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: | Holst Jan, Sadegh Payman, Hansen Lars H., Madsen Henrik |
Keywords: | construction & architecture |
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.