Input design for system identification via convex relaxation

@article{Manchester2010InputDF,
  title={Input design for system identification via convex relaxation},
  author={Ian R. Manchester},
  journal={49th IEEE Conference on Decision and Control (CDC)},
  year={2010},
  pages={2041-2046}
}
We consider the problem of designing an excitation input for a system idenfication experiment. The optimization problem considered is to maximize a reduced Fisher information matrix in any of the classical D-, E-, or A-optimal senses. In contrast to the majority of published work on this topic, we consider the problem in the time domain and subject to constraints on the amplitude of the input signal. This optimization problem is nonconvex. The main result of the paper is a convex relaxation… CONTINUE READING
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