- Title
- A scenario based approach to robust experiment design
- Creator
- Welsh, James S.; Rojas, Cristian R.
- Relation
- 15th IFAC Symposium on System Identification (SYSID 2009). Proceedings of the 15th IFAC Symposium on System Identification (Saint-Malo, France 6-8 July, 2009) p. 186-191
- Publisher Link
- http://dx.doi.org/10.3182/20090706-3-FR-2004.00031
- Publisher
- International Federation of Automatic Control (IFAC)
- Resource Type
- conference paper
- Date
- 2009
- Description
- Robust optimal experiment design is an infinite dimensional optimisation problem. Typically it is solved by discretisation of the design space resulting in a discrete semi-infinite convex programming problem which is computationally expensive. In this paper we propose a new computational approach to solve robust optimal experiment design problems based on a recently developed method for robust convex optimisation known as the 'scenario approach'.
- Subject
- input and excitation design; robust optimal experiment design; robust convex optimisation; scenario approach
- Identifier
- uon:8948
- Identifier
- http://hdl.handle.net/1959.13/919686
- Identifier
- ISBN:9783902661470
- Identifier
- ISSN:1474-6670
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