Optimal input design for an AR model with output constraints

Optimal input design for an AR model with output constraints

The output power constraint problem of optimal input design for parameter estimation for an autoregressive model is considered. A simple method to obtain an optimal design by solving two sets of p 2- linear simultaneous equations and a polynomial equation of p 2 th order is proposed and two nontrivi...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Automatica (Oxford) 1984-01, Vol.20 (3), p.359-363
Hauptverfasser: Ng, T.S., Qureshi, Z.H., Cheah, Y.C.
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
autoregressive model
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Identification
input design
Modelling and identification
optimal systems
output power constraints
parameter estimation
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The output power constraint problem of optimal input design for parameter estimation for an autoregressive model is considered. A simple method to obtain an optimal design by solving two sets of p 2- linear simultaneous equations and a polynomial equation of p 2 th order is proposed and two nontrivial examples are given to illustrate this methodology.
ISSN:0005-1098
1873-2836
DOI:10.1016/0005-1098(84)90051-7