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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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