Mean-Squared Error Experiment Design for Linear Regression Models

Citation:
Eckhard, D, Hjalmarsson H, Rojas C, Gevers M.  2012.  Mean-Squared Error Experiment Design for Linear Regression Models. 16th {IFAC} Symposium on System Identification. :1629–1634., Brussels: IFAC

Abstract:

This work solves an experiment design problem for a linear regression problem using a reduced order model. The quality of the model is assessed using a mean square error measure that depends linearly on the parameters. The designed input signal ensures a predefined quality of the model while minimizing the input energy.

Notes:

n/a