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  • 标题:Optimal input design for minimum-variance estimation of parameters in nonlinear state-space models
  • 本地全文:下载
  • 作者:Karel J. Keesman
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2018
  • 卷号:51
  • 期号:15
  • 页码:365-370
  • DOI:10.1016/j.ifacol.2018.09.172
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractThe paper presents a methodology for optimal input design (OID) for minimum-variance estimation of parameters in nonlinear state-space models. To allow analytical solutions, in Keesman (2015) asequentialOID approach, based on Pontryagin’s minimum principle, was proposed for low-dimensional non-linear systems that are affine in their input. In this study, asimultaneousOID approach for a set oftwoparameters in one-dimensional non-linear systems affine in their input is presented. For the two-parameter case still analytically tractable solutions are found, unlike cases with three or more parameters.
  • 关键词:KeywordsOptimal Input DesignParameter estimationNon-linear dynamic systemsPontryagin’s principleTwo-parameter case
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