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arXiv 2012.08126eess.SYcs.SY
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基于信号矩阵模型的脉冲响应辨识实验设计

Experiment design for impulse response identification with signal matrix models

Andrea Iannelli, Mingzhou Yin, Roy S. Smith

摘要:

本文制定了一个输入设计方法截断无限脉冲响应识别的隐式模型表示的背景下,最近使用的数据驱动的仿真和控制方法的基础。准确地说,所考虑的模型由数据(或信号)矩阵的列的线性组合组成。最近提出了一种最佳组合的情况下,嘈杂的数据,使用最大似然方法,这里的目标是优化的数据矩阵的输入项,使估计的均方误差矩阵最小化。一个最小范数的问题是来自最优性标准通常认为在实验设计文献。数值结果表明,改进的估计与优化输入实现。

英文摘要:

This paper formulates an input design approach for truncated infinite impulse response identification in the context of implicit model representations recently used as basis for data-driven simulation and control approaches. Precisely, the considered model consists of a linear combination of the columns of a data (or signal) matrix. An optimal combination for the case of noisy data was recently proposed using a maximum likelihood approach, and the objective here is to optimize the input entries of the data matrix such that the mean-square error matrix of the estimate is minimized. A least-norm problem is derived in terms of the optimality criteria typically considered in the experiment design literature. Numerical results showcase the improved estimation fit achieved with the optimized input.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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