Direct iterative tuning via spectral analysis

Introduces nonparametric frequency-domain methods for tuning closed-loop systems. A linear quadratic criterion is used for guiding the scheme towards an optimal-regulation state. The computation of tuning directions is performed with unbiased estimates of first and second derivatives of frequency-domain expressions of the cost function. The actual cost function is computed with time-domain measurements taken along the tuning directions. Similarly to other iterative schemes, caution has to be observed at each adjustment step. A seemingly innocuous example is used to illustrate a situation where a sudden unstable closed-loop behaviour might happen but is arrested by the cautious modification.