Auxiliary signal design for robust multimodel identification

Under the assumption that one of two given linear models is the real underlying model of the system, a proper auxiliary signal is defined as an input signal that allows the selection of the correct model. Under the assumption that model noises have bounded energy, the separability index is defined as the inverse of the energy of the proper auxiliary signal of least energy. A method for the computation of this index and the construction of the auxiliary signal is presented. Finally, an efficient procedure for online identification, called the "hyperplane test", is developed.