Input design for linear dynamic systems using maxmin criteria

Payman Sadegh, Lars H. Hansen, Henrik Madsen, Jan Holst

    Research output: Contribution to journalJournal articleResearchpeer-review


    This paper considers the problem of input design for maximizing the smallest eigenvalue of the information matrix for linear dynamic systems. The optimization of the smallest eigenvalue is of interest in parameter estimation and parameter change detection problems. We describe a simple cutting plane algorithm to determine the optimal frequency power weights of the input, using successive solutions to linear programs. We present a case study related to estimation of thermal parameters of a building.
    Original languageEnglish
    JournalJournal of Information & Optimization Sciences
    Issue number2
    Pages (from-to)223-240
    Publication statusPublished - 1998

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