Optimal finite-dimensional spectral densities for the identification of continuous-time MIMO systems

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This paper presents a method for designing inputs to identify linear continuous-time multiple-input multiple-output (MIMO) systems.The goal here is to design a T-optimal band-limited spectrum satisfying certain input/output power constraints.The input power spectral density matrix is parametrized as the product φu(jω) =1/2H(jω)HH(jω),where H(jω) is a matrix polynomial.This parametrization transforms the T-optimal cost function and the constraints into a quadratically constrained quadratic program (QCQP).The QCQP ts out to be a non-convex semidefinite program with a rank one constraint.A convex relaxation of the problem is first solved.A rank one solution is constructed from the solution to the relaxed problem.This relaxation admits no gap between its solution and the original non-convex QCQP problem.The constructed rank one solution leads to a spectrum that is optimal.The proposed input design methodology is experimentally validated on a cantilever beam bonded with piezoelectric plates for sensing and actuation.Subspace identification algorithm is used to estimate the system from the input-output data.
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