Brief paper: Optimal input design for an AR model with output constraints

Authors:
T. S. Ng;Z. H. Qureshi;Y. C. Cheah
Affiliations:
Department of Electrical and Computer Engineering, University of Wollongong, P.O. Box 1144, Wollongong, 2500, Australia;Department of Electrical and Computer Engineering, University of Wollongong, P.O. Box 1144, Wollongong, 2500, Australia;Department of Electrical and Computer Engineering, University of Wollongong, P.O. Box 1144, Wollongong, 2500, Australia
Venue:
Automatica (Journal of IFAC)
Year:
1984

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Abstract

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 p2-linear simultaneous equations and a polynomial equation of p2th order is proposed and two nontrivial examples are given to illustrate this methodology.