Performance weight adjustment for iterative cautious control design

Research in control design on the basis of identified models has lead to many iterative algorithms where performance weights in a control objective function are determined a-priori and remain fixed in order to evaluate performance improvement during iterations. This paper considers the case where performance weights are adjusted in iterative identification and control schemes where performance robustness is maintained during each iteration to yield a cautious control design. In order to adjust performance weights, a nominal model along with uncertainty description obtained from a system identification procedure are used to adjust the performance weighting function conjointly with robust control synthesis. A framework is developed for measuring performance comparison between iterations which allows adjustment of the performance weights during the iterative cautious control design.