Title :
On maximal accuracy estimation with output power constraints
Author :
Ng, Timothy ; Payne, Robert L. ; Goodwin, Graham C.
Author_Institution :
University of New Castle, NSW, Australia
fDate :
2/1/1977 12:00:00 AM
Abstract :
In this note it is shown that for a class of linear systems, maximal identification accuracy, subject to an output power constraint, is achieved by a minimum variance controller together with a white probing input.
Keywords :
Autoregressive processes; Linear systems, stochastic discrete-time; Parameter estimation; Algebra; Australia; Automatic control; Control systems; Eigenvalues and eigenfunctions; Equations; Polynomials; Power generation; Stability; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101425
