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Optimal sensor allocation for parameter estimation in distributed systems

  • D. Uciński EMAIL logo and J. Korbicz EMAIL logo
Published/Copyright: September 7, 2013

Abstract

- Some fundamental results of the modern theory of optimum experimental design are extended here to address the problem of determining the optimal measurement scheduling, encountered while estimating unknown parameters in mathematical models described by partial differential equations from observations of the underlying physical phenomenon being modelled. Special emphasis is put on measurements realized by optimal motion of spatially-movable sensors for which we generalize the approach advanced by Rafajłowicz in his seminal paper [16] to the case of minimizing a general performance index defined on the Fisher information matrix related to the parameters to be identified. Since only the measurability of the resulting trajectories can be guaranteed, we also show how to ease this inconvenience by introducing a suitable parametrization of the set of admissible solutions. In the latter case, we also detail how to adapt standard sequential numerical algorithms of optimum experimental design so that they could be employed for computation of trajectories in particular situations.

Published Online: 2013-09-07
Published in Print: 2001-06

© 2013 by Walter de Gruyter GmbH & Co.

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