TWO-STAGE IDENTIFICATION AND ITS APPLICATION TO ROBUST LQG CONTROLLER DESIGN

Consider an unknown, possibly unstable and linear time-invariant LTI system with output disturbance. Based on the concept of learning identification introduced in Teo et al. 1995 and the iterative scheme proposed in Zang et al. 1992, a new scheme for mutually enhanced data-based least squares identi...

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Bibliographic Details
Published inCybernetics and systems Vol. 29; no. 4; pp. 377 - 389
Main Authors Zang, Z, Teo, K L
Format Journal Article
LanguageEnglish
Published Informa UK Ltd 01.06.1998
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Summary:Consider an unknown, possibly unstable and linear time-invariant LTI system with output disturbance. Based on the concept of learning identification introduced in Teo et al. 1995 and the iterative scheme proposed in Zang et al. 1992, a new scheme for mutually enhanced data-based least squares identification and model-based LQG robust control design is presented. One of the novel features of this scheme is that both the identification and the robust control design tasks can be performed by minimizing a single cost function. To illustrate the effectiveness of the proposed scheme, a numerical example is presented.
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ISSN:0196-9722
1087-6553
DOI:10.1080/019697298125650