OPTIMUM INPUT SIGNALS FOR PARAMETER-ESTIMATION IN SYSTEMS DESCRIBED BY LINEAR INTEGRAL-EQUATIONS

被引：0

作者：

RAFAJLOWICZ, E ^{[1
]}

机构：

[1] WROCLAW TECH UNIV,WYBRZEZE WYSPIANSKIEGO 27,PL-50370 WROCLAW,POLAND

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1990年 / 9卷 / 01期

关键词：

D-Optimality integral equation description; Experiment design; Information matrix; Numerical algorithm;

D O I：

10.1016/0167-9473(90)90067-R

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The paper deals with the problem of optimum experimental design for estimation of parameters, which appear in the kernel of an integral equation describing a physical process. The autocorrelation function of a spatial random field acting as an input (stimulus) is the decision variable in the considered problem. Under integral constraints imposed on decision variables results parallel to the optimum experiment design theory of Kiefer and Wolfowitz are presented. In particular, necessary and sufficient optimality conditions are derived and a computational algorithm is proposed. © 1990.

引用

页码：11 / 19

页数：9

共 50 条

[1] UNBOUNDED POWER INPUT SIGNALS IN OPTIMUM EXPERIMENT DESIGN FOR PARAMETER-ESTIMATION IN LINEAR-SYSTEMS
RAFAJLOWICZ, E
[J]. INTERNATIONAL JOURNAL OF CONTROL, 1984, 40 (02) : 383 - 391
[2] OPTIMUM CONTROL OF SYSTEMS DESCRIBED BY VOLTERRA INTEGRAL-EQUATIONS
MONASTYRSKII, MA
[J]. AUTOMATION AND REMOTE CONTROL, 1975, 36 (01) : 24 - 29
[3] OPTIMAL INPUT SIGNALS FOR PARAMETER-ESTIMATION IN LINEAR DISTRIBUTED PARAMETER-SYSTEMS
RAFAJLOWICZ, E
[J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1982, 13 (07) : 799 - 808
[4] PARAMETER-ESTIMATION IN SYSTEMS DESCRIBED BY NONLINEAR ORDINARY DIFFERENTIAL-EQUATIONS
LUUS, R
[J]. HUNGARIAN JOURNAL OF INDUSTRIAL CHEMISTRY, 1988, 16 (01): : 23 - 28
[5] GRADIENT METHOD FOR SYSTEMS DESCRIBED BY INTEGRAL-EQUATIONS
CONNOR, MA
HOOD, D
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (02) : 175 - 175
[6] Parameter estimation for signals described by differential equations
Mboup, Mamadou
[J]. APPLICABLE ANALYSIS, 2009, 88 (01) : 29 - 52
[7] PARAMETER-ESTIMATION IN SYSTEMS OF NONLINEAR EQUATIONS
SCHITTKOWSKI, K
[J]. NUMERISCHE MATHEMATIK, 1994, 68 (01) : 129 - 142
[8] STABILITY OF INTERCONNECTED SYSTEMS DESCRIBED BY STOCHASTIC NON-LINEAR VOLTERRA INTEGRAL-EQUATIONS
GUTMANN, RL
MICHEL, AN
[J]. SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 1979, 10 (02) : 217 - 236
[9] ESTIMATION OF THE SOLUTIONS OF LINEAR STOCHASTIC INTEGRAL-EQUATIONS
KOLMANOVSKII, VB
SHAIKHET, LE
[J]. PMM JOURNAL OF APPLIED MATHEMATICS AND MECHANICS, 1987, 51 (05): : 607 - 612
[10] CONJUGATE SYSTEMS OF VOLTERRA LINEAR INTEGRAL-EQUATIONS
VINOKUROV, VR
SMOLIN, YN
[J]. IZVESTIYA VYSSHIKH UCHEBNYKH ZAVEDENII MATEMATIKA, 1984, (06): : 22 - 24

← 1 2 3 4 5 →