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Additional Topics for Optimal Inputs

  • Robert Kalaba
  • Karl Spingarn
Part of the Mathematical Concepts and Methods in Science and Engineering book series (MCSENG)

Abstract

The determination of the Lagrange multiplier to be used in the calculation of optimal inputs for a quadratic performance criterion is nontrivial. In Section 9.1 an improved method for the numerical determination of optimal inputs is considered in which the Lagrange multiplier is evaluated simultaneously with the optimal input. Multiparameter optimal inputs are considered in Section 9.2. The trace of the information matrix is used as the performance criterion. In Section 9.3 observability, controllability, and identifiability are defined. Optimal inputs for systems with process noise are briefly discussed in Section 9.4, and eigenvalue problems are discussed in Section 9.5.

Keywords

Lagrange Multiplier Information Matrix Fisher Information Matrix Additional Topic Positive Matrix 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Plenum Press, New York 1982

Authors and Affiliations

  • Robert Kalaba
    • 1
  • Karl Spingarn
    • 2
  1. 1.University of Southern CaliforniaLos AngelesUSA
  2. 2.Hughes Aircraft CompanyLos AngelesUSA

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