Robust Plant Friendly Optimal Input Design

Optimal experiment design for system identification involves determining an optimal input that is used to perturb the system so that the resulting input-output data is maximally informative. Plant friendly identification requires that constraints on input move sizes, output sizes or variance and experiment time be respected. The solution to the optimum input design problem depends on the unknown parameters to be estimated which is often approximated by an initial estimate. Use of the estimate is likely to result in loss in performance or violation of the constraints. An alternative is to formulate a robust optimization problem with uncertain parameters. The contribution of this work is to use the uncertainty sets originating from a prior identification exercise to solve a robust plant friendly input design problem. The methodology is derived for a general class of systems illustrated using numerical simulations. Simulations validate the expectation that the constraints are probabilistically more likely to be satisfied using the robust design than a nominal design based on uncertain parameters.