Local E-optimality conditions for trajectory design to estimate parameters in nonlinear systems

Andrew D. Wilson, Todd D. Murphey

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Abstract

This paper develops an optimization method to synthesize trajectories for use in the identification of system parameters. Using widely studied techniques to compute Fisher information based on observations of nonlinear dynamical systems, an infinite-dimensional, projection-based optimization algorithm is formulated to optimize the system trajectory using eigenvalues of the Fisher information matrix as the cost metric. An example of a cart-pendulum simulation demonstrates a significant increase in the Fisher information using the optimized trajectory with decreased parameter variances shown through Monte-Carlo tests and computation of the Cramer-Rao lower bound.

Original languageEnglish (US)
Title of host publication2014 American Control Conference, ACC 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages443-450
Number of pages8
ISBN (Print)9781479932726
DOIs
StatePublished - 2014
Event2014 American Control Conference, ACC 2014 - Portland, OR, United States
Duration: Jun 4 2014Jun 6 2014

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619

Other

Other2014 American Control Conference, ACC 2014
CountryUnited States
CityPortland, OR
Period6/4/146/6/14

Keywords

  • Estimation
  • Nonlinear systems
  • Optimal control

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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