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