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Optimal Control for Active Identification of Unknown Systems

Authors:Baglietto Marco, University of Genoa, Italy
Cannata Giorgio, University of Genoa, Italy
Scardovi Luca, University of Genoa, Italy
Zoppoli Riccardo, University of Genoa, Italy
Topic:1.1 Modelling, Identification & Signal Processing
Session:Identification for Control
Keywords: Dynamic Systems, Entropy, System Identification, ParameterEstimation, Optimal Control

Abstract

In this paper we consider the Problem of actively identifying themeasurement equation of a linear time invariant dynamic system bymeans of a suitable control law. A sufficient and necessarycondition will be given on the identifiability of the system.Under such a condition, the problem can be formulated as anoptimal control one, in which the minimization of a suitable``uncertainty measure'' is performed. To this end, the use of theShannon Entropy is proposed and motivated.