Experiment Design for Structured Nonlinear System Identification

When identifying nonlinear functions in interconnected systems, it is often desired that the exciting signal be sufficiently dense both spatially and temporally. However, density requirements are only realizable in infinite-length experiments. In this paper, we consider metrics for determining the quality of finite-length signals for the purpose of identification. Although the resulting experiment design problem is non-convex, we provide some insight that warrants further exploration of possible relaxations for the problem.