Payman Sadegh, Technical University of Denmark:
   Experiment Design for Dynamic System Identification

This presentation involves the problem of experiment design,
and particularly the design of experiments for dynamic
system identification. I present solutions for design of
experiments for detection of parameter changes in a dynamic
system. Duality results between design for detection and
design for accurate parameter estimation are discussed and
efficient optimization algorithms are presented. I conclude
the talk with the design problems where no (direct) gradient
of the function to be optimized is available, and discuss a
direct optimization procedure for such problems.