Closed-Form Input Design for Identification under Output Feedback with Perturbation Constraints

In many applications, system identification experiments must be performed under output feedback to ensure safety or to maintain system operation. In this paper, we consider the online design of informative experiments for ARMAX models by applying a bounded perturbation to the input signal generated by a fixed output feedback controller. Specifically, the design constrains the resulting output perturbation within user-specified limits and can be efficiently computed in closed form. We demonstrate the effectiveness of the method in two numerical experiments.