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arxiv 2109.04742 v2 pith:LXVRHDYE submitted 2021-09-10 eess.SY cs.SY

Design of input for data-driven simulation with Hankel and Page matrices

classification eess.SY cs.SY
keywords inputcasedatadata-drivendesignhankelpageproblem
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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The paper deals with the problem of designing informative input trajectories for data-driven simulation. First, the excitation requirements in the case of noise-free data are discussed and new weaker conditions, which assume the simulated input to be known in advance, are provided. Then, the case of noisy data trajectories is considered and an input design problem based on a recently proposed maximum likelihood estimator is formulated. A Bayesian interpretation is provided, and the implications of using Hankel and Page matrix representations are demonstrated. Numerical examples show the impact of the designed input on the predictive accuracy.

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