Optimal policies for identification of stochastic linear systems

DOI10.1109/TAC.1975.1101107zbMath0318.93032MaRDI QIDQ4081083

Michael Athans, Alejandro A. Lopez-Toledo

Publication date: 1975

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

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (8)

Unnamed Item ⋮ Experiment design for maximum-power model validation ⋮ Design for estimation of the drift parameter in fractional diffusion systems ⋮ Bayesian discriminant approach to input signal selection in parameter estimation problems ⋮ Optimal experiment design for linear systems with input-output constraints ⋮ A simple algorithm for SAFER control† ⋮ Optimal input design for an AR model with output constraints ⋮ Optimal input for identification versus sensitivity reduction of systems with large parameter variations

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