Approximate identification with closed-loop performance criterion and application to LQG feedback design (Q1323777)

The authors show that an iterative approach of identification and control design can lead to a model that is much better suited for feedback design than a model resulting from an unweighted open-loop identification. In this iteration each identification is performed such that a certain closed-loop criterion function is minimized. This is accomplished by closed-loop identification with persistent set-point excitation and a proper signal filtering. Each control design step employs the latest identified model to construct an LQG compensator. The performance requirements are gradually increased during the iteration.