Paper Info
Title
Numerical aspects regarding the a-priori Fisher information of nonlinear models for hydraulic servo-systems
Abstract
This article aderesses 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.
Year
DOI
Venue
2010
10.1109/IROS.2010.5650398
Intelligent Robots and Systems
Keywords
Field
DocType
approximation theory,covariance matrices,hydraulic systems,nonlinear control systems,optimisation,parameter estimation,servomechanisms,state-space methods,Fisher information matrix,approximation,coherent sample,coherent sequence,covariance matrix,hydraulic servosystem,nonlinear state space model,parameter estimation,positioning system,prediction error
Mathematical optimization,Optimality criterion,Scoring algorithm,Computer science,Matrix (mathematics),Algorithm,Control engineering,Fisher information,Covariance matrix,Estimation theory,State space,Design of experiments
Conference
ISSN
ISBN
Citations 
2153-0858
978-1-4244-6674-0
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Franz Dietrich192.02
Annika Raatz21612.56
Jürgen Hesselbach3239.27