From time series to linear system-Part II. Exact modelling
Automatica (Journal of IFAC)
From time series to linear system—Part III. Approximate modelling
Automatica (Journal of IFAC)
How exciting can a signal really be?
Systems & Control Letters
Design of broadband excitation signals
Perturbation signals for system identification
Hi-index | 22.15 |
The thesis that noisy identification has close ties to the study of the singular-value decomposition of perturbed matrices is investigated. In particular by assuming an upper bound on the norm of the perturbation, one can obtain a convex parametrization of an uncertain family of systems which contains the system generating the data. In this approach, the second-smallest singular value@s"* of an appropriately defined data matrix becomes a quantity of importance as it provides an upper bound for the size of the uncertain family. This yields a new tool leading to the design of input functions which are optimal or persistently exciting from the point of view of identification for robust control.