Abstract
Interleaved stages of system identification using closed-loop data and model-based control design are studied in the framework of linear quadratic Gaussian optimal control (LQG) and least squares optimal identification. The tack is taken to explore methods in which the objective criterion for each phase is modified to reflect the overall control task at hand. This tutorial introduction examines the tools available for sculpting the respective control and identification criteria. The question of adding caution to the model and controller updates is also examined.
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© 2002 Springer-Verlag London
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Bitmead, R.R. (2002). Iterative Optimal Control Design. In: Albertos, P., Sala, A. (eds) Iterative Identification and Control. Springer, London. https://doi.org/10.1007/978-1-4471-0205-2_8
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DOI: https://doi.org/10.1007/978-1-4471-0205-2_8
Publisher Name: Springer, London
Print ISBN: 978-1-4471-1098-9
Online ISBN: 978-1-4471-0205-2
eBook Packages: Springer Book Archive