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Author: Ewaryst Rafajłowicz
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110351048
Category : History
Languages : en
Pages : 202
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Book Description
The aim of this book is to provide methods and algorithms for the optimization of input signals so as to estimate parameters in systems described by PDE’s as accurate as possible under given constraints. The optimality conditions have their background in the optimal experiment design theory for regression functions and in simple but useful results on the dependence of eigenvalues of partial differential operators on their parameters. Examples are provided that reveal sometimes intriguing geometry of spatiotemporal input signals and responses to them. An introduction to optimal experimental design for parameter estimation of regression functions is provided. The emphasis is on functions having a tensor product (Kronecker) structure that is compatible with eigenfunctions of many partial differential operators. New optimality conditions in the time domain and computational algorithms are derived for D-optimal input signals when parameters of ordinary differential equations are estimated. They are used as building blocks for constructing D-optimal spatio-temporal inputs for systems described by linear partial differential equations of the parabolic and hyperbolic types with constant parameters. Optimality conditions for spatially distributed signals are also obtained for equations of elliptic type in those cases where their eigenfunctions do not depend on unknown constant parameters. These conditions and the resulting algorithms are interesting in their own right and, moreover, they are second building blocks for optimality of spatio-temporal signals. A discussion of the generalizability and possible applications of the results obtained is presented.
Author: Ewaryst Rafajłowicz
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110351048
Category : History
Languages : en
Pages : 202
Get Book Here
Book Description
The aim of this book is to provide methods and algorithms for the optimization of input signals so as to estimate parameters in systems described by PDE’s as accurate as possible under given constraints. The optimality conditions have their background in the optimal experiment design theory for regression functions and in simple but useful results on the dependence of eigenvalues of partial differential operators on their parameters. Examples are provided that reveal sometimes intriguing geometry of spatiotemporal input signals and responses to them. An introduction to optimal experimental design for parameter estimation of regression functions is provided. The emphasis is on functions having a tensor product (Kronecker) structure that is compatible with eigenfunctions of many partial differential operators. New optimality conditions in the time domain and computational algorithms are derived for D-optimal input signals when parameters of ordinary differential equations are estimated. They are used as building blocks for constructing D-optimal spatio-temporal inputs for systems described by linear partial differential equations of the parabolic and hyperbolic types with constant parameters. Optimality conditions for spatially distributed signals are also obtained for equations of elliptic type in those cases where their eigenfunctions do not depend on unknown constant parameters. These conditions and the resulting algorithms are interesting in their own right and, moreover, they are second building blocks for optimality of spatio-temporal signals. A discussion of the generalizability and possible applications of the results obtained is presented.
Author: Robert Kalaba
Publisher: Springer Science & Business Media
ISBN: 1468476629
Category : Mathematics
Languages : en
Pages : 429
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Book Description
This book is a self-contained text devoted to the numerical determination of optimal inputs for system identification. It presents the current state of optimal inputs with extensive background material on optimization and system identification. The field of optimal inputs has been an area of considerable research recently with important advances by R. Mehra, G. c. Goodwin, M. Aoki, and N. E. Nahi, to name just a few eminent in vestigators. The authors' interest in optimal inputs first developed when F. E. Yates, an eminent physiologist, expressed the need for optimal or preferred inputs to estimate physiological parameters. The text assumes no previous knowledge of optimal control theory, numerical methods for solving two-point boundary-value problems, or system identification. As such it should be of interest to students as well as researchers in control engineering, computer science, biomedical en gineering, operations research, and economics. In addition the sections on beam theory should be of special interest to mechanical and civil en gineers and the sections on eigenvalues should be of interest to numerical analysts. The authors have tried to present a balanced viewpoint; however, primary emphasis is on those methods in which they have had first-hand experience. Their work has been influenced by many authors. Special acknowledgment should go to those listed above as well as R. Bellman, A. Miele, G. A. Bekey, and A. P. Sage. The book can be used for a two-semester course in control theory, system identification, and optimal inputs.
Author: Ewaryst Rafajlowicz
Publisher: de Gruyter
ISBN: 9783110350890
Category : History
Languages : en
Pages : 170
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Book Description
The aim of this book is to prove an overview of classic results on optimal experiment design for estimating parameters of a regression function, and to indicate how to use them for sensors' allocation problems for estimating parameters in systems described by PDE's.
Author:
Publisher:
ISBN:
Category : Astronautics
Languages : en
Pages : 636
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Book Description
Author: Pieter Eykhoff
Publisher: Elsevier
ISBN: 1483148661
Category : Mathematics
Languages : en
Pages : 419
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Book Description
Trends and Progress in System Identification is a three-part book that focuses on model considerations, identification methods, and experimental conditions involved in system identification. Organized into 10 chapters, this book begins with a discussion of model method in system identification, citing four examples differing on the nature of the models involved, the nature of the fields, and their goals. Subsequent chapters describe the most important aspects of model theory; the ""classical"" methods and time series estimation; application of least squares and related techniques for the estimation of dynamic system parameters; the maximum likelihood and error prediction methods; and the modern development of statistical methods. Non-parametric approaches, identification of nonlinear systems by piecewise approximation, and the minimax identification are then explained. Other chapters explore the Bayesian approach to system identification; choice of input signals; and choice and effect of different feedback configurations in system identification. This book will be useful for control engineers, system scientists, biologists, and members of other disciplines dealing withdynamical relations.
Author: Goodwin
Publisher: Academic Press
ISBN: 0080956459
Category : Computers
Languages : en
Pages : 303
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Book Description
Dynamic System Identification: Experiment Design and Data Analysis
Author: Cristina Verde
Publisher: Springer
ISBN: 3319559443
Category : Technology & Engineering
Languages : en
Pages : 267
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Book Description
This book focuses on the analysis and design of advanced techniques for on-line automatic computational monitoring of pipelines and pipe networks. It discusses how to improve the systems’ security considering mathematical models of the flow, historical flow rate and pressure data, with the main goal of reducing the number of sensors installed along a pipeline. The techniques presented in the book have been implemented in digital systems to enhance the abilities of the pipeline network’s operators in recognizing anomalies. A real leak scenario in a Mexican water pipeline is used to illustrate the benefits of these techniques in locating the position of a leak. Intended for an interdisciplinary audience, the book addresses researchers and professionals in the areas of mechanical, civil and control engineering. It covers topics on fluid mechanics, instrumentation, automatic control, signal processing, computing, construction and diagnostic technologies.
Author:
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 784
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Book Description
Author: Hans Georg Bock
Publisher: Springer Science & Business Media
ISBN: 3642303676
Category : Mathematics
Languages : en
Pages : 342
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Book Description
This judicious selection of articles combines mathematical and numerical methods to apply parameter estimation and optimum experimental design in a range of contexts. These include fields as diverse as biology, medicine, chemistry, environmental physics, image processing and computer vision. The material chosen was presented at a multidisciplinary workshop on parameter estimation held in 2009 in Heidelberg. The contributions show how indispensable efficient methods of applied mathematics and computer-based modeling can be to enhancing the quality of interdisciplinary research. The use of scientific computing to model, simulate, and optimize complex processes has become a standard methodology in many scientific fields, as well as in industry. Demonstrating that the use of state-of-the-art optimization techniques in a number of research areas has much potential for improvement, this book provides advanced numerical methods and the very latest results for the applications under consideration.
Author: Matthew R. Foreman
Publisher: Springer Science & Business Media
ISBN: 3642285287
Category : Science
Languages : en
Pages : 240
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Book Description
Central to this thesis is the characterisation and exploitation of electromagnetic properties of light in imaging and measurement systems. To this end an information theoretic approach is used to formulate a hitherto lacking, quantitative definition of polarisation resolution, and to establish fundamental precision limits in electromagnetic systems. Furthermore rigorous modelling tools are developed for propagation of arbitrary electromagnetic fields, including for example stochastic fields exhibiting properties such as partial polarisation, through high numerical aperture optics. Finally these ideas are applied to the development, characterisation and optimisation of a number of topical optical systems: polarisation imaging; multiplexed optical data storage; and single molecule measurements. The work has implications for all optical imaging systems where polarisation of light is of concern.
