  Optimal experiment design for parameter estimation is a research topic that
has been in the interest of various studies. A key problem in optimal input
design is that the optimal input depends on some unknown system parameters that
are to be identified. Adaptive design is one of the fundamental routes to
handle this problem. Although there exist a rich collection of results on
adaptive experiment design, there are few results that address these issues for
dynamic systems. This paper proposes an adaptive input design method for
general single-input single-output linear-time-invariant systems.
