Sequential identification and control for bounded-noise ARX systems

An optimal combination of sequential identification and control for a linear bounded-input bounded-noise discrete-time ARX plant is considered. Various configurations of identifying/controlling sequences are investigated in order to find an optimal tradeoff. The optimal identifying input sequence is determined by maximization of a given identification accuracy measure while the control input sequence is derived to assure a good tracking of the control system. A second-order model is taken for simulation and optimization.