Accession Number:

AD0766160

Title:

Frequency-Domain Synthesis of Optimal Inputs for Linear System Parameter Estimation.

Descriptive Note:

Technical rept.,

Corporate Author:

HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS

Personal Author(s):

Report Date:

1973-07-01

Pagination or Media Count:

51.0

Abstract:

The paper formulates the problem of estimating parameters in linear multi-input multi-output dynamic systems as a regression problem in frequency domain. An expression for the information matrix is derived and its properties are studied. A frequency domain condition on the input for the nonsingularity of the information matrix is obtained. It is shown that a deterministic input with a point spectrum can always be found for single input multi-output systems such that it has the same information matrix as a mixed input stochastic and deterministic whose spectrum contains both continuous and discrete parts. A number of different criteria used in the design of regression experiments are stated and their relevance to input design is examined. Modified author abstract

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE