Information matrix and D-optimal design with Gaussian inputs for Wiener model identification

DOI10.1016/J.AUTOMATICA.2016.02.026zbMATH Open1338.93387OpenAlexW2302479683MaRDI QIDQ286245FDOQ286245

Kaushik Mahata, Alexander De Cock, Johan Schoukens

Publication date: 20 May 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/1321899

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Cram%EF%BF%BD%EF%BF%BDr-Rao+bound&go=Go Cram��r-Rao bound]D-optimal designFischer's information matrixNevanlinna-Pick interpolationWiener model identification

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

Cites Work

• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
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• Graph Implementations for Nonsmooth Convex Programs
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• Dynamic system identification. Experiment design and data analysis
• D-optimal input design for nonlinear FIR-type systems: a dispersion-based approach
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• A Convex Optimization Approach to ARMA Modeling
• A Globally Convergent Matricial Algorithm for Multivariate Spectral Estimation
• The structure of state covariances and its relation to the power spectrum of the input
• Variance Error Quantifications That Are Exact for Finite-Model Order
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• On the Georgiou–Lindquist Approach to Constrained Kullback–Leibler Approximation of Spectral Densities
• On the Convergence of an Efficient Algorithm for Kullback–Leibler Approximation of Spectral Densities
• Asymptotic variance expressions for closed-loop identification
• Least costly identification experiment for control

Cited In (2)

• Two-stage instrumental variables identification of polynomial Wiener systems with invertible nonlinearities
• A two-experiment approach to Wiener system identification

Uses Software

• SeDuMi
• CVX

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