Stochastic A-optimal input design for identifying the impulse response functions of SISO systems and the asymptotic properties. (Chinese. English summary) Zbl 0728.62073
Summary: This paper studies stochastic A-optimal input designs for identifying impulse response functions of linear time-discrete SISO systems and the identification statistical properties in face of coloured noise.
MSC:
| 62K05 | Optimal statistical designs |
| 93E99 | Stochastic systems and control |
| 93E12 | Identification in stochastic control theory |
