Title :
Active identification of linear stationary dynamic objects on base of the Fisher information matrix: the steady state
Author :
Voevoda, A.A. ; Troshina, G.V.
Author_Institution :
Novosibirsk State Tech. Univ., Novosibirsk, Russia
Abstract :
The construction technique of the Fischer information matrix for the discrete stationary case when unknown parameters are in the state matrix, control matrix, process noise matrix is offered. Given work is offered to consider the steady state that considerably simplifies the technique which is essential and actual for practical use.
Keywords :
identification; matrix algebra; Fisher information matrix; active identification method; control matrix; discrete stationary case; linear stationary dynamic objects; process noise matrix; state matrix; Covariance matrices; Educational institutions; Equations; Kalman filters; Noise; Steady-state; Vectors; Fisher information matrix; active identification; steady state;
Conference_Titel :
Actual Problems of Electronics Instrument Engineering (APEIE), 2014 12th International Conference on
Conference_Location :
Novosibirsk
Print_ISBN :
978-1-4799-6019-4
DOI :
10.1109/APEIE.2014.7040785