DocumentCode :
853174
Title :
Design of optimal multioutput sampling schedules: Computation of gradients and Hessians
Author :
Poon, Chi-Sang
Author_Institution :
North Dakota State University, Fargo, ND, USA
Volume :
31
Issue :
7
fYear :
1986
fDate :
7/1/1986 12:00:00 AM
Firstpage :
664
Lastpage :
666
Abstract :
The design of optimal sampling schedules in a dynamic experiment is often accomplished by maximization of a scalar function of the Fisher information matrix, using complex optimization algorithms. In this note exact analytic expressions for the gradients and Hessians of two common design criteria ( 
- and 
-optimality) are derived. The results allow the use of a wealth of efficient gradient search techniques in such designs.
- and -optimality) are derived. The results allow the use of a wealth of efficient gradient search techniques in such designs.Keywords :
Experiment design; Gradient methods; Hessian matrices; Parameter identification; Sampling methods; Testing; Automatic control; Control systems; Dynamic scheduling; Processor scheduling; Robust control; Robustness; Sampling methods; Servomechanisms; Temperature control; Transfer functions;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1986.1104360
Filename :
1104360
Link To Document :
