선형계통의 파라미터 추정을 위한 최적 확률 입력신호의 설계

Design of the optimal stochastic inputs for linear system parameter estimation

The optimal Input design problem for linear system Which have the common parameters in the system and noise transfer functions. Exploiting the assumed Model structure and deriving the information matrix structure in detail, D-optimal open-loop stochastic input can be realized as an ARMA process under the Input or output variance constraints. In spite of the reduced order, It Is necessary to develop an efficient algorithms for the optimation with respect to the .rho..