Charla: Optimal input design for nonlinear dynamical systems: a graph-theory approach

Inicio: 17 · diciembre · 2015 14:00

Término: 17 · diciembre · 2015 16:00

Lugar: Auditorio "Guillermo Feick", B-221

Se hace una cordial invitación a la charla: Optimal input design for nonlinear dynamical systems: a graph-theory approach, a dictar por el exalumno Sr. Patricio Valenzuela; para el día  Jueves 17 de diciembre, a las 14.00 hrs., en el Auditorio "Guillermo Feick", B-221



Abstract: Optimal input design concerns the design of an input sequence to maximize the information retrieved from an experiment. The design of the input sequence is performed by optimizing a cost function related to the intended model application. Several approaches to input design have been proposed, with results mainly on linear models. Under the linear assumption of the model structure, the input design problem can be solved in the frequency domain, where the corresponding spectrum is optimized subject to power constraints. However, the optimization of the input spectrum using frequency domain techniques cannot include time-domain amplitude constraints, which could arise due to practical or safety reasons. In this talk, a new input design method for nonlinear models is introduced. The method considers the optimization of an input sequence as a realization of the stationary Markov process with finite memory. Assuming a finite set of possible values for the input, the feasible set of stationary processes can be described using graph theory, where de Bruijn graphs can be employed to describe the process. By using de Bruijn graphs, we can express any element in the set of stationary processes as a convex combination of the measures associated with the extreme points of the set. Therefore, by a suitable choice of the cost function, the resulting optimization problem is convex even for nonlinear models. In addition, since the input is restricted to a finite set of values, the proposed input design method can naturally handle amplitude constraints. Some applications of the proposed technique are presented to illustrate the discussion.


Patricio E. Valenzuela was born in Santiago, Chile in 1986. He obtained the electronics engineering title and M.S. degree in electronics engineering from the Universidad Técnica Federico Santa María, Valparaíso, Chile in 2011. In 2012 he joined the Department of Automatic Control at KTH Royal Institute of Technology, Stockholm, Sweden, where is currently pursuing a Ph.D. degree on Electronic Engineering. His research interests include system identification and control theory.

Publicado en: Charlas