Application-oriented finite sample experiment design: A semidefinite relaxation approach

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

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, the problem of input signal design with the property that the estimated model satisfies a given performance level with a prescribed probability is studied. The aforementioned performance level is associated with a particular application. This problem is well-known to fall within the class of chance-constrained optimization problems, which are nonconvex in most cases. Convexification is attempted based on a Markov inequality, leading to semidefinite programming (SDP) relaxation formulations. As applications, we focus on the identification of multiple input multiple output (MIMO) wireless communication channel models for minimum mean square error (MMSE) channel equalization and zero-forcing (ZF) precoding.

Original languageEnglish (US)
Title of host publicationSYSID 2012 - 16th IFAC Symposium on System Identification, Final Program
PublisherIFAC Secretariat
Pages1635-1640
Number of pages6
EditionPART 1
ISBN (Print)9783902823069
DOIs
StatePublished - 2012
Externally publishedYes
EventUniversite Libre de Bruxelles - Bruxelles, Belgium
Duration: Jul 11 2012Jul 13 2012

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
NumberPART 1
Volume16
ISSN (Print)1474-6670

Conference

ConferenceUniversite Libre de Bruxelles
CountryBelgium
CityBruxelles
Period7/11/127/13/12

ASJC Scopus subject areas

  • Control and Systems Engineering

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