Experiment time minimisation under parameter accuracy constraints and time-domain signal amplitude bounds

M. G. Potters; X. Bombois; Paul M J Van Den Hof

doi:10.1109/ECC.2016.7810529

Experiment time minimisation under parameter accuracy constraints and time-domain signal amplitude bounds

M. G. Potters, X. Bombois, Paul M J Van Den Hof

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific › peer-review

Abstract

We consider the input design problem of finding the minimal required experiment time such that accuracy constraints on the parameter estimate of an identification experiment are satisfied, while also respecting signal amplitude bounds. The input signal is parameterized as a multi-sine. We first show how multiple linear matrix inequalities from the least-costly and applications-oriented experiment design frameworks can be transformed into a generalised E-optimality constraint. Then, the solution to our problem is found by: (i) designing a multi-sine of one period with the Guillaume-Manchester algorithm [12], [10] that minimises the generalised E-optimality criterion under signal amplitude bounds, and (ii) utilising periodicity and an optimality condition to scale the experiment time such that the imposed accuracy constraints are also respected. An example shows an experiment time reduction of 50% compared with a traditional least-costly experiment design approach.

Original language	English
Title of host publication	Proceedings 2016 European Control Conference
Editors	A. Rantzer, J. Bagterp Jørgensen, J. Stoustrup
Place of Publication	Piscataway, NJ, USA
Publisher	IEEE
Pages	1661-1666
ISBN (Electronic)	978-1-5090-2591-6
DOIs	https://doi.org/10.1109/ECC.2016.7810529
Publication status	Published - 2016
Event	2016 European Control Conference, ECC 2016: 15th annual European Control Conference - Aalborg, Denmark Duration: 29 Jun 2016 → 1 Jul 2016 http://www.ecc16.eu/index.shtml

Conference

Conference	2016 European Control Conference, ECC 2016
Abbreviated title	ECC'16
Country/Territory	Denmark
City	Aalborg
Period	29/06/16 → 1/07/16
Internet address	http://www.ecc16.eu/index.shtml

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10.1109/ECC.2016.7810529

Cite this

@inproceedings{cc40269e9f1748fe8a4fdc96a23c4a5e,

title = "Experiment time minimisation under parameter accuracy constraints and time-domain signal amplitude bounds",

abstract = "We consider the input design problem of finding the minimal required experiment time such that accuracy constraints on the parameter estimate of an identification experiment are satisfied, while also respecting signal amplitude bounds. The input signal is parameterized as a multi-sine. We first show how multiple linear matrix inequalities from the least-costly and applications-oriented experiment design frameworks can be transformed into a generalised E-optimality constraint. Then, the solution to our problem is found by: (i) designing a multi-sine of one period with the Guillaume-Manchester algorithm [12], [10] that minimises the generalised E-optimality criterion under signal amplitude bounds, and (ii) utilising periodicity and an optimality condition to scale the experiment time such that the imposed accuracy constraints are also respected. An example shows an experiment time reduction of 50% compared with a traditional least-costly experiment design approach.",

author = "Potters, {M. G.} and X. Bombois and {Van Den Hof}, {Paul M J}",

year = "2016",

doi = "10.1109/ECC.2016.7810529",

language = "English",

pages = "1661--1666",

editor = "A. Rantzer and {Bagterp J{\o}rgensen}, J. and J. Stoustrup",

booktitle = "Proceedings 2016 European Control Conference",

publisher = "IEEE",

address = "United States",

note = "2016 European Control Conference, ECC 2016 : 15th annual European Control Conference, ECC'16 ; Conference date: 29-06-2016 Through 01-07-2016",

url = "http://www.ecc16.eu/index.shtml",

}

Potters, MG, Bombois, X & Van Den Hof, PMJ 2016, Experiment time minimisation under parameter accuracy constraints and time-domain signal amplitude bounds. in A Rantzer, J Bagterp Jørgensen & J Stoustrup (eds), Proceedings 2016 European Control Conference., 7810529, IEEE, Piscataway, NJ, USA, pp. 1661-1666, 2016 European Control Conference, ECC 2016, Aalborg, Denmark, 29/06/16. https://doi.org/10.1109/ECC.2016.7810529

Experiment time minimisation under parameter accuracy constraints and time-domain signal amplitude bounds. / Potters, M. G.; Bombois, X.; Van Den Hof, Paul M J.
Proceedings 2016 European Control Conference. ed. / A. Rantzer; J. Bagterp Jørgensen; J. Stoustrup. Piscataway, NJ, USA: IEEE, 2016. p. 1661-1666 7810529.

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific › peer-review

TY - GEN

T1 - Experiment time minimisation under parameter accuracy constraints and time-domain signal amplitude bounds

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AU - Bombois, X.

AU - Van Den Hof, Paul M J

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N2 - We consider the input design problem of finding the minimal required experiment time such that accuracy constraints on the parameter estimate of an identification experiment are satisfied, while also respecting signal amplitude bounds. The input signal is parameterized as a multi-sine. We first show how multiple linear matrix inequalities from the least-costly and applications-oriented experiment design frameworks can be transformed into a generalised E-optimality constraint. Then, the solution to our problem is found by: (i) designing a multi-sine of one period with the Guillaume-Manchester algorithm [12], [10] that minimises the generalised E-optimality criterion under signal amplitude bounds, and (ii) utilising periodicity and an optimality condition to scale the experiment time such that the imposed accuracy constraints are also respected. An example shows an experiment time reduction of 50% compared with a traditional least-costly experiment design approach.

AB - We consider the input design problem of finding the minimal required experiment time such that accuracy constraints on the parameter estimate of an identification experiment are satisfied, while also respecting signal amplitude bounds. The input signal is parameterized as a multi-sine. We first show how multiple linear matrix inequalities from the least-costly and applications-oriented experiment design frameworks can be transformed into a generalised E-optimality constraint. Then, the solution to our problem is found by: (i) designing a multi-sine of one period with the Guillaume-Manchester algorithm [12], [10] that minimises the generalised E-optimality criterion under signal amplitude bounds, and (ii) utilising periodicity and an optimality condition to scale the experiment time such that the imposed accuracy constraints are also respected. An example shows an experiment time reduction of 50% compared with a traditional least-costly experiment design approach.

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ER -

Experiment time minimisation under parameter accuracy constraints and time-domain signal amplitude bounds

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