Active Parametric Identification of Gaussian Linear Discrete System Based on Experiment Design

The application of methods of theory of experiment design for the identi cation of dynamic systems allows the researcher to gain more qualitative mathematical model compared with the traditional methods of passive identi cation. In this paper, the authors summarize results and o er the algorithms of active identi cation of the Gaussian linear discrete systems based on the design inputs and initial states. We consider Gaussian linear discrete systems described by state space models, under the assumption that unknown parameters are included in the matrices of the state, control, disturbance, measurement, covariance matrices of system noise and measurement. The original software for active identi cation of Gaussian linear discrete systems based on the design inputs and initial states are developed. Parameter estimation is carried out using the maximum likelihood method involving the direct and dual procedures for synthesizing Aand Doptimal experiment design. The example of the model structure for the control system of submarine shows the e ectiveness and appropriateness of procedures for active parametric identi cation.