Exploring the Performance of the D-Optimal Input Design for a Linear Second Order System with respect to the Frequency Grid

Research output: Chapter in Book/Report/Conference proceedingMeeting abstract (Book)


The goal of D-optimal input design is to find the input sequence for which the uncertainty volume in the parameter space is minimal. This corresponds to a maximization of the determinant of the Fisher information matrix if the estimator is efficient and unbiased. For linear systems, it has been shown that this optimization problem is convex with respect to the power spectrum of the input. In order to make the problem tractable, the frequency band of interest is discretized into a uniformly spaced frequency grid. However, it is often neglected that working on a discrete grid can lead to performance degradation compared to the optimal design computed on the continuous frequency band. Our goal is to study this performance degradation for second order systems. Once the behavior of the performance degradation has been characterized for a second order system, the result will be generalized to higher order systems. This can be done by representing the higher order systems as a combination of second order systems.
Original languageEnglish
Title of host publicationPresentation of poster at ERNSI 2014, European Research Network on System Identification, Oostende, Belgium, September 21-24, 2014
Publication statusPublished - 21 Sep 2014
EventERNSI 2014 - Thermae Palace Hotel, Ostend, Belgium
Duration: 21 Sep 201424 Sep 2014


WorkshopERNSI 2014
OtherModelling of dynamical systems is fundamental in almost all disciplines of science and engineering, ranging from life science to plant-wide process control. Engineering uses models for the design and analysis of complex technical systems. System identification concerns the construction, estimation and validation of mathematical models of dynamical physical or engineering phenomena from experimental data. This is the 23rd version of the European Workshop on System Identification, the first one being held in Saint-Malo in 1992. All through these years the workshop has maintained the scope of bringing together European researchers in the area of System Identification, in an informal setting that gives ample opportunities for participants to meet. The workshop program is composed of lectures from invited speakers, lectures from members of the ERNSI community, and poster presentations by -particularly- the PhD students and postdocs that are active in the network.


  • design
  • Linear Second Order System


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