The shortest experiment for linear system identification
The shortest experiment for linear system identification
In this paper we study the following problem: given an upper bound of the state-space dimension and lag on a linear time-invariant system, design a sequence of inputs so that the system dynamics can be recovered from the resulting input–output data. As our main result we propose a new online experiment design method, meaning that the selection of the inputs is iterative and guided by past data samples. We show that this approach leads to the shortest possible experiments for linear system identification. In terms of sample complexity, the proposed method outperforms offline methods based on persistency of excitation as well as existing online experiment design methods.
Experiment design, Linear systems, System identification
Camlibel, M.K.
f67b0877-df5c-49b5-9b49-1811c66b4c52
van Waarde, H.J.
906bc83a-bd1a-4cd3-8a4a-af7d7e8e7ef7
Rapisarda, P.
79efc3b0-a7c6-4ca7-a7f8-de5770a4281b
20 February 2025
Camlibel, M.K.
f67b0877-df5c-49b5-9b49-1811c66b4c52
van Waarde, H.J.
906bc83a-bd1a-4cd3-8a4a-af7d7e8e7ef7
Rapisarda, P.
79efc3b0-a7c6-4ca7-a7f8-de5770a4281b
Camlibel, M.K., van Waarde, H.J. and Rapisarda, P.
(2025)
The shortest experiment for linear system identification.
Systems & Control Letters, 197, [106045].
(doi:10.1016/j.sysconle.2025.106045).
Abstract
In this paper we study the following problem: given an upper bound of the state-space dimension and lag on a linear time-invariant system, design a sequence of inputs so that the system dynamics can be recovered from the resulting input–output data. As our main result we propose a new online experiment design method, meaning that the selection of the inputs is iterative and guided by past data samples. We show that this approach leads to the shortest possible experiments for linear system identification. In terms of sample complexity, the proposed method outperforms offline methods based on persistency of excitation as well as existing online experiment design methods.
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Accepted/In Press date: 30 January 2025
e-pub ahead of print date: 20 February 2025
Published date: 20 February 2025
Keywords:
Experiment design, Linear systems, System identification
Identifiers
Local EPrints ID: 499685
URI: http://eprints.soton.ac.uk/id/eprint/499685
ISSN: 0167-6911
PURE UUID: f1ff7bf1-10a8-43cb-844a-dae0c8b550dc
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Date deposited: 31 Mar 2025 16:47
Last modified: 25 Jun 2025 16:31
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Contributors
Author:
M.K. Camlibel
Author:
H.J. van Waarde
Author:
P. Rapisarda
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