Adaptive experiment design for LTI systems

TL;DR

This paper introduces an adaptive input design method tailored for single-input single-output linear-time-invariant systems to improve parameter estimation when system parameters are initially unknown.

Contribution

It presents a novel adaptive experiment design approach specifically for LTI systems, addressing the challenge of unknown parameters in optimal input design.

Findings

Effective adaptive input design for LTI systems

Improved parameter estimation accuracy

Addresses gap in existing adaptive experiment design literature

Abstract

Optimal experiment design for parameter estimation is a research topic that has been in the interest of various studies. A key problem in optimal input design is that the optimal input depends on some unknown system parameters that are to be identified. Adaptive design is one of the fundamental routes to handle this problem. Although there exist a rich collection of results on adaptive experiment design, there are few results that address these issues for dynamic systems. This paper proposes an adaptive input design method for general single-input single-output linear-time-invariant systems.