Sensitivity of parameter estimates to observations, system identification, and optimal inputs

摘要

The sensitivity of parameter estimates to observation noise or disturbances affects the accuracy of the parameter estimates in system identification. The (parameter estimate)/observation sensitivity is derived for a scalar nonlinear differential system. In the design of optimal inputs, the sensitivity of the state variable to the unknown parameter is maximized. It is shown that the (parameter estimate)/observation sensitivity tends to be lowered for optimal inputs. A numerical example is given.