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Towards targeted exploration for non-stochastic disturbances

Abstract:
We present a novel targeted exploration strategy for linear time-invariant systems without stochastic assumptions on the noise, i.e., without requiring independence or zero mean, allowing for deterministic model misspecifications. This work utilizes classical data-dependent uncertainty bounds on the least-squares parameter estimates in the presence of energy-bounded noise. We provide a sufficient condition on the exploration data that ensures a desired error bound on the estimated parameter. Using common approximations, we derive a semidefinite program to compute the optimal sinusoidal input excitation. Finally, we highlight the differences and commonalities between the developed non-stochastic targeted exploration strategy and conventional exploration strategies based on classical identification bounds through a numerical example.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1016/j.ifacol.2024.08.588

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
ORCID:
0000-0003-2189-7876


Publisher:
Elsevier
Journal:
IFAC-PapersOnLine More from this journal
Volume:
58
Issue:
15
Pages:
556-561
Publication date:
2024-09-19
Acceptance date:
2024-05-15
Event title:
19th IFAC Symposium on System Identification (SYSID 2024)
Event location:
Boston, MA, USA
Event website:
https://conferences.ifac-control.org/sysid2024/
Event start date:
2024-07-17
Event end date:
2024-07-18
DOI:
EISSN:
2405-8963
ISSN:
2405-8971


Language:
English
Keywords:
Pubs id:
1996508
Local pid:
pubs:1996508
Deposit date:
2024-05-15

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