Optimal Parameter Estimation Of Gaussian Linear Discrete Models In The Frequency Domain

被引：0

作者：

Chernikova, Oksana S. ^{[1
]}

Anisimova, Kseniia N. ^{[1
]}

机构：

[1] Novosibirsk State Tech Univ, Dept Theoret & Appl Informat, Novosibirsk, Russia

来源：

2016 11TH INTERNATIONAL FORUM ON STRATEGIC TECHNOLOGY (IFOST), PTS 1 AND 2 | 2016年

关键词：

Parameter estimation; maximum likelihood method; (Fisher) information matrix; experiment design; frequency domain;

D O I：

暂无

中图分类号：

TE [石油、天然气工业]; TK [能源与动力工程];

学科分类号：

0807 ; 0820 ;

摘要：

A frequency domain technique for optimal identification of linear discrete systems is presented. We consider the theoretical and applied aspects of the optimal parameter estimation, in the frequency domain, of the multidimensional stochastic linear discrete systems described by state space models. By an example of one model structure, the efficiency and sensibility is shown of applying the optimal dentification procedure based on optimal design of input signals in the frequency domain.

引用

页数：4

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