On optimal input design for networked systems

The topic of this paper is optimal input signal design for identification of interconnected/networked dynamic systems. We consider the case when it is only possible to design some of the input signals, while the rest of the inputs are only measurable. This is most common in industrial applications, where external excitation can only be applied to some subsystems. One example is feed-forward control from measurable disturbances. The optimal input signal will be correlated with the measured signals. The main purpose of this paper is to reveal how to re-formulate the input design problem for networked systems as an input design problem for feedback control systems. We can then use the powerful partial correlation approach for optimal closed loop input design. This means that the corresponding networked optimal input design problem can be formulated as a semi-definite program, for which there are efficient numerical methods. We evaluate this approach using two numerical examples with important applications. The result reveals some non-trivial interesting properties of the optimal input signals.