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On Optimal Input Signal Design for Identification of Output Error Models

机译:用于识别输出误差模型的最佳输入信号设计

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摘要

This paper extends recent results on minimum variance input signal design for identification of Finite Impulse Response (FIR) models to the Output Error (OE) system identification case. The idea is to use "the useful input parametrization" for OE models proposed by Stoica and Söderström (1982). The advantage of this parametrization is that the Toeplitz covariance matrix structure instrumental in the FIR analysis also holds for this OE model input representation after a transformation. However, an issue is that the corresponding minimum variance cost function for the OE case will be more complicated than for FIR models, and that the dimension of the optimization problem will be of one degree higher than for the corresponding FIR case. The proposed OE framework is applied to minimum variance input signal design in system identification frequency response estimation and model predictive control. The results are illustrated by numerical examples.                       
机译:本文将有关最小方差输入信号设计的最新结果扩展到用于识别有限冲激响应(FIR)模型的输出误差(OE)系统识别案例。这个想法是对Stoica和Söderström(1982)提出的OE模型使用“有用的输入参数化”。这种参数化的优势在于,在FIR分析中发挥作用的Toeplitz协方差矩阵结构在变换后也适用于此OE模型输入表示。但是,问题在于,与FIR模型相比,OE情况下相应的最小方差成本函数会更加复杂,并且优化问题的范围将比FIR情况下高一度。所提出的OE框架被应用于系统识别频率响应估计和模型预测控制中的最小方差输入信号设计。结果通过数值实例说明。

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