6533b836fe1ef96bd12a15fc

RESEARCH PRODUCT

D-Optimal Design for Parameter Estimation in Discrete-Time Nonlinear Dynamic Systems

Yu LiuHamid Reza KarimiZhiwei Yu

subject

VDP::Mathematics and natural science: 400::Mathematics: 410::Applied mathematics: 413Optimal designMathematical optimizationArticle SubjectComputer scienceEstimation theoryIterative methodlcsh:MathematicsGeneral MathematicsGeneral EngineeringFunction (mathematics)lcsh:QA1-939Dynamic programmingNonlinear systemDiscrete time and continuous timelcsh:TA1-2040Control theoryObservabilitylcsh:Engineering (General). Civil engineering (General)

description

Published version of an article from the journal: Mathematical Problems in Engineering. Also available from the publisher:http://dx.doi.org/10.1155/2012/296701 An optimal input design method for parameter estimation in a discrete-time nonlinear system is presented in the paper to improve the observability and identification precision of model parameters. Determinant of the information matrix is used as the criterion function which is generally a nonconvex function about the input signals to be designed. To avoid the locally optimizing problem, a randomized designmethod is proposed bywhich a globally optimizing test plan other than input signals may be obtained. Then the randomized design can be approximated by a nonrandomized design about optimal inputs. An iterative algorithm integrated with dynamic programming is given and verified by a numerical example on experimental design for self- calibration tests of ISP system.

yearjournalcountryeditionlanguage
2012-01-01Mathematical Problems in Engineering
https://doi.org/10.1155/2012/296701