimal Experiment Design in Closed Loop

In this contribution we extend a recently developed framework for open loop input design to closed loop experiment design. More specifically, for the very common situation of a fixed controller during the identification experiment, the framework is extended to the design of an optimal reference signal spectrum and also to cope with closed loop signal constraints. In a further extension also the...

Robust optimal experiment design for system identification

This paper develops the idea of min-max robust experiment design for dynamic system identification. The idea of min-max experiment design has been explored in the statistics literature. However, the technique is virtually unknown by the engineering community and, accordingly, there has been little prior work on examining its properties when applied to dynamic system identification. This paper i...

Experiment Design for Closed-loop Performance Diagnosis ⋆

This paper uses prediction error identification to distinguish control-relevant system changes in closed-loop operation from variations in disturbance characteristics. The approach consists of a hypothesis test to verify whether an identified model of the true system lies in a set containing all models that exhibit adequate closed-loop performance. To increase the detection probability, i.e. th...