Optimum inputs for state identification

DOI10.1007/BF00939980MaRDI QIDQ792289zbMATH OpenFDO

Authors P. L. Bongiovanni, Pan-Tai Liu

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00939980

zbMATH Keywords

extended Kalman filtersinformation matricesoptimum input sequencesstate identification

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Information theory (general) (94A15)

Review text

The problem of choosing optimum inputs for identifying the state of a linear system with nonlinear observations is discussed. An optimum input is defined and characterized. A suboptimum input is introduced to facilitate the analysis and computation. Finally, a numerical example is given to illustrate the technique.

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Cites work

• scientific article; zbMATH DE number 3550566 (Why is no real title available?)
• Optimal inputs for linear system identification
• Stochastic processes and filtering theory

Cited in

(4)

• On optimality of the impulse input for linear system identification
• Optimizing Kalman optimal observer for state affine systems by input selection
• Optimal inputs in guaranteed identification problems
• Canonical representation of the state identifier and transient optimization

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