Chance constrained input design

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

Research output: Chapter in Book/Report/Conference proceedingConference 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 languageEnglish (US)
Title of host publication2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Pages2957-2962
Number of pages6
DOIs
StatePublished - Dec 1 2011
Externally publishedYes
Event2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States
Duration: Dec 12 2011Dec 15 2011

Publication series

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

Other

Other2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
CountryUnited States
CityOrlando, FL
Period12/12/1112/15/11

ASJC Scopus subject areas

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

Fingerprint Dive into the research topics of 'Chance constrained input design'. Together they form a unique fingerprint.

Cite this