Optimal Input Design for Identification of Continuous-time Systems
Abstract
In this paper, we present an optimal input design method for the identification of single input single output continuous-time transfer functions. In the proposed algorithm, we show that this optimal input design problem can be rewritten as that for discrete-time systems proposed by Antoulas et al., if the input is approximated by the finite Fourier series expansion. The derivative signals of input/output are required to design the optimal input, and filters are used to obtain the derivative signals. We alsonumerically consider the effect of the filters to the optimality. Through numerical examples, its effectiveness is verified.
