Title :
The design of experiments for discriminating between two stochastic dynamic models
Author :
Bekareva, N.D. ; Denisov, V.I. ; Parlyuk, A.V.
Author_Institution :
Novosibirsk State Tech. Univ., Russia
Abstract :
This paper considers methods of experimental design for discriminating between two rival stochastic dynamic models. Maximum likelihood estimator of unknown system parameters along with discriminating algorithm based on likelihood ratio criterion are discussed. One approach to the optimal input design leading to the sequential scheme of discriminating experiment is established. The sequential input design procedure is illustrated by numerical example
Keywords :
design of experiments; maximum likelihood estimation; stochastic systems; design of experiments; discriminating algorithm; likelihood ratio criterion; maximum likelihood estimator; optimal input design; stochastic dynamic model; Filters; Least squares approximation; Mathematical model; Maximum likelihood estimation; Parameter estimation; Sampling methods; State estimation; Stochastic processes; Stochastic systems; White noise;
Conference_Titel :
Science and Technology, 2000. KORUS 2000. Proceedings. The 4th Korea-Russia International Symposium on
Conference_Location :
Ulsan
Print_ISBN :
0-7803-6486-4
DOI :
10.1109/KORUS.2000.865922
