OPTIMAL CONTROL FOR ACTIVE IDENTIFICATION OF UNKNOWN SYSTEMS

In this paper we consider the Problem of actively identifying the measurement equation of a linear time invariant dynamic system by means of a suitable control law. A sufficient and necessary condition will be given on the identifiability of the system. Under such a condition, the problem can be formulated as an optimal control one, in which the minimization of a suitable “uncertainty measure” is performed. To this end, the use of the Shannon Entropy is proposed and motivated.