Chance constrained input design

Cristian R. Rojas; Dimitrios Katselis; Hakan Hjalmarsson; Roland Hildebrand; Mats Bengtsson

doi:10.1109/CDC.2011.6161135

Chance constrained input design

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

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

In this paper the following problem is studied: design an input signal with the property that the estimated model based on this signal satisfies a given performance level with a prescribed probability. This problem is mathematically translated into a chance constrained optimization problem, which is typically non convex. To solve it, several convex approximations are proposed and compared.

Original language	English (US)
Title of host publication	2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Pages	2957-2962
Number of pages	6
DOIs	https://doi.org/10.1109/CDC.2011.6161135
State	Published - Dec 1 2011
Externally published	Yes
Event	2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States Duration: Dec 12 2011 → Dec 15 2011

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0191-2216

Other

Other	2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Country	United States
City	Orlando, FL
Period	12/12/11 → 12/15/11

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

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10.1109/CDC.2011.6161135

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Chance constrained input design. / Rojas, Cristian R.; Katselis, Dimitrios; Hjalmarsson, Hakan; Hildebrand, Roland; Bengtsson, Mats.

2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011. 2011. p. 2957-2962 6161135 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Rojas, CR, Katselis, D, Hjalmarsson, H, Hildebrand, R & Bengtsson, M 2011, Chance constrained input design. in 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011., 6161135, Proceedings of the IEEE Conference on Decision and Control, pp. 2957-2962, 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011, Orlando, FL, United States, 12/12/11. https://doi.org/10.1109/CDC.2011.6161135

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Chance constrained input design

Abstract

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ASJC Scopus subject areas

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