Active Parametric Identification of Gaussian Linear Discrete System Based on Experiment Design

DOI10.14529/MMP160208zbMath1350.93090OpenAlexW2461212151MaRDI QIDQ2833568

Vladimir Mikhaĭlovich Chubich, Oksana Sergeevna Chernikova, E. A. Beriket

Publication date: 18 November 2016

Published in: Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14529/mmp160208

zbMATH Keywords

parameter estimationKalman filtermaximum likelihood methodexperiment design(Fisher) information matrix

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Cites Work

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• Identification of parametric models from experimental data. Transl. from an upd. French version by the authors, with the help of John Norton
• An optimal input design procedure
• Planning of identifying input signals in linear dynamic systems
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results

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