Optimal Input for Autoregressive Model Discrimination Based on the Kullback's Discrimination Information
نویسندگان
چکیده
منابع مشابه
Optimal Input Design for Model Discrimination Based on Kullback Divergence
The optimal input design problem has been discussed for efficient order determination of autoregressive models under the input power constraint. By solving a mathematical programming problem, auto-caovariance sequence of an optimal input is derived , which maximizes the time-average of the Kullback divergence to make difference of the models bigger without making much effect on the original sys...
متن کاملSimulation-based Bayesian optimal ALT designs for model discrimination
Accelerated life test (ALT) planning in Bayesian framework is studied in this paper with a focus of differentiating competing acceleration models, when there is uncertainty as to whether the relationship between log mean life and the stress variable is linear or exhibits some curvature. The proposed criterion is based on the Hellinger distance measure between predictive distributions. The optim...
متن کاملOptimal experimental design for model discrimination.
Models of a psychological process can be difficult to discriminate experimentally because it is not easy to determine the values of the critical design variables (e.g., presentation schedule, stimulus structure) that will be most informative in differentiating them. Recent developments in sampling-based search methods in statistics make it possible to determine these values and thereby identify...
متن کاملDiscrimination of time series based on kernel method
Classical methods in discrimination such as linear and quadratic do not have good efficiency in the case of nongaussian or nonlinear time series data. In nonparametric kernel discrimination in which the kernel estimators of likelihood functions are used instead of their real values has been shown to have good performance. The misclassification rate of kernel discrimination is usually less than ...
متن کاملOptimal Input Design for Affine Model Discrimination with Applications in Intention-Aware Vehicles
This paper considers the optimal design of input signals for the purpose of discriminating among a finite number of affine models with both controlled and uncontrolled inputs. Each affine model represents a different system operating mode, corresponding to unobserved intents of other drivers or robots, or to fault types or attack strategies, etc. The input design problem aims to find optimal se...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the Society of Instrument and Control Engineers
سال: 1988
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.24.1137