hal-00259532, version 1
Optimal experimental design and some related control problems
Automatica 44 (2008) 303-325
Abstract: This paper traces the strong relations between experimental design and control, such as the use of optimal inputs to obtain precise parameter estimation in dynamical systems and the introduction of suitably designed perturbations in adaptive control. The mathematical background of optimal experimental design is briefly presented, and the role of experimental design in the asymptotic properties of estimators is emphasized. Although most of the paper concerns parametric models, some results are also presented for statistical learning and prediction with nonparametric models.
- 1: Laboratoire d'Informatique, Signaux, et Systèmes de Sophia-Antipolis (I3S) / Equipe SYSTEMES
- Université de Nice Sophia Antipolis (UNS) – CNRS : UMR7271
- 2: GdR MASCOT-NUM ((Méthodes d'Analyse Stochastique des Codes et Traitements Numériques))
- CNRS : GDR3179
- Domain : Mathematics/Optimization and Control
- Keywords : Parameter estimation – design of experiments – adaptive control – active control – active learning
- Comment : Available at www.elsevier.com/locate/automatica
- hal-00259532, version 1
- http://hal.archives-ouvertes.fr/hal-00259532
- oai:hal.archives-ouvertes.fr:hal-00259532
- From: Luc Pronzato
- Submitted on: Thursday, 28 February 2008 14:31:13
- Updated on: Friday, 21 November 2008 10:10:21
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