László Gerencsér;György Michaletzky;József Bokor;Péter Polcz
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引用次数: 0
摘要
我们证明,一类优化输入设计问题的解只有离散谱量。如果我们固定任何可能频率的有限集合,那么由此产生的凸问题的随机版本就有一个概率为 1 的唯一(稀疏)解。我们还提出了一种数据驱动的优化输入设计方法,即通过虚拟离线估计器进行优化设计,该估计器与优化的 PE 估计器在可忽略的误差范围内重合,适用于开环和闭环系统。
Notes on Input Design: From Multi-Sine Design to Data-Driven Procedures
We show that a class of optimal input design problems have only discrete spectral measures as solutions. If we fix any finite set of possible frequencies then a randomized version of the resulting convex problem has a unique (sparse) solution with probability 1. We also propose a data-driven approach to optimal input design via virtual off-line estimators that coincide with the optimized PE estimator modulo a negligible error, both for open loop and closed loop systems.