Frequency-Domain Synthesis of Optimal Inputs for Linear System Parameter Estimation.
Abstract
The paper formulates the problem of estimating parameters in linear multi-input multi-output dynamic systems as a regression problem in frequency domain. An expression for the information matrix is derived and its properties are studied. A frequency domain condition on the input for the nonsingularity of the information matrix is obtained. It is shown that a deterministic input with a point spectrum can always be found for single input multi-output systems such that it has the same information matrix as a mixed input (stochastic and deterministic) whose spectrum contains both continuous and discrete parts. A number of different criteria used in the design of regression experiments are stated and their relevance to input design is examined. (Modified author abstract)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1973
- Accession Number
- AD0766160
Entities
People
- R. K. Mehra
Organizations
- Harvard University