Optimal input for discrimination of autoregressive models under output amplitude constraints
作者:
KATSUJI UOSAKI,
IPPEI TANAKA,
HIROSHI SUGIYAMA,
期刊:
International Journal of Systems Science
(Taylor Available online 1987)
卷期:
Volume 18,
issue 2
页码: 323-332
ISSN:0020-7721
年代: 1987
DOI:10.1080/00207728708963969
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Optimal input design is considered for discriminating effectively between two rival autoregressive models when the amplitude of the system output has to be regulated within a certain tolerance limit with high certainty. This constraint is more appropriate than a power constraint when an extremely large system output may cause hazardous conditions in the system. First, conditions for the optimal input are derived based on the Ds-criterion, which corresponds to the power of the likelihood ratio test. Then two approaches are presented to construct the optimal input satisfying the conditions: one is based on the idea of a Chebyshev system, and the other is an autoregressive recursion approach. Numerical simulations illustrate the applicability of the proposed optimal input for autoregressive model discrimination.
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