ARMAX 모델의 매개변수 추정을 위한 최적 입력 신호의 설계

Design of the Optimal Input Singals for Parameter Estimation in the ARMAX Model

  • 이석원 (서울대 대학원 전기공학과) ;
  • 양흥석 (서울대 공대 전기공학과)
  • 발행 : 1988.03.01

초록

This paper considers the problem of the optimal input design for parameter estimtion in the ARMAX model in which the system and noise transfer function have the common denominator polynomial. Deriving the information matrix, in detail, for the assumed model structure and using the autocorrelation functin of the filtered input as design variables, it is shown that D-optimal input signal can be realized as an autoregressive moving average process. Computer simulations are carried out to show the standard-deviation reduction in the parameter estimtes using the optimal input signal.

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