Optimal input for discrimination of autoregressive models under output amplitude constraints

DOI10.1080/00207728708963969zbMath0614.62119OpenAlexW2032935123MaRDI QIDQ4721466

Hiroshi Sugiyama, Ippei Tanaka, Katsuji Uosaki

Publication date: 1987

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728708963969

zbMATH Keywords

Chebyshev systemautoregressive modelsidentification of dynamic systemsoptimal inputautoregressive model discriminationautoregressive recursion approachDs- optimality criterionoutput amplitude constraints

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Design of statistical experiments (62K99) Identification in stochastic control theory (93E12) Inference from stochastic processes (62M99)

Cites Work

• Dynamic system identification. Experiment design and data analysis
• System identification. A survey
• Optimal input design for autoregressive model discrimination with constrained output variance
• Optimal experiment design for autoregressive model with output power constraints
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• D-Optimality for Regression Designs: A Review
• An introduction to designh optimality with an overview of the literature