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Sequential generation ofD-optimal input designs for linear dynamic systems

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Abstract

This paper considers the problem of sequentially generating test signals for parameter estimation in linear, single-input, single-output, discrete-time systems using a frequency-domain approach based on the theory of optimal experiments in regression analysis. The input signals are power constrained and are optimal in the sense that system information is maximized, where the criterion employed is the determinant of the Fisher information matrix (D-optimality). A class of algorithms is investigated, each member of which generates a sequence of input designs converging to aD-optimum. A number of these algorithms are compared computationally.

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Authors and Affiliations

  1. Control Systems Centre, University of Manchester Institute of Science and Technology, Manchester, United Kingdom

    M. B. Zarrop (Lecturer)

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  1. M. B. Zarrop
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Communicated by R. E. Kalaba

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Zarrop, M.B. Sequential generation ofD-optimal input designs for linear dynamic systems. J Optim Theory Appl 35, 277–291 (1981). https://doi.org/10.1007/BF00934581

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