Least costly identification experiment for control

A controller for a real-life system G0 is usually designed on the basis of a model Ĝ of G0 identified using data collected from the true system. When designing the identification experiment, the control engineer often has to make a trade-off between her/his desire of obtaining an accurate model and the economical constraint of keeping the experimental costs low. Obtaining an accurate model requires a long identification experiment and a powerful input signal, while keeping the experimental costs low corresponds to a short experiment time and the excitation of G0 with a low power signal.