Accession Number : AD0782439

Title :   Optimal Input Signals for Parameter Estimation in Dynamic Systems-Survey and New Results.

Descriptive Note : Technical rept.,

Corporate Author : HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS

Personal Author(s) : Mehra,R. K.

Report Date : FEB 1974

Pagination or Media Count : 65

Abstract : The paper surveys the field of optimal input design for parameter estimation as it has developed over the last two decades. Many of the developments covered are only recent and have not appeared in the open literature elsewhere. After a brief introduction, the paper discusses the historical background of the subject both in the engineering and in the statistical literature. The concepts of optimality and input design are then discussed followed by a derivation of the Fisher Information Matrix for multiinput multioutput systems with process noise. The design procedures are divided into the categories of Time-Domain methods and Frequency-Domain methods with the former being more general but also more time-consuming (computationally). (Modified author abstract)

Descriptors :   *CONTROL THEORY, *SIGNAL PROCESSING, TIME DOMAIN, KALMAN FILTERING, IDENTIFICATION, TIME SERIES ANALYSIS, TRANSFER FUNCTIONS, THEOREMS

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE