Optimal experimental design and some related control problems

Details Optimal experimental design and some related control problems Optimal experimental design and some related control problems

2008-02-29

arxiv.org/abs/0802.4381v1

Automatica / Automatica J IFAC; Automatika; Automatica IFAC J 44 (2008) 303-325

Mathematics

Optimization and Control

Available at http://www.elsevier.com/locate/automatica

Scientific paper

10.1016/j.automatica.2007.05.016

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.

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