Sequential generation of D-optimal input designs for linear dynamic systems

DOI10.1007/BF00934581zbMath0439.62058MaRDI QIDQ1142518

Martin B. Zarrop

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmsregression analysissystem identificationparameter estimationFisher information matrixlinear discrete-time systemsD- optimalityfrequency- domain approachoptimal inputssequentially generating test signals

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Optimal experiment design for dynamic system identification
• General equivalence theory for optimum designs (approximate theory)
• On input signal synthesis in parameter identification
• Sequences converging to D-optimal designs of experiments
• Optimum Designs in Regression Problems
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• D-Optimality for Regression Designs: A Review
• Frequency-Domain Synthesis of Optimal Inputs for Linear System Parameter Estimation
• The Sequential Generation of $D$-Optimum Experimental Designs
• Identification in Parametric Models
• Übersichtsarbeiten

This page was built for publication: Sequential generation of D-optimal input designs for linear dynamic systems