Free Final Time Input Design Problem for Robust Entropy-Like System Parameter Estimation

Abstract

In this paper, a novel method is proposed to design a free final time input signal, which is then used in the robust system identification process. The solution of the constrained optimal input design problem is based on the minimization of an extra state variable representing the free final time scaling factor, formulated in the Bolza functional form, subject to the D-efficiency constraint as well as the input energy constraint. The objective function used for the model of the system identification provides robustness regarding the outlying data and was constructed using the so-called Entropy-like estimator. The perturbation time interval has a significant impact on the cost of the real-life system identification experiment. The contribution of this work is to examine the economic aspects between the imposed constraints on the input signal design, and the experiment duration while undertaking an identification experiment in the real operating conditions. The methodology is applicable to the general class of systems and was supported by numerical examples. Illustrative examples of the Least Squares, and the Entropy-Like estimators for the system parameter data validation where measurements include additive white noise are compared using ellipsoidal confidence regions.