Design of experiments for nonlinear system identification: A set membership approach

Design of Experiments (DoE) is an important step in system identification. Regardless of the chosen model structure and identification method, the DoE quality determines an upper bound on the accuracy of the identified models. One of the greatest challenges in this context is to design an experiment which gives the maximum information about the dynamics of the system of interest. In this paper, a novel DoE algorithm for input-constrained MISO nonlinear systems, based on set membership identification, is proposed. The DoE algorithm is aimed to minimize the so-called radius of information, a quantity giving the worst-case model error. Two numerical examples are presented, showing the effectiveness of the approach and its potential in view of real-world applications.