Optimal input design for an AR model with output constraints

DOI10.1016/0005-1098(84)90051-7zbMath0531.93063OpenAlexW2486857422MaRDI QIDQ788687

Z. H. Qureshi, Y. C. Cheah, Tung-Sang Ng

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(84)90051-7

zbMATH Keywords

parameter estimationautoregressive modelinput designoutput power constraints

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12)

Cites Work

• Dynamic system identification. Experiment design and data analysis
• Optimal experiment design for dynamic system identification
• Identification of processes in closed loop-identifiability and accuracy aspects
• Optimal experiment design for linear systems with input-output constraints
• On input signal synthesis in parameter identification
• System identification. A survey
• Optimal inputs for linear system identification
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• Comments on "Optimal inputs for system identification"
• Optimal policies for identification of stochastic linear systems
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