Optimal Input Design for Identification of Non-linear Systems: Learning From the Linear Case

@article{Hjalmarsson2007OptimalID,
  title={Optimal Input Design for Identification of Non-linear Systems: Learning From the Linear Case},
  author={H{\aa}kan Hjalmarsson and Jonas M{\aa}rtensson},
  journal={2007 American Control Conference},
  year={2007},
  pages={1572-1576}
}
For linear time-invariant systems, the input influences the accuracy of identified parameters only through its second order properties and its cross-correlation with the noise. A wide range of input design problems for such systems can be recast as semi-definite problems in the auto-correlation coefficients of the input or similar design variables. This allows for efficient numerical solutions of such problems. When the system is non-linear the situation is radically different. Non- linearities… CONTINUE READING
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