On the numerical determination of optimal inputs |
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Authors: | R E Kalaba K Spingarn |
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Institution: | (1) University of Southern California, Los Angeles, California;(2) Space and Communications Group, Hughes Aircraft Company, Los Angeles, California |
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Abstract: | The design of optimal inputs for linear and nonlinear system identification involves the maximization of a quadratic performance index subject to an input energy constraint. In the classical approach, a Lagrange multiplier is introduced whose value is an unknown constant. In recent papers, the Lagrange multiplier has been determined by plotting a curve of the Lagrange multiplier as a function of the critical interval length or a curve of input energy versus the interval length. A new approach is presented in this paper in which the Lagrange multiplier is introduced as a state variable and evaluated simultaneously with the optimal input. Numerical results are given for both a linear and a nonlinear dynamic system. |
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Keywords: | Optimal inputs system identification Lagrange multipliers nonlinear dynamic systems Newton-Raphson method |
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