Samenvatting
This work constitutes a first attempt to investigate the optimal input that must be applied to a dynamic system when regularization is used during the identification procedure. Regularization for parameter estimation has been widely used in function characterization and machine learning techniques. It has been recently shown that the regularized estimation can be very useful in the field of system identification. The key idea lies in manipulating the bias-variance trade-off of the estimated model parameters by introducing a penalty term in the cost function under minimization. Since the penalizing term in the cost function depends on the input-output measured data it is important to investigate which input is going to deliver the optimal bias-variance trade-off measured through the Mean Square Error (MSE) of the estimated parameters. The fact that the regularization penalty can be considered as prior information about the unknown system incorporated in the cost function can be exploited during the design of the optimal input. Since the penalty depends on the system input under optimization, the problem of optimal input design under regularized estimation boils down to optimizing both the input and the penalty introduced in the cost function.
| Originele taal-2 | English |
|---|---|
| Titel | Presentation of poster at ERNSI 2014, European Research Network on System Identification, Oostende, Belgium, September 21-24, 2014 |
| Status | Published - 21 sep. 2014 |
| Evenement | ERNSI 2014 - Thermae Palace Hotel, Ostend, Belgium Duur: 21 sep. 2014 → 24 sep. 2014 |
Workshop
| Workshop | ERNSI 2014 |
|---|---|
| Periode | 21/09/14 → 24/09/14 |
| Ander | Modelling 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. |