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Optimal input design for an AR model with output constraints

✍ Scribed by T.S. Ng; Z.H. Qureshi; Y.C. Cheah


Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
387 KB
Volume
20
Category
Article
ISSN
0005-1098

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✦ Synopsis


The output power constraint problem of optimal input design for parameter estimation for an autoregressive model is considered. A simple method to obtain an optimal design by solving two sets of p/2-1inear simultaneous equations and a polynomial equation of p/2th order is proposed and two nontrivial examples are given to illustrate this methodology. *