Optimal input signal design for data-centric estimation methods

Data-centric estimation methods such as Model-on-Demand and Direct Weight Optimization form attractive techniques for estimating unknown functions from noisy data. These methods rely on generating a local function approximation from a database of regressors at the current operating point with the process repeated at each new operating point. This paper examines the design of optimal input signals formulated to produce informative data to be used by local modeling procedures. The proposed method specifically addresses the distribution of the regressor vectors. The design is examined for a linear time-invariant system under amplitude constraints on the input. The resulting optimization problem is solved using semidefinite relaxation methods. Numerical examples show the benefits in comparison to a classical PRBS input design.