A scenario based approach to robust experiment design

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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