Variance error, interpolation and experiment design

DOI10.1016/J.AUTOMATICA.2013.01.021MaRDI QIDQ490527zbMATH OpenOpenAlexFDO

Authors Kaushik Mahata

Publication date 27 August 2015

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2013.01.021

zbMATH Keywords

experiment designNevanlinna-Pick interpolationsystem identificationvariance error

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Identification in stochastic control theory (93E12)

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Cites work

• A Convex Optimization Approach to ARMA Modeling
• A generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint
• A Globally Convergent Matricial Algorithm for Multivariate Spectral Estimation
• A useful input parameterization for optimal experiment design
• Asymptotic variance expressions for closed-loop identification
• Asymptotic variance expressions for estimated frequency functions
• Asymptotic variance expressions for identified black-box transfer function models
• Closed loop experiment design for linear time invariant dynamical systems via LMIs
• Fast projection methods for minimal design problems in linear system theory
• Generalized Interpolation in H ∞
• Hellinger Versus Kullback–Leibler Multivariable Spectrum Approximation
• scientific article; zbMATH DE number 3940034 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Identification and control: joint input design and \(\mathcal H_\infty\) state feedback with ellipsoidal parametric uncertainty via LMIs
• Identification for control of multivariable systems: controller validation and experiment design via LMIs
• Identification For Control: Optimal Input Design With Respect To A Worst-Case \nu-gap Cost Function
• Input design via LMIs admitting frequency-wise model specifications in confidence regions
• Kullback-leibler approximation of spectral density functions
• Least costly identification experiment for control
• On the Convergence of an Efficient Algorithm for Kullback–Leibler Approximation of Spectral Densities
• On the frequency domain accuracy of closed-loop estimates
• On the Georgiou–Lindquist Approach to Constrained Kullback–Leibler Approximation of Spectral Densities
• Relative entropy and the multivariable multidimensional moment problem
• Spectral analysis based on the state covariance: the maximum entropy spectrum and linear fractional parametrization
• Spectral estimation via selective harmonic amplification
• The interpolation problem with a degree constraint
• 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

Cited in

(2)

• Time fractional Schrödinger equation revisited
• Information matrix and D-optimal design with Gaussian inputs for Wiener model identification

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