A Chernoff relaxation on the problem of application-oriented finite sample experiment design

Dimitrios Katselis, Cristian R. Rojas, Hakan Hjalmarsson, Mats Bengtsson

Research output: Contribution to journalConference articlepeer-review

Abstract

In this paper, application-oriented experiment design formulated as a chance constrained problem is investigated. The chance constraint is based on the presumption that the estimated model can be used in an application to achieve a given performance level with a prescribed probability. The aforementioned performance level is dictated by the particular application of interest. The resulting optimization problem is known to be nonconvex in most cases. To this end, convexification is attempted by employing a Chernoff relaxation. As an application, we focus on the identification of multiple input multiple output (MIMO) wireless channel models based on a general L-optimality type of performance measure.

Original languageEnglish (US)
Article number6426258
Pages (from-to)202-207
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - Dec 1 2012
Externally publishedYes
Event51st IEEE Conference on Decision and Control, CDC 2012 - Maui, HI, United States
Duration: Dec 10 2012Dec 13 2012

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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