The parameters vector estimation in the steady state for the linear dynamic systems

The search of optimal input signals for the objects identification is an actual task and is considered in many publications. One of the directions is the Fisher information matrix using. The inputs optimal search technique on the basis of the Fisher information matrix using is offered. The technique essence consists in the analysis of the steady state. The state space model is considered when unknown parameters are in a state matrix and in a covariance matrix of the measurement noise vector. The Kalman filter with the updated sequence is used for the state vector estimation. The technique is illustrated on the example of the control optimal search for the parameters identification of the linearized “inverted pendulum on the cart” model.