Optimal finite-dimensional spectral densities for the identification of continuous-time MIMO systems

This paper presents a method for designing inputs to identify linear continuous-time multiple-input multiple-output (MIMO) systems. The goal here is to design a T -optimal band-limited spectrum satisfying certain input/output power constraints. The input power spectral density matrix is parametrized as the product ϕ_u(jω)=1/2H(jω)H^H(jω) , where H (jω) is a matrix polynomial. This parametrization transforms the T -optimal cost function and the constraints into a quadratically constrained quadratic program (QCQP). The QCQP turns out to be a non-convex semidefinite program with a rank one constraint. A convex relaxation of the problem is first solved. A rank one solution is constructed from the solution to the relaxed problem. This relaxation admits no gap between its solution and the original non-convex QCQP problem. The constructed rank one solution leads to a spectrum that is optimal. The proposed input design methodology is experimentally validated on a cantilever beam bonded with piezoelectric plates for sensing and actuation. Subspace identification algorithm is used to estimate the system from the input-output data.