Information matrix and D-optimal design with Gaussian inputs for Wiener model identification

Onderzoeksoutput: Article

16 Citaten (Scopus)

Samenvatting

We present a closed form expression for the Fischer’s information matrix associated with the identification of Wiener models. In the derivation we assume that the input signal is Gaussian. The analysis allows the linear sub-system in the Wiener model to have a generic rational transfer function of arbitrary order. It also allows the static nonlinearity of the Wiener model to be a polynomial of arbitrary degree. In addition, we show how this analysis can be used to design tractable algorithms for D-optimal input design. The idea is further extended to design optimal inputs consisting of a sequence of Gaussian signals with different mean values and variances. By combining Gaussian inputs with different means we can tune the amplitude distribution of the input to achieve the best identification accuracy in D-optimal sense. The analytical results are also illustrated with some numerical simulations.
Originele taal-2English
Pagina's (van-tot)65-77
Aantal pagina's13
TijdschriftAutomatica
Volume69
Nummer van het tijdschrift7
DOI's
StatusPublished - 1 jul 2016

Vingerafdruk

Duik in de onderzoeksthema's van 'Information matrix and D-optimal design with Gaussian inputs for Wiener model identification'. Samen vormen ze een unieke vingerafdruk.

Citeer dit