Studies in identification and control

The optimal steady-state control, and suboptimal adaptive control, of disturbed single-input-output systems are introduced, and the class of systems considered is defined. It is noted that the stochastic tracking problem divides into a deterministic tracking problem and a stochastic regulator problem; the solutions to these two problems are shown to be independent but formally similar. The continuous regulator problem is approached via both frequency and time domain methods: the former method is extended to cover unstable systems; the latter method is extended to include systems with input delay. The two regulators are shown to be externally equivalent. The frequency domain method is briefly described for discrete systems, and shown to include the minimum variance regulator of Åström and Peterka as a special case. Some systems which allow measurement noise to be treated as a system disturbance for the purposes of optimal controller design are investigated. A novel class of control laws is described in both continuous and discrete time; in the same way as the minimum variance regulator forms the basis of the self-tuning regulator of Åström and Wittenmark, these minimum variance controllers from the basis of a self-tuning controller. These minimum variance controllers have a number of advantages over the minimum-variance regulator, and are open to a number of interpretations including: a model following control law, and an extension of classical control laws to systems with delay. The optimality of this class of control laws is investigated, and analogies drawn with the previously considered k-step-ahead control laws; some examples are given to illustrate the method. An adaptive control law combining the above minimum variance controllers with a linear least-squares algorithm is proposed and shown to be self-tuning. These self-tuning controllers are only slightly more complex than the self-tuning regulator of Åström and Wittenmark, but have a number of advantages. Intuitive justification is given for the conjecture that some methods of Ljung, developed for the analysis of the self-tuning regulator, are applicable to the self-tuning controller. Simulated examples are given which compare and contrast the performance of the self-tuning controller with that of the self-tuning regulator. The first steps towards a quasi-continuous self-tuning controller are outlined