Some results on optimal experiment design

The problem of designing the identification experiments to make them maxima lly informative with respect to the intended model use is studied. The focu s is on how to identify models that are good for control, so called "Identi fication for Control". A main result is that we derive explicit expressions for the optimal controller and the optimal reference signal spectrum to us e in the identification experiment for the case that only the misfit in the dynamics model is penalized and when a linear combination of the input and output variances is constrained. (C) 2000 Elsevier Science Ltd. All rights reserved.