Specificities of the design of input signals for models Gaussian linear systems

Some theoretical and applied aspects of the design input signals of the multidimensional stochastic linear discrete and continuous-discrete systems described by state space models are under consideration. Original results are obtained in the case that the parameters of mathematical models to be estimated appear the covariance matrices of the process noise and measurement noise. It is shown that in such a case, occurrence of the unknown parameters of the Fisher information matrix is constant and design of experiment not useful.