H/sub 2/ iterative model refinement and control robustness enhancement

Many practical applications of control system design based on input-output measurements permit the repeated application of a system identification procedure operating on closed-loop data together with successive refinement of the designed controller. A paradigm is developed for such an iterative design. The key to the procedure is to account for evaluated modeling error in the control design and, equally, to allow for the requirements of the closed-loop controller in performing the identification. With an H/sub 2/ control problem, this is achieved by frequency weighting the linear quadratic control criterion and by filtering the identifier signals in a logical fashion.<>