 
Summary: The Center for Control, Dynamical Systems, and Computation
University of California at Santa Barbara
Winter 2010 Seminar Series
Presents
Optimal Input Design in System Identification for Control
Bo Wahlberg
Royal Institute of Technology (KTH), Stockholm
Friday, March 12, 2010, 3:00 4:00pm CHEM 1171
Abstract:
The quality of an estimated model should be related to the specifications of the intended application. A classical
approach is to study the "size" of the asymptotic covariance matrix (the inverse of the Fisher information matrix)
of the corresponding parameter vector estimate. In many cases it is possible to design and implement external
excitation signals, e.g. pilot signals in communications systems or input signals in control applications. The ob
jective of this seminar is to present some recent advances in optimal experiment design for system identification
with a certain application in mind. The idea is to minimize experimental costs (e.g. the energy of the excitation
signal), while guarantying that the estimated model with a given probability satisfies the specifications of the
application. This will result in a convex optimization problem, where the optimal solution should reveal system
properties important for the application while hiding irrelevant dynamics. A simple Finite Impulse Response (FIR)
example will be used to illustrate the basic ideas. This seminar is based on joint work with Håkan Hjalmarsson,
KTH.
