Optimal experimental design and some related control problems

2007/10/04 by Luc Pronzato · 2 citations
Computer Science · Engineering · Mathematics · #Advanced Control Systems Optimization #Advanced Multi-Objective Optimization Algorithms #Control Systems and Identification #math.OC

paper · pdf · doi:10.1016/j.automatica.2007.05.016

published as Automatica / Automatica J IFAC; Automatika; Automatica IFAC J 44 (2008) 303-325 · Available at http://www.elsevier.com/locate/automatica

openalex publication_date 2007/10/04 · arxiv created 2008/02/29 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

Citations

• Optimum design for correlated processes via eigenfunction expansions
• Asymptotic Properties of Non-Linear Least Squares Estimators
• On Estimating Regression
• Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems
• Stochastic Estimation of the Maximum of a Regression Function
• Identification for Control: From the Early Achievements to the Revival of Experiment Design*
• Interior Methods for Nonlinear Optimization
• Asymptotic behaviour of a family of gradient algorithms in ℝ d and Hilbert spaces
• Stability of extremum seeking feedback for general nonlinear dynamic systems
• On Estimation of a Probability Density Function and Mode
• Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction
• Bagging predictors
• The Nature of Statistical Learning Theory

Cited by

• Factorial Design for Efficient Experimentation
• Design of experiments [wikipedia]