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It is well known that if we intend to use a minimum variance controller to stabilize a minimum phase plant (with exactly one time delay), which is designed based on a model obtained from an identification experiment, the best experiment which can be performed on the system to determine such a model (subject to output power constraints, or for some specific model structures) is to use the true minimum...
We consider the problem of minimum-variance excitation design for frequency response estimation based on finite impulse response (FIR) and output error (OE) models. The objective is to minimize the power of the input signal to be used in the system identification experiment subject to a model accuracy constraint. For FIR and OE models this leads to a finite dimensional semi-definite programming optimization...
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