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This paper discusses the problem of optimal design of experimental conditions for linear system identification. It is demonstrated that, in general, to achieve maximal return from an experiment, coupled design of all the experimental conditions, namely the test signal, sampling intervals and filters, should be carried out simultaneously. For the case of uniform sampling it is shown that joint design of the presampling filter, sampling rate and input can be carded out in the frequency domain. For the case of nonuniform sampling a sequential design procedure is developed which optimizes the information increment between samples.