Optimal experimental design and some related control problems

Luc Pronzato (1, 2)

1 Laboratoire d'Informatique, Signaux, et Systèmes de Sophia-Antipolis (I3S) / Equipe SYSTEMES
2 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques

This paper traces the strong relations between experimental design and control, such as the use of optimal inputs to obtain precise parameter estimation in dynamical systems and the introduction of suitably designed perturbations in adaptive control. The mathematical background of optimal experimental design is briefly presented, and the role of experimental design in the asymptotic properties of estimators is emphasized. Although most of the paper concerns parametric models, some results are also presented for statistical learning and prediction with nonparametric models.

Mots clés: Parameter estimation; design of experiments; adaptive control; active control; active learning

Domaines: Optimisation et contrôle [math.OC]

Luc Pronzato. Optimal experimental design and some related control problems. Automatica, 2008, 44, pp.303-325. ⟨10.1016/j.automatica.2007.05.016⟩. ⟨hal-00259532⟩