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We give some fairly general circumstances under which the experimental design problem for linear dynamic systems with correlated noise can be put in the exact form of the Kiefer-Wolfowitz experimental design problem. Optimal inputs are characterized in terms of their spectral measures with respect to a resolution of the identity in a certain reproducing kernel Hilbert space. Numerical methods established for the Kiefer-Wolfowitz design problem then apply to the numerical determination of an optimal spectral measure.
Published in:
Automatic Control, IEEE Transactions on
(Volume:25
,
Issue:
2
)
Date of Publication: Apr 1980
- Page(s):
- 235 - 238
- ISSN :
- 0018-9286
- Digital Object Identifier :
- 10.1109/TAC.1980.1102286
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 January 2003
- Issue Date :
- Apr 1980
- Sponsored by :
- IEEE Control Systems Society
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