Comments on "Optimal inputs for system identification"
- 1 April 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 20 (2) , 299-300
- https://doi.org/10.1109/TAC.1975.1100891
Abstract
The above paper has presented a number of methods for designing "optimal" inputs for system identification based on maximization of the trace of the information matrix. This approach leads to simple design algorithms. However caution must be exercised in interpreting the results as it will be shown in this note that the resulting inputs can, in many instances, give a singular information matrix, i.e, ambiguity in parameter estimates.Keywords
This publication has 3 references indexed in Scilit:
- Optimal inputs for linear system identificationIEEE Transactions on Automatic Control, 1974
- On input signal synthesis in parameter identificationAutomatica, 1970
- Optimum Estimation of Impulse Response in the Presence of NoiseIRE Transactions on Circuit Theory, 1960