Input design for linear dynamic systems using maxmin criteria

Input design for linear dynamic systems using maxmin criteria

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Article ID: iaor19992566
Country: India
Volume: 19
Issue: 2
Start Page Number: 223
End Page Number: 240
Publication Date: May 1998
Journal: Information & Optimization Sciences
Authors: , , ,
Keywords: construction & architecture
Abstract:

This paper considers the problem of input design for maximizing the smallest eigenvalue of the information matrix for linear dynamic systems. The optimization of the smallest eigenvalue is of interest in parameter estimation and parameter change detection problems. We describe a simple cutting plane algorithm to determine the optimal frequency power weights of the input, using successive solutions to linear programs. We present a case study related to estimation of thermal parameters of a building.

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