An algorithm for joint identification and control

This paper proposes a unified algorithm for identification and control. Frequency domain data of the plant is weighted to satisfy the given performance specifications. A model is then identified from this weighted frequency domain data and a controller is synthesised using the H_∞ loopshaping design procedure. The cost function used in the identification stage essentially minimises a tight upper bound on the difference between the achieved and the designed performance in the sense of the H_∞ loopshaping design paradigm.