A Tutorial on Applications-Oriented Optimal Experiment Design

Abstract Presented in this chapter is a tutorial on the design of input signals for system identification. The chapter concerns the details of basic optimal experiment design, computational issues, implementation and conditions that lead to an optimal input signal. It is also addressed how the two fundamental issues associated with system identification, model structure identification and model validation relate to experiment design. Throughout the chapter, a simple FIR example is employed to illuminate the concepts presented.