Input Design for Regularized System Identification: Stationary Conditions and Sphere Preserving Algorithm

• Published in: IEEE transactions on automatic control Vol. 68; no. 9; pp. 5714 - 5720
• Main Authors: Mu, Biqiang, Kong, He, Chen, Tianshi, Jiang, Bo, Wang, Lei, Wu, Junfeng
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.09.2023; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Approximation algorithms; Computer simulation; Computing time; Convex functions; Covariance matrices; Frequency-domain analysis; Input design; Kernel; Optimization; Regularization; regularized system identification; Search problems; spherical constraint preserving (SCP) algorithm; stationary points; System identification

This article studies input design of kernel-based regularization methods for linear dynamical systems, which has been formulated as a nonconvex optimization problem with the criterion being a scalar measure of the posterior covariance of the Bayesian estimate, subject to a spherical constraint on th...