Online design of experiments by active learning for nonlinear system identification

Kui Xie; Alberto Bemporad

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arXiv · 2506.21754

Online design of experiments by active learning for nonlinear system identification

Kui Xie·Alberto Bemporad

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Abstract

We investigate the use of active-learning (AL) strategies to generate the input excitation signal at runtime for system identification of linear and nonlinear autoregressive and state-space models. We adapt various existing AL approaches for static model regression to the dynamic context, coupling them with a Kalman filter to update the model parameters recursively, and also cope with the presence of input and output constraints. We show the increased sample efficiency of the proposed approaches with respect to random excitation on different nonlinear system identification benchmarks.

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Kui Xie, Alberto Bemporad. 2025-06-26. Online design of experiments by active learning for nonlinear system identification. https://arxiv.org/abs/2506.21754

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