Optimal feedback input design for dynamic nonlinear systems

An optimal feedback input design method for active parameter identification of dynamic nonlinear systems is presented. The problem is formulated in a receding horizon framework where extended Kalman filter is used for system identification and the optimal input is designed in a nonlinear model predictive control framework. Towards this end, a suitable optimality criterion related to the unknown parameters is proposed and motivated as an information measure. The aim of the optimal input design is to yield maximal information from the unknown system by minimising the cost related to the unknown parameters while maintaining some process performance and satisfying the possible constraints. Simulations are performed to show the effectiveness of the proposed algorithm.