Optimal input design for autoregressive model discrimination with constrained output variance

DOI10.1109/TAC.1984.1103525zbMath0536.93065MaRDI QIDQ3321966

Katsuji Uosaki, Ippei Tanaka, Hiroshi Sugiyama

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

optimal input designautoregressive model discriminationconstrained output variance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Identification in stochastic control theory (93E12)

Related Items (6)

Auxiliary signal design for rapid multi-model identification using optimization ⋮ Input design for detection of abrupt changes in dynamical systems ⋮ Detection signal design for failure detection: a robust approach ⋮ On the detection of small parameter variations in linear uncertain systems ⋮ Optimal input for discrimination of autoregressive models under output amplitude constraints ⋮ An active approach for detection of incipient faults

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