Optimal Input Signals For Parameter Estimation

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Optimal Input Signals For Parameter Estimation
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Author : Ewaryst Rafajłowicz
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2022-03-07
Optimal Input Signals For Parameter Estimation written by Ewaryst Rafajłowicz and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-07 with History categories.
The aim of this book is to provide methods and algorithms for the optimization of input signals so as to estimate parameters in systems described by PDE’s as accurate as possible under given constraints. The optimality conditions have their background in the optimal experiment design theory for regression functions and in simple but useful results on the dependence of eigenvalues of partial differential operators on their parameters. Examples are provided that reveal sometimes intriguing geometry of spatiotemporal input signals and responses to them. An introduction to optimal experimental design for parameter estimation of regression functions is provided. The emphasis is on functions having a tensor product (Kronecker) structure that is compatible with eigenfunctions of many partial differential operators. New optimality conditions in the time domain and computational algorithms are derived for D-optimal input signals when parameters of ordinary differential equations are estimated. They are used as building blocks for constructing D-optimal spatio-temporal inputs for systems described by linear partial differential equations of the parabolic and hyperbolic types with constant parameters. Optimality conditions for spatially distributed signals are also obtained for equations of elliptic type in those cases where their eigenfunctions do not depend on unknown constant parameters. These conditions and the resulting algorithms are interesting in their own right and, moreover, they are second building blocks for optimality of spatio-temporal signals. A discussion of the generalizability and possible applications of the results obtained is presented.
Optimal Input Signals For Parameter Estimation In Dynamic Systems Survey And New Results
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Author : R. K. Mehra
language : en
Publisher:
Release Date : 1974
Optimal Input Signals For Parameter Estimation In Dynamic Systems Survey And New Results written by R. K. Mehra and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with categories.
The paper surveys the field of optimal input design for parameter estimation as it has developed over the last two decades. Many of the developments covered are only recent and have not appeared in the open literature elsewhere. After a brief introduction, the paper discusses the historical background of the subject both in the engineering and in the statistical literature. The concepts of optimality and input design are then discussed followed by a derivation of the Fisher Information Matrix for multiinput multioutput systems with process noise. The design procedures are divided into the categories of Time-Domain methods and Frequency-Domain methods with the former being more general but also more time-consuming (computationally). (Modified author abstract).
Control Identification And Input Optimization
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Author : Robert Kalaba
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Control Identification And Input Optimization written by Robert Kalaba and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book is a self-contained text devoted to the numerical determination of optimal inputs for system identification. It presents the current state of optimal inputs with extensive background material on optimization and system identification. The field of optimal inputs has been an area of considerable research recently with important advances by R. Mehra, G. c. Goodwin, M. Aoki, and N. E. Nahi, to name just a few eminent in vestigators. The authors' interest in optimal inputs first developed when F. E. Yates, an eminent physiologist, expressed the need for optimal or preferred inputs to estimate physiological parameters. The text assumes no previous knowledge of optimal control theory, numerical methods for solving two-point boundary-value problems, or system identification. As such it should be of interest to students as well as researchers in control engineering, computer science, biomedical en gineering, operations research, and economics. In addition the sections on beam theory should be of special interest to mechanical and civil en gineers and the sections on eigenvalues should be of interest to numerical analysts. The authors have tried to present a balanced viewpoint; however, primary emphasis is on those methods in which they have had first-hand experience. Their work has been influenced by many authors. Special acknowledgment should go to those listed above as well as R. Bellman, A. Miele, G. A. Bekey, and A. P. Sage. The book can be used for a two-semester course in control theory, system identification, and optimal inputs.
Synthesis Of Input Signals In Parameter Estimation Problems
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Author : Belle Raghavendra Upadhyaya
language : en
Publisher:
Release Date : 1975
Synthesis Of Input Signals In Parameter Estimation Problems written by Belle Raghavendra Upadhyaya and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Probabilities categories.
Modeling And Monitoring Of Pipelines And Networks
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Author : Cristina Verde
language : en
Publisher: Springer
Release Date : 2017-05-21
Modeling And Monitoring Of Pipelines And Networks written by Cristina Verde and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-21 with Technology & Engineering categories.
This book focuses on the analysis and design of advanced techniques for on-line automatic computational monitoring of pipelines and pipe networks. It discusses how to improve the systems’ security considering mathematical models of the flow, historical flow rate and pressure data, with the main goal of reducing the number of sensors installed along a pipeline. The techniques presented in the book have been implemented in digital systems to enhance the abilities of the pipeline network’s operators in recognizing anomalies. A real leak scenario in a Mexican water pipeline is used to illustrate the benefits of these techniques in locating the position of a leak. Intended for an interdisciplinary audience, the book addresses researchers and professionals in the areas of mechanical, civil and control engineering. It covers topics on fluid mechanics, instrumentation, automatic control, signal processing, computing, construction and diagnostic technologies.
Nasa Technical Memorandum
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Author :
language : en
Publisher:
Release Date : 1986
Nasa Technical Memorandum written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Aeronautics categories.
Dynamic System Identification Experiment Design And Data Analysis
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Author : Goodwin
language : en
Publisher: Academic Press
Release Date : 1977-11-10
Dynamic System Identification Experiment Design And Data Analysis written by Goodwin and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977-11-10 with Computers categories.
Dynamic System Identification: Experiment Design and Data Analysis
Model Based Parameter Estimation
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Author : Hans Georg Bock
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-02-26
Model Based Parameter Estimation written by Hans Georg Bock and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-26 with Mathematics categories.
This judicious selection of articles combines mathematical and numerical methods to apply parameter estimation and optimum experimental design in a range of contexts. These include fields as diverse as biology, medicine, chemistry, environmental physics, image processing and computer vision. The material chosen was presented at a multidisciplinary workshop on parameter estimation held in 2009 in Heidelberg. The contributions show how indispensable efficient methods of applied mathematics and computer-based modeling can be to enhancing the quality of interdisciplinary research. The use of scientific computing to model, simulate, and optimize complex processes has become a standard methodology in many scientific fields, as well as in industry. Demonstrating that the use of state-of-the-art optimization techniques in a number of research areas has much potential for improvement, this book provides advanced numerical methods and the very latest results for the applications under consideration.
Trends And Progress In System Identification
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Author : Pieter Eykhoff
language : en
Publisher: Elsevier
Release Date : 2014-05-20
Trends And Progress In System Identification written by Pieter Eykhoff and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-20 with Mathematics categories.
Trends and Progress in System Identification is a three-part book that focuses on model considerations, identification methods, and experimental conditions involved in system identification. Organized into 10 chapters, this book begins with a discussion of model method in system identification, citing four examples differing on the nature of the models involved, the nature of the fields, and their goals. Subsequent chapters describe the most important aspects of model theory; the ""classical"" methods and time series estimation; application of least squares and related techniques for the estimation of dynamic system parameters; the maximum likelihood and error prediction methods; and the modern development of statistical methods. Non-parametric approaches, identification of nonlinear systems by piecewise approximation, and the minimax identification are then explained. Other chapters explore the Bayesian approach to system identification; choice of input signals; and choice and effect of different feedback configurations in system identification. This book will be useful for control engineers, system scientists, biologists, and members of other disciplines dealing withdynamical relations.
System Identification
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Author : Rik Pintelon
language : en
Publisher: John Wiley & Sons
Release Date : 2012-03-19
System Identification written by Rik Pintelon and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-19 with Science categories.
System identification is a general term used to describe mathematical tools and algorithms that build dynamical models from measured data. Used for prediction, control, physical interpretation, and the designing of any electrical systems, they are vital in the fields of electrical, mechanical, civil, and chemical engineering. Focusing mainly on frequency domain techniques, System Identification: A Frequency Domain Approach, Second Edition also studies in detail the similarities and differences with the classical time domain approach. It high??lights many of the important steps in the identification process, points out the possible pitfalls to the reader, and illustrates the powerful tools that are available. Readers of this Second Editon will benefit from: MATLAB software support for identifying multivariable systems that is freely available at the website http://booksupport.wiley.com State-of-the-art system identification methods for both time and frequency domain data New chapters on non-parametric and parametric transfer function modeling using (non-)period excitations Numerous examples and figures that facilitate the learning process A simple writing style that allows the reader to learn more about the theo??retical aspects of the proofs and algorithms Unlike other books in this field, System Identification, Second Edition is ideal for practicing engineers, scientists, researchers, and both master's and PhD students in electrical, mechanical, civil, and chemical engineering.