Abstract
Observed data for parameter estimation is often both difficult and expensive to obtain. Thus, when an experiment is conducted, the input to the system should be such that the sensitivity to the parameter being estimated is maximized. Evaluation of the optimal inputs and sensitivities requires the solution to a two-point boundary-value problem. The method of quasilinearization is then used for parameter estimation. Numerical results are given for a simple example utilizing both optimal and nonoptimal inputs. The results clearly show the advantages of utilizing an optimal input.
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References
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Kumar, K. S. P., andSridhar, R.,On the Identification of Control Systems by the Quasilinearization Method, IEEE Transactions on Automatic Control, Vol. 9, No. 2, 1964.
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Kalaba, R.E., Spingarn, K. Optimal inputs and sensitivities for parameter estimation. J Optim Theory Appl 11, 56–67 (1973). https://doi.org/10.1007/BF00934291
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DOI: https://doi.org/10.1007/BF00934291