Design of optimal excitation signals

This paper studies the problem of designing optimal excitations to measure linear systems. The measurement accuracy is to be maximum for a specified peak value of the excitation signal. The study is limited to SISO systems, but the results can be generalized to MIMO signals without fundamental problems. Optimization can be performed either in the time domain or in the frequency domain. A first approach maximizes the power of the excitation signal by reducing the crest factor of a signal with a specified power spectrum. The frequency-domain approach optimizes the power spectrum of the excitation signal resulting in a maximal information matrix for a specified input power. The general solution consists of the combined problem of designing a signal resulting in a maximum information matrix for a specified peak value of the excitation. The authors study both problems separately and then propose a suboptimal solution for the general problem.<>