Optimal Input Signals for Parameter Estimation: In Linear Systems with Spatio-Temporal Dynamics

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Ewaryst Rafajłowicz

Optimal Input Signals for Parameter Estimation

In Linear Systems with Spatio-Temporal Dynamics

Ewaryst Rafajłowicz

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English

De Gruyter
21 March 2022

Stochastics

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.

By: Ewaryst Rafajłowicz
Imprint: De Gruyter
Country of Publication: Germany
Dimensions: Height: 240mm, Width: 170mm,
Weight: 476g
ISBN: 9783110350890
ISBN 10: 3110350890
Pages: 202
Publication Date: 21 March 2022
Audience: Professional and scholarly , Undergraduate , Undergraduate
Format: Hardback
Publisher's Status: Active

Ewaryst Rafajlowicz, Wroclaw University of Science and Technology, Poland.