Numerical aspects regarding the a-priori fisher information of nonlinear models for hydraulic servo-systems

verfasst von
Franz Dietrich, Annika Raatz, Jürgen Hesselbach
Abstract

This article adresses aspects of the a-priori computation of the Fisher information matrix. The aim of the type of Fisher matrix discussed is the experiment design for parameter estimation of nonlinear state space models. A definition for the sampling of experiments is stated, which is convenient for software implementation. Both, measurement samples that belong to a coherent sequence and samples from independent experiments, may be stored together in one single data structure. Since the covariance matrix of the prediction error is required in the Fisher matrix, a method for its a-priori prediction is proposed. A servo-hydraulic positioning system serves as a validation example. The comparison of the a-priori and a-posteriori Fisher matrices of this example show that the method proposed is suitable to provide an approximation of an optimality criterion for experiment design.

Externe Organisation(en)
Technische Universität Braunschweig
Typ
Aufsatz in Konferenzband
Seiten
6181-6186
Anzahl der Seiten
6
Publikationsdatum
12.2010
Publikationsstatus
Veröffentlicht
Peer-reviewed
Ja
ASJC Scopus Sachgebiete
Artificial intelligence, Mensch-Maschine-Interaktion, Steuerungs- und Systemtechnik
Elektronische Version(en)
https://doi.org/10.1109/IROS.2010.5650398 (Zugang: Unbekannt)