Optimal input signal design in control systems identification

Wiktor Jakowluk

The topics covered in this book are primarily focused on optimal input design for system identification considering both the sensitivity and the prediction-error criteria. The problems of linear and non-linear dynamic systems identification of integer and fractional orders are considered. The book presents a variety of problems related to the design of optimal input signals including trajectory and end-point constraints, variable initial conditions, free final time tasks, and problems with cost functions endpoint. For the first time, an optimal input design formulation and a numerical scheme for fractional order system identification are presented. The application-oriented input design framework for open and closed-loop system identification is also widely presented. This framework allows for linear and finite-dimensional parametrization of the input signal spectrum design under frequency-by-frequency constraints. The author hopes that this book will be of interest to engineers and researchers in the field of automatic control and system identification.