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Authors
Welsh, James; Rojas, Cristian

Identifier
10.3182/20090706-3-FR-2004.00031

Index Terms
Input and Excitation Design

Abstract
Robust optimal experiment design is an infinite dimensional optimisation problem. Typically it is solved by discretisation of the design space resulting in a discrete semi-infinite convex programming problem which is computationally expensive. In this paper we propose a new computational approach to solve robust optimal experiment design problems based on a recently developed method for robust convex optimisation known as the `scenario approach'.

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