Aspects of Input Signal Design for Order and Parameter Estimation in Linear Dynamical Systems

Abstract

In this paper the problem of input signal design for parameter and order estimation in linear dynamical systems is considered. The input signal is assumed to be amplitude constrained. The accuracy criterion of the parameter estimates is given by the determinant ratio of the approximated covariance matrix. A model order test is proposed using the instrumental variable approach. The influence of input signal design on the discrimination power of the order test is discussed.