Optimal Experimental Designs with Respect to the Intended Model Application
The purpose of the design of identification experiments is to make the collected data maximally informative with respect to the intended use of the model, subject to constraints that might be at hand. When the true system is replaced by an estimated model, there results a performance degradation tha...
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Published in | Automatica (Oxford) Vol. 22; no. 5; p. 543 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
1986
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Subjects | |
Online Access | Get full text |
ISSN | 1873-2836 0005-1098 |
DOI | 10.1016/0005-1098(86)90064-6 |
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Abstract | The purpose of the design of identification experiments is to make the collected data maximally informative with respect to the intended use of the model, subject to constraints that might be at hand. When the true system is replaced by an estimated model, there results a performance degradation that is due to the error in the transfer function estimates. Using some recent asymptotic expressions for the bias and the variance of the estimated transfer function, it is shown how this performance degradation can be minimized by a proper experiment design. Several applications, where it is beneficial to let the experiment be carried out in closed loop, are highlighted. |
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AbstractList | The purpose of the design of identification experiments is to make the collected data maximally informative with respect to the intended use of the model, subject to constraints that might be at hand. When the true system is replaced by an estimated model, there results a performance degradation that is due to the error in the transfer function estimates. Using some recent asymptotic expressions for the bias and the variance of the estimated transfer function, it is shown how this performance degradation can be minimized by a proper experiment design. Several applications, where it is beneficial to let the experiment be carried out in closed loop, are highlighted. |
Author | Ljung, Lennart Gevers, Michel |
Author_xml | – sequence: 1 givenname: Michel surname: Gevers fullname: Gevers, Michel organization: Australian National University, Australia – sequence: 2 givenname: Lennart surname: Ljung fullname: Ljung, Lennart organization: Tekniska högskolan |
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StartPage | 543 |
SubjectTerms | Frequency domain Identification Optimization |
Title | Optimal Experimental Designs with Respect to the Intended Model Application |
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