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Optimal finite-dimensional spectral densities for the identification of continuous-time MIMO systems
Published in South China University of Technology
2019
Volume: 17
   
Issue: 3
Pages: 276 - 296
Abstract
This paper presents a method for designing inputs to identify linear continuous-time multiple-input multiple-output (MIMO) systems. The goal here is to design a T-optimal band-limited spectrum satisfying certain input/output power constraints. The input power spectral density matrix is parametrized as the product ϕu(jω)=12H(jω)HH(jω), where H(jω) is a matrix polynomial. This parametrization transforms the T-optimal cost function and the constraints into a quadratically constrained quadratic program (QCQP). The QCQP turns out to be a non-convex semidefinite program with a rank one constraint. A convex relaxation of the problem is first solved. A rank one solution is constructed from the solution to the relaxed problem. This relaxation admits no gap between its solution and the original non-convex QCQP problem. The constructed rank one solution leads to a spectrum that is optimal. The proposed input design methodology is experimentally validated on a cantilever beam bonded with piezoelectric plates for sensing and actuation. Subspace identification algorithm is used to estimate the system from the input-output data. © 2019, South China University of Technology, Academy of Mathematics and Systems Science, CAS and Springer-Verlag GmbH Germany, part of Springer Nature.
About the journal
JournalControl Theory and Technology
PublisherSouth China University of Technology
ISSN20956983
Open AccessNo
Concepts (17)
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    Cost functions
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    Fisher information matrix
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    Identification (control systems)
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    Matrix algebra
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    Mimo systems
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    Quadratic programming
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    Relaxation processes
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    Spectral density
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    LINEAR CONTINUOUS-TIME
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    OPTIMAL COST FUNCTION
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    OPTIMAL INPUT DESIGN
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    PIEZOELECTRIC PLATE
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    POWER SPECTRAL DENSITY MATRIX
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    Quadratically-constrained quadratic programs
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    SEMIDEFINITE PROGRAMS
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    SUBSPACE IDENTIFICATION
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    Continuous time systems