| Title |
Design of the Optimal Input Singals for Parameter Estimation in the ARMAX Model |
| Abstract |
This paper considers the problem of the optimal input design for parameter estimtion in the ARMAX model in which the system and noise transfer function have the common denominator polynomial. Deriving the information matrix, in detail, for the assumed model structure and using the autocorrelation functin of the filtered input as design variables, it is shown that D-optimal input signal can be realized as an autoregressive moving average process. Computer simulations are carried out to show the standard-deviation reduction in the parameter estimtes using the optimal input signal. |