The optimal input design for the identification of linear single input-single output systems is considered in the particular situation of continuous time measurement corrupted by white gaussian noise of constant variance. The optimality of the impulse among nonnegative equidose inputs is proven.
On optimality of the impulse input for linear system identification.
COBELLI, CLAUDIO;
1988
Abstract
The optimal input design for the identification of linear single input-single output systems is considered in the particular situation of continuous time measurement corrupted by white gaussian noise of constant variance. The optimality of the impulse among nonnegative equidose inputs is proven.File in questo prodotto:
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