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Choosing between open- and closed-loop experiments in linear system identification
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DOI：10.1109/TAC.2007.902756.png)
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This correspondence shows that open-loop experiments are optimal for a broad class of systems when the system input is constrained. In addition, we show that, for a general class of systems, when the output power is constrained, closed-loop experiments are optimal. Both results use a strong notion of optimality and use expressions for estimation accuracy which are nonasymptotic in model order but asymptotic in data length.
Keyword:
closed-loop systems
identification
input design
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IF:
7
论文数:
1.3W
被引数:
6.7W
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