TY - GEN
T1 - Application-oriented finite sample experiment design
T2 - Universite Libre de Bruxelles
AU - Katselis, Dimitrios
AU - Rojas, Cristian R.
AU - Hjalmarsson, Håkan
AU - Bengtsson, Mats
N1 - Funding Information:
⋆This work was partially supported by the European Research Council under the advanced grant LEARN, contract 267381 and by the Swedish Research Council under contract 621-2010-5819.
PY - 2012
Y1 - 2012
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84867081903&partnerID=8YFLogxK
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U2 - 10.3182/20120711-3-BE-2027.00355
DO - 10.3182/20120711-3-BE-2027.00355
M3 - Conference contribution
AN - SCOPUS:84867081903
SN - 9783902823069
T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)
SP - 1635
EP - 1640
BT - SYSID 2012 - 16th IFAC Symposium on System Identification, Final Program
PB - IFAC Secretariat
Y2 - 11 July 2012 through 13 July 2012
ER -