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On Optimal Input Design in System<br />

Identification for <strong>Control</strong><br />

Bo Wahlberg & Håkan Hjalmarsson<br />

ACCESS and <strong>Automatic</strong> <strong>Control</strong> Lab<br />

<strong>KTH</strong> Royal Institute of Technology,<br />

Stockholm, Sweden<br />

*Joint work with Mariette Annergren,<br />

Christian Larsson and Cristian Rojas<br />

1


Motivation<br />

2


How to Specify Performance?<br />

3


Typical Example<br />

4


Finite Impulse Response Model<br />

5


<strong>Control</strong> FIR Example<br />

6


P-control FIR Example<br />

7


SI/Parameter Estimation in Two Slides<br />

8


Key Result<br />

9


Example: FIR Estimation<br />

10


Idea<br />

12


Classical Excitation Design Methods<br />

13


Instead: Merge SI with Application!<br />

SI<br />

Appl<br />

14


Modern Approach<br />

15


FIR Example, cont.<br />

16


FIR Example, cont<br />

17


FIR Example<br />

18


Frequency Response Estimation<br />

19


Alternative Formulation<br />

20


Analytic Solution for n=2<br />

21


Application Set Approach<br />

23


What about OE models (CDC 2010)?<br />

24


Optimal input design problem (SDP)<br />

25


Time Domain Data<br />

26


Example: Markov Chain Input<br />

27


Explore Adaptivity in Input Design!<br />

28


Conclusions<br />

29

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