System Cycling for Parameters Estimation: Optimal Input and Measurement Schedules Designs.

Abstract

This paper deals with the parameters estimation of discrete-time and time-invariant system, affected by additive output noise, under periodic operation. Assuming a norm of the Fisher Information Matrix as performance index, the problems of the optimal periodic input design, of the joint optimal periodic input and measurement schedules design and of the choice of the best period for parameters estimation are formally stated. Through the introduction of the average per sample Fisher Information Matrix, they are recognized as Periodic Optimal Control problems. A closed form solution is found in the particular case of linear systems with a scalar unknown parameter. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1977
Accession Number
ADA039388

Entities

People

  • Sergio Bittanti Scida

Organizations

  • Harvard University

Tags

Communities of Interest

  • Air Platforms
  • Counter IED
  • Materials and Manufacturing Processes
  • Sensors

DTIC Thesaurus Topics

  • Bayesian Networks
  • Covariance
  • Eigenvalues
  • Equations
  • Equations Of State
  • Estimators
  • Gaussian Processes
  • Irrational Numbers
  • Linear Systems
  • Measurement
  • Military Research
  • Numbers
  • Probability
  • Rational Numbers
  • Real Numbers
  • Sensitivity
  • Theorems

Fields of Study

  • Engineering

Readers

  • Control Systems Engineering.
  • Life Cycle Cost Analysis
  • Neural Network Machine Learning.