An algorithm for amplitude-constrained input design for system identification

@article{Manchester2009AnAF,
  title={An algorithm for amplitude-constrained input design for system identification},
  author={Ian R. Manchester},
  journal={Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference},
  year={2009},
  pages={1551-1556}
}
We propose an algorithm for design of optimal inputs for system identification when amplitude constraints on the input and output are imposed. In contrast to input design with signal power constraints, this problem is non-convex and non-smooth. We propose an iterative solution: in the first step, a convex optimization problem is solved for input design under power constraints. In subsequent steps, the constraints considered are the p-norms of the input and output signals, p increases for each… CONTINUE READING