DocumentCode
1664529
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
Volume
3
fYear
1994
Firstpage
2886
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/CDC.1994.411359
Filename
411359
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