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"
English | ISBN: 3110350890 | 2022 | 202 pages | EPUB | 16 MB
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.
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