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1 1999

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Optimal design of input signals for estimation of parameter bounds.

Filatov N. M., Unbehauen H.

Systems Science

1999

Vol. 25, nr 1

5-13

The problem of optimisation of input signals for bounded parameter estimation of SISO systems is considered. The input signals are chosen to minimize the determinant of the ellipsoid matrix which characterized the volume of the ellipsoid matrix which characterizes the volume of the ellipsoid bounding set for the estimates. Thus the suggested optimal input signals speed up the parameter estimation process. The problem of designing optimal input signals is considered for open-loop systems as well as for identification in closed-loop. The suggested algorithms for the generation of the optimal input signals are simple and allow us to improve the accuracy of estimation in the cases of limited time of the experiment or limited magnitude of the input signal. Simulation results are used to demonstrate the advantages of the suggested approach.