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Article: Optimal experiment design for linear systems with input-output constraints

TitleOptimal experiment design for linear systems with input-output constraints
Authors
Ng, TSGoodwin, GCSöderström, T
KeywordsClosed Loop Systems
Discrete Systems
Experimental Design
Identification, Linear Systems
Issue Date1977
PublisherPergamon. The Journal's web site is located at http://www.elsevier.com/locate/automatica
Citation
Automatica, 1977, v. 13 n. 6, p. 571-577 How to Cite?
AbstractThe problem of optimal experiment design for parameter estimation in linear dynamic systems is studied. Results relating to both constrained input and output variances are established. For the case of constrained input variance, it is shown that a D-optimal experiment exists in which the system input is generated externally provided the system and noise transfer functions have no common parameters. For the case of constrained output variance, it is shown that an experiment in which the system input is generated by a combination of a minimum variance control law together with an external set point perturbation is D-optimal for certain classes of systems. Other related results are also presented which illustrate the role of feedback in optimal experiment design. © 1977.
Persistent Identifierhttp://hdl.handle.net/10722/154794
ISSN
0005-1098
2021 Impact Factor: 6.150
2020 SCImago Journal Rankings: 3.132

 

DC FieldValueLanguage
dc.contributor.authorNg, TSen_US
dc.contributor.authorGoodwin, GCen_US
dc.contributor.authorSöderström, Ten_US
dc.date.accessioned2012-08-08T08:30:42Z-
dc.date.available2012-08-08T08:30:42Z-
dc.date.issued1977en_US
dc.identifier.citationAutomatica, 1977, v. 13 n. 6, p. 571-577en_US
dc.identifier.issn0005-1098en_US
dc.identifier.urihttp://hdl.handle.net/10722/154794-
dc.description.abstractThe problem of optimal experiment design for parameter estimation in linear dynamic systems is studied. Results relating to both constrained input and output variances are established. For the case of constrained input variance, it is shown that a D-optimal experiment exists in which the system input is generated externally provided the system and noise transfer functions have no common parameters. For the case of constrained output variance, it is shown that an experiment in which the system input is generated by a combination of a minimum variance control law together with an external set point perturbation is D-optimal for certain classes of systems. Other related results are also presented which illustrate the role of feedback in optimal experiment design. © 1977.en_US
dc.languageengen_US
dc.publisherPergamon. The Journal's web site is located at http://www.elsevier.com/locate/automaticaen_US
dc.relation.ispartofAutomaticaen_US
dc.subjectClosed Loop Systemsen_US
dc.subjectDiscrete Systemsen_US
dc.subjectExperimental Designen_US
dc.subjectIdentification, Linear Systemsen_US
dc.titleOptimal experiment design for linear systems with input-output constraintsen_US
dc.typeArticleen_US
dc.identifier.emailNg, TS:tsng@eee.hku.hken_US
dc.identifier.authorityNg, TS=rp00159en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.scopuseid_2-s2.0-0017558367en_US
dc.identifier.volume13en_US
dc.identifier.issue6en_US
dc.identifier.spage571en_US
dc.identifier.epage577en_US
dc.publisher.placeUnited Kingdomen_US
dc.identifier.scopusauthoridNg, TS=7402229975en_US
dc.identifier.scopusauthoridGoodwin, GC=7201955514en_US
dc.identifier.scopusauthoridSöderström, T=7101761664en_US
dc.identifier.issnl0005-1098-

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