How exciting can a signal really be?
type: Item
instance of: scholarly article
title: How exciting can a signal really be?
zbMATH Open document ID: 0612.93061
DOI: 10.1016/0167-6911(87)90027-2
author: B. George
published in: Systems \& Control Letters
publication date: 1987-01-01T00:00:00Z
review text: The rate of parameter convergence in several adaptive estimation and control schemes is determined by the minimum eigenvalue of the information matrix associated with the system in question. The paper considers the problem of designing the input signal so as to maximize this minimum eigenvalue or the ratio between the minimum and maximum eigenvalues (that is, the inverse of the condition number of the information matrix). The problem is solved in the simplest case of a first-order continuous-time linear system, which allows analytic treatment. Comparison is made with the so-called D-optimal design which maximizes the determinant of the information matrix. The simple example considered appears to provide some insight into the problem under study.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62K05
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 3991394
zbMATH Keywords: rate of parameter convergence
zbMATH Keywords: adaptive estimation and control
zbMATH Keywords: information matrix
zbMATH Keywords: optimal design
reviewed by: Petre Stoica
MaRDI profile type: Publication
full work available at URL: 0167-6911(87)90027-2
OpenAlex ID: W2090356220
cites work: Q3996810
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description: scientific article; zbMATH DE number 3991394