
doi: 10.1007/bf00939980
The problem of choosing optimum inputs for identifying the state of a linear system with nonlinear observations is discussed. An optimum input is defined and characterized. A suboptimum input is introduced to facilitate the analysis and computation. Finally, a numerical example is given to illustrate the technique.
Identification in stochastic control theory, Computational methods in stochastic control, Linear systems in control theory, information matrices, state identification, extended Kalman filters, Information theory (general), optimum input sequences, Filtering in stochastic control theory, Inference from stochastic processes and prediction
Identification in stochastic control theory, Computational methods in stochastic control, Linear systems in control theory, information matrices, state identification, extended Kalman filters, Information theory (general), optimum input sequences, Filtering in stochastic control theory, Inference from stochastic processes and prediction
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