Optimal experiment design for regression polynomial models identification

In this paper the problem of optimal experimental design for parameter identification of static non-linear blocks is addressed. Non-linearities are assumed to be polynomial and represented according to the Vandermonde base. The optimality problem is formulated in a set membership context and the cost functions to be minimized are the worst case parameter uncertainties. Closed form optimal input sequences are derived when the input u is allowed to vary on a given interval [ua,ub]. Since optimal input sequences are, in general, not invariant to base changes, results and criteria for representing polymomials with different bases, still preserving the optimal set of input levels derived from the Vandermonde parameterization, are introduced as well. Finally numerical results are reported showing the effectiveness of using optimal input sequences especially when identifying some block described dynamic models that include in their structure static non-linearities (such as Hammerstein and LPV models). In such cases the improvement achieved in the confidence of the estimates can add up to a factor of several hundreds with respect to the case of random generated inputs.