Experiment Design for Set-membership Identification: From Prior Knowledge to Universal Inputs

We consider the problem of designing input signals for an unknown linear time-invariant system in such a way that the resulting data, within a finite horizon, is suitable for identification with a desired accuracy.

We consider both noise-free and noisy settings with $\ell_\infty$--bounded noise models.

We will take into account general prior knowledge of the system parameters.

Central in our study is the concept of universal inputs.

An input is called universal for identification if, when applied to any system complying with the prior knowledge, it yields data suitable for accurate identification.

We provide new methods for designing such universal inputs.

Our results generalize the experiment design approach based on Willems et al.'s fundamental lemma that relies on persistently exciting inputs, and that is limited to prior knowledge on controllability.

It turns out that for other types of prior knowledge, there exist universal inputs that outperform the persistently exciting ones, e.g., in terms of sample efficiency.

Moreover, we investigate types of prior knowledge that enable experiment design for exact identification in the presence of noise.