Accession Number : ADA297483

Title :   Optimal Inputs for System Identification.

Descriptive Note : Doctoral thesis,

Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING

Personal Author(s) : Brown II, James M.

PDF Url : ADA297483

Report Date : SEP 1995

Pagination or Media Count : 196

Abstract : The derivation of the power spectral density of the optimal input for system identification is addressed in this research. Optimality is defined in information theoretic terms, with entropy quantifying the parameter information content of the input and output measurement sequences pertaining to a discrete time plant. The maximization of entropy is performed in the context of three different scenarios. First, the case in which the average output power of the plant is constrained is considered. Second, input average power is constrained. Finally, the optimization is carried out unconstrained, but with penalties applied to both the input and output powers. Although the focus of this research is the enhancement of the parameter identification potential of general System Identification algorithms, a new and efficient System Identification algorithm that employs Iterated Weighted Least Squares is derived. Experimental evidence is presented which clearly illustrates the superiority of this algorithm. Furthermore, experiments are documented which corroborate and validate the maximum entropy based theory for optimal input design presented in this dissertation.

Descriptors :   *IDENTIFICATION SYSTEMS, *INFORMATION THEORY, ALGORITHMS, INPUT, OUTPUT, OPTIMIZATION, PARAMETERS, THEORY, EFFICIENCY, POWER SPECTRA, PROBABILITY DENSITY FUNCTIONS, WEIGHTING FUNCTIONS, LEAST SQUARES METHOD, SEQUENCES(MATHEMATICS), ENTROPY.

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE