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So I see a few problems with what you want, for a raid5 setup you will need at least four drives, since your information is striped against 3 and then the fourth is a parity drive. with 3 drives you have an incredibly high likelyhood of losing your parity drive.
To my knowledge, you will need to wipe the drives to put them in any kind of raid. Since striping is essentially making custom sections of blocks; I don't think mdadm is smart enough to also move data files as well.
I would really recommend holding off on your project till you can back up the information, and get a fourth drive. I know there is a lot of talks between raid5 and raid6, but for me I really prefer the peace of mind that raid6 gives.
Edit: seems like it is possible with at least raid 1:https://askubuntu.com/questions/1403691/how-can-i-create-mdadm-raid1-without-losing-data
Seconding this. For starters, when tempted to go for Raid5, go for Raid6 instead. I've had drives fail in Raid5, and in turn have a second failure during the increased I/O associated with replacing a failed drive.
And yes, setting up RAID wipes the drives. Is the data private? If not, a friendly datahoarder might help you out with temporary storage.
I run RAID5 on one device.... BUT only because it replicates data that's on 2 other local devices AND that data is backed up to a cloud storage.
And I still want it to be RAID 6.
If i goes to raid5 i lost one disk of space, to go to raid6 i have to lost 2 disks.
Its a pesonal proyect, and the motherboard has only 6satas, one of them used by the SO disk, and i want to be able of upgrade it in a future...