Minimum Variance Input Signal Design for Closed-Loop Identification

A minimum variance input signal design method is proposed for closed-loop identification. Minimum variance control performance criterion is used as the criterion of optimal input signal, and robust stability of closed-loop identification and power constraints of input signal, control signal and output signal are fully considered. Based on these, optimal input signal design problem is formulized and solved power spectrum of input signal. Finally, Simulation result shows that identified model quality and control performance are both improved by using the input signal solved via the proposed method in the paper.