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This paper addresses the design of input signals for the purpose ofdiscriminating among a finite set of models dynamic systems within a givenfinite time interval. A motivating application is fault detection andisolation. We propose several specific optimization problems, with objectivesor constraints based on signal power, signal amplitude, and probability ofsuccessful model discrimination. Since these optimization problems arenonconvex, we suggest a suboptimal solution via a random search algorithmguided by the semidefinite relaxation (SDR) and analyze the accuracy of thesuboptimal solution. We conclude with a simple example taken from a benchmarkproblem on fault detection for wind turbines.

Input Design for Model Discrimination and Fault Detection via Convex Relaxation