In Prediction Error identification, to obtain a consistent estimate of the true system, it is crucial that the input excitation yields informative data with respect to the chosen model structure. We consider in this paper the data informativity property for the identification of a Multiple-Input Multiple-Output system in open loop and we derive conditions to check whether a given input vector will yield informative data with respect to the chosen model structure. We do that for the classical model structures used in prediction-error identification and for the classical types of input vectors, i.e., input vectors whose elements are either multisines or filtered white noises.
In the Prediction Error Identification framework, it is essential that the experiment yields informative data with respect to the chosen model structure to get a consistent estimate. In this work, we focus on the data informativity property for the identification of Multi-Inputs Multi-Outputs system in closed-loop and we derive conditions to verify if a given external excitation combined with the feedback introduced by the controller yields informative data with respect to the model structure. This study covers the case of the classical model structures used in prediction-error identification and the classical types of external excitation vectors, i.e., vectors whose elements are either multisine or filtered white noises.
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