Optimal weighting design for distributed parameter systems estimation

This paper presents a method which aims at improving parameter estimation i n dynamical systems. The general principle of the method is based on a modi fication of the least-squares objective function by means of a weighting op erator, in view to improve the conditioning of the identification problem. First we recall a previous work using variational calculus in order to obta in the weighting operators through a linear equation. Then we propose a new approach which consists of determining the weights by formulating an optim ization problem including positive semidefinite constraints (linear matrix inequalities, LMI). Copyright (C) 2001 John Wiley & Sons, Ltd.