D-optimal design for parameter estimation in discrete-time nonlinear dynamic systems
Original version
Liu, Y., Karimi, H.R., & Yu, Z. (2012). D-optimal design for parameter estimation in discrete-time nonlinear dynamic systems. Mathematical Problems in Engineering, 2012, 1-13. doi: 10.1155/2012/296701 10.1155/2012/296701Abstract
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.
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