Title :
On optimal inputs for identification: a summary
Author :
Antoulas, A.C. ; Anderson, B.D.O.
Author_Institution :
Dept. of Electr. & Comput. Eng., Rice Univ., Houston, TX, USA
Abstract :
As shown in Antoulas and Anderson (1994), the second-smallest singular value σ* of the data covariance matrix D measures the amount of noise (disturbance) the system can tolerate. This leads to a novel approach for the design of input functions which are optimal, i.e. maximize σ*
Keywords :
covariance matrices; discrete time systems; identification; linear systems; optimisation; transfer functions; covariance matrix; discrete time systems; disturbance; identification; linear systems; optimal inputs; singular value; time invariant systems; Covariance matrix; Data engineering; Design optimization; Eigenvalues and eigenfunctions; Equations; Noise measurement; Polynomials; Systems engineering and theory; Transfer functions; Upper bound;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411359
