On input signal synthesis in parameter identification
Automatica (Journal of IFAC)
System identification-A survey
Automatica (Journal of IFAC)
On the asymptotic eigenvalue distribution of Toeplitz matrices
IEEE Transactions on Information Theory
Brief paper: Experiment design for maximum-power model validation
Automatica (Journal of IFAC)
Hi-index | 22.15 |
Stationary stochastic inputs are generated from linear processes of the autoregressive moving average type. Since the spectral density of such an input process is nonzero everywhere, this belongs to the class of admissible signals satisfying identifiability requirements. A characterization of the optimal signals is obtained in terms of their spectral densities using the results on asymptotic eigenvalue distribution of Toeplitz matrices. These signals belong to the general class of random inputs that can be generated using standard instrumentation consisting of delay lines and a white noise generator.