Robust and adaptive excitation signal generation for input and output constrained systems

Generating signals with a prespecified autocorrelation, available from some input design, while satisfying constraints on input and output signals of the systems which the signal is to be applied on is an important problem in system identification. This paper extends a recently proposed method for such signal generation. The method is modified to be robust to uncertainties in the system model. An adaptive formulation is also given which allows for improving the input design online. The adaptive method is compared to the true optimal input design on a simulation example. The robustness properties of the method are illustrated on an experimental setup.