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We consider optimal input design for system identification of nonlinear FIR-type systems in the prediction error (PEM) framework. The input sequences are designed in terms of their statistical properties and not directly in time domain. The starting point is the asymptotic properties of PEM estimates. The fact that the inverse covariance matrix of the estimated parameters is linear in the input probability...
The links between identification and control are examined. The main trends in this research area are summarized, with particular focus on the design of low complexity controllers from a statistical perspective. It is argued that a guiding principle should be to model as well as possible before any model or controller simplifications are made as this ensures the best statistical accuracy. This does...
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