Control Eng. Practice, Vol. 4, No. 5 pp.

685-698, 1996
Copyright © 1996 Elsevier Science Ltd
Pergamon Printed in Great Britain. All fights reserved
0967-0661/96 $15.00 + 0.00
PII:S0967-0661(96)00052-4

COMBINED IDENTIFICATION AND CONTROL: ANOTHER WAY

L. Keviczky
Computer and Automation Institute, Hungarian Academy of Sciences, H-1111 Budapest, Kende u. 13-17, Hungary
(hl Okev@huella.bitnet)

(ReceivedJuly 1995; infinal form February 1996)

Abstract. A new generic optimal controller structure and regulator design method are
introduced, avoiding the solution of polynomial equations. The model sensitivity properties
of some combined identification and control schemes are investigated. It is shown that the
new structure is superior to the others. An applicable strategy for iterative control
refinement based on the generic scheme is presented and illustrated by simulation
examples. The adaptive version of the control refinement strategy is also demonstrated.

Key words: Pole-placement controller, internal model principle, optimal control, computer
controlled system, model sensitivity, combined identification and control, adaptive control

1. INTRODUCTION This is mostly the case if the control is discrete-time

The need to design high-performance control
systems has not lessened in importance, in spite of
the thousands of methods and algorithms published
in recent decades. The huge number of papers
indicates that no unique or best method has been
found. The solution depends on the model, criterion,
uncertainties, disturbances, constraints, etc.
(sometimes even on the designer's taste).
and based on sampled linear dynamic systems. In a
general case the system S = S÷S is factorable for
inverse stable S÷ and inverse unstable S_
components. Because S_ cannot be eliminated by a
simple cancellation mechanism it is sometimes called
the invariant system component. A heuristic but
widely applicable solution is to choose X = S~.I ,
when the inverse stable part is canceled; however the
invariant inverse unstable factor is untouched.
Several controller design schemes are based on this
method, even though there is no optimality
connected. Unfortunately, the remaining invariant
factor can sometimes cause intolerable dynamics, so
its effect must be attenuated. This can be done, if a
proper criterion is used for this purpose, e.g.,

Fig. 1. The simple problem of control

Many experts believe that the essence of all control
problems can be led back to the simple problem
shown in Fig. 1, i.e., how to choose a serial
compensator transfer function X to S ensuring a
unity dynamic transfer. The trivial solution X = S -1
is not always applicable because S is not invertible.
(1)
= arg m~n{E{[(1- XS+S_)n(k)]2}}
which is the formulation of the classical Wiener
design of optimal stochastic systems, providing the
minimum mean-square error (H2) problem by

This paper is a shortened version of the author's invited x = g_-~s~~ (2)

plenary paper presented in the ACASP'95 IFAC
Conference (see the References).

685
686 L. Keviczky
where ~ is obtained by reflecting the zeros (they are
unstable!) of S_ through the unit circle and
providing
S_-' (1) S_ (1) = 1. (3)
Note that the solution depends on the applied input
excitation n(k). Here n(k) is assumed as a white
noise sequence.
Fig. 2. A classical pole-placement controller
A characteristic approach to optimal controller
schemes is called the pole-placement technique
(/~strtm and Wittenmark, 1984; Landau, 1990)
targeted at providing prescribed transient properties
for the servo and disturbance-rejection paradigm of
closed-loop controller design. The standard
technique representing a two-degrees-of-freedom,
so-called ~9~- Sa - J controller assumes basically
the structure shown in Fig. 2, where y,, u, y and w
are the reference, input, output and disturbance
signals, respectively. Here, discrete-time
representations are considered for computer
controlled systems. The argument k of variables
means the integer value discrete time (integer
multiple of the sampling period) and z -n means the
backward shift operator (z -ly(k) = y(k - 1)).
The . g L S a a n d J - are polynomials, therefore the
advantage of this scheme is that the implementation
of a so-called "direct adaptive regulator method" is
very easy, because it is easy to construct a predictor
equation which is linear in the parameters of these
polynomials. The disadvantage of this scheme is that
it hides the internal operation of an optimal system,
and special considerations are necessary in a
recursive parameter estimation algorithm because the
~ , Saand J - are redundant, having more parameters
than are minimally necessary. Furthermore, the
solution of a Diophantine equation is necessary to
obtain the regulator polynomials.
Another well-known classical scheme of optimal
control systems is called the internal model
principle, whose less well-known form modified for
inverse unstable factors is shown in Fig. 3, if only the
inverse stable factors are canceled. The name
originates from the system model applied in the
controller. Here P~ and Pw are the desired overall
tracking and disturbance rejection transfer functions
(or reference models) for the design requirements.
They can also be interpreted as predictors for the
reference and output disturbance signals. In this case,
e.g., ff is the estimated (or predicted) disturbance.
(Here an ideal case was assumed when the true
process S is known to ease the understanding of the
basic schemes. This assumption is good to explain
the operation of the system; however, only a process
model M is available in most practical cases, as will
be discussed later.)
pARTIALLy I I PROCESS Iw
INVERSEMODELI I /
' I-'11 II Ill /
~ - - IL . . . . . .
" I ~ INTERNAL
MODEL
CONTROLLER
Fig. 3. Modified internal model principle for inverse
unstable processes
Note that the whole system should be taken into
consideration in the internal model, because a
realizability problem arises when using only the
inverted model. If the invariant system component is
to be attenuated, then ~VS~_l must be used instead of
S~_l in the partially inverse model, according to the
optimality of Eq. (1). The advantage of this optimal
control scheme is that the principal operation of the
regulator is very easy to follow, and the
computations of the regulator polynomials are also
easy and obvious. The disadvantage of this scheme is
that the identification (parameter estimation) method
indicated by the internal model in the closed loop
gives rise to several difficulties.
Both the above approaches have the general
problems of the known optimal controller structures,
that the identification and control errors are different.
Therefore these schemes are not the best ones for
developing and analyzing simultaneous identification
and (adaptive) control algorithms. In this paper a
new generic structure (Keviczky and B~inyfisz, 1994)
is discussed, which allows a very simple procedure
to design optimal control systems when the
identification and control errors are identical. Their
relationships to the previously discussed schemes are
also presented.
r i
/ ] i Iw
-t,,s-'pLLp l odls
lyrr-'-71 r--7 ~ .~, lu [ - - - . - ~ . ~
T y
Fig. 4. The new control system structure
 Combined Identification and Control 687

2. A NEW CONTROLLER STRUCTURE Sa=ArB(Aw -Bw) (12)

Another, new structure (shown in Fig. 4) is
introduced in this section for the design of optimal
controllers.
Here S is the system, R is the regulator, fir is a
precompensator transfer functions. The system
output
1 simplified according to Fig. 5. The advantage of this
y(k) = firSYr(k ) + 1 + R S w(k) = Yt(k) + ya(k) (4)
is very special, because in spite of the closed loop the
tracking behavior (yt(k) = firSYr(k))is independent
of the regulator R. This structure in practice opens
the loop for the command signal and the selected
feedforward compensator (or observer)
~=AA~Bw. (13)
(Observe the common factors that make the
parametrization for a direct self-tuning technique
redundant and the recursive estimation difficult.)
If the above precompensator and regulator are used,
the controller shown in Fig. 4 can be further
approach is that the three transfer functions of the
controller can be computed directly, without solving
the usual polynomial equation. A further and very
important advantage is that the identification and
control errors are identical, so this scheme is
especially good for combined identification and
control problems. (The very limited usability for
inverse stable systems will be eliminated in the next
section.)

fir = Pr S -~ (5) F I
i F j '~ J w
provides a desired iyf-Y"l V'E"I .~ I--"-1 l u l - ' - ' l "i y

Yt(k) = Pr Yr(k) (6) J N I

i I
i
i
tracking (servo) transfer function by Pr" Observe that I CONTROLLER I
by selecting a regulator
Fig. 5. Equivalent form of the new controller
R = Pw S -1 = C S -1 (7)
1-Pw
3. A GENERIC SCHEME FOR OPTIMAL POLE-
PLACEMENT CONTROLLERS
a desired regulating (or disturbance rejection)
behavior
Because the above method is based on full pole and
zero cancellation the extended applicability can be
yd(k)=(1-Pw)W(k) (8) reached by partial cancellation of only those system
(model) components, which are inverse stable.
can be reached by Pw. The Pr and Pw transfer Assume that
functions contain the desired poles to be placed, so
they can be called as reference models. Note that S=S+S_=S+'ff_z -a, (14)
arbitrary zeros can also be placed; however, the
calculation of the precompensator fir and regulator is stable and S+ means the inverse stable factor. Here
R requires the inverse of the process S. (Here, also, S_ = ~ z -a is the non-invertible part where the
the ideal case was assumed, when the true process S
is known. If Pw is the best LS predictor of w, then discrete time delay z -a is also a factor whose inverse
the regulator obtained is the minimum variance (MV) z a is not realizable. In case of a partial cancellation
regulator.) It is easy to prove that this scheme can be the precompensator
rearranged to the scheme in Fig. 2 by straightforward
block manipulations. Assuming that fir =P~S~ ] (15)

B should be used instead of (5). This results in

S = -- (9)
A
Yt(k) = PrS+IS+Lz -d Yr(k) prLZ -d Yr(k).(16)
=

Pr =Br and Pw =Bw. (10)

Ar Aw Selecting the regulator as

the classical pole-placement regulator polynomials

can also be easily computed according to the e = Pw S-~ I = ca-+ 1 (17)
previous formulas, and are given by 1-ewLJ
~z'= AAwBr (11) one can obtain the regulatory transfer as
688
Yd(k)=( 1- PwS'- z-a)w(k) • (18)
Eqs (16) and (18) show that in the case of partial
cancellation, which is the general case, when there
are inverse unstable system factors (e.g.,
nonminimum phase systems) or time delay, the ideal
servo (Pr) and disturbance rejection (1-Pw)
transfer functions cannot be reached, but only their
modified (Pr~Z -d) and (1-Pw'S_z -d) forms. Note
that the modifications do not depend on us, instead
they depend on the system itself only. Therefore S_
is sometimes called the "invariant process factor"
(mostly zeros). (Because reasonably Pr(1) = 1 and
Pw(1) = 1 are selected, it is also reasonable to choose
S_(1)=I in the factorization Eq. (14).) Figure 6
shows the transfer functions in the new controller
scheme, which can even be called a generic optimal
pole-placement controller in this case. This scheme
can be further simplified according to Fig. 7. It is
easy to show that Fig. 6 can be rearranged to the
schemes in either Fig. 2 or Fig. 3 by straightforward
block manipulations. So the classical oole-olacement
reeulator schenl¢ and the modified internal model
orinciole scheme are identical to each other and t0
the new generic scheme if the appropriate transfer
functions are selected.
[- -I
j jw
I CONTROLLER I controller
Fig. 6. The generic pole-placement controller
[ q
I I I ~
'yrD~.9 ~ lu **y
I .v~.r "1 P~YI ~ /
I CONTROLLER I
Fig. 7. The equivalent form of the generic controller
Assuming that instead of (9) the system transfer
function corresponding to (14) is given by
S = B+B z_ d (19)
A sator
only the polynomial Sa will be changed
-" ) (20)
and the computation of ~" and .~ remains
according to (11) and (13).
L. Keviczky
The final optimal controller is already very general,
because it covers the most critical processes where
the design is not trivial. In practice, the model M
should be used rather than the system S in the
internal model, so the design procedure should apply
(21)
-- = - ~ Z
instead of (14). Here 1t4+,M_ and z -d" are the
inverse stable, inverse unstable factors and the delay
time of the model, respectively. So the optimal
controller will change according to Fig. 8. This
controller is very easy to implement in a computer
controlled system and it retains the advantage of the
original idea of the new controller structure, i.e., it
does not require the solution of a polynomial
(Diophantine) equation to obtain the controller
transfer functions or polynomials. Instead, (11), (13)
and (20) should be applied now, where B+B_z-din
and ,~ are the numerator and denominator
polynomials of the model M instead of the system
S, as Fig. 9 shows.
r I
I [ ] I Iw
[ CONTROLLER I
Fig. 8. The generic-model-based pole-placement
[ q
i [ | t Iw
Iw I iNv~lr
~--" I P~rl~u_v
_.l s /
LCONTROLLER j
Fig. 9. The polynomial design of the generic pole-
placement controller
It has already been mentioned that the uncancelable
factors of the system will be factors of the modified
reference models, so they are invariant to any control
strategy. However, their influence on the original
reference models can be minimized, if a criterion is
used for this purpose. Using the Wiener design
principle shown in the introduction the precompen-
/St = Pr ~--1S+l (22)
and the regulator
R= Pw S--~SZ ] = CS~.1 (23)
1 - Pw ~-] L z -~
 Combined Identification and Control
must be used and the overall system equation
y(k) = PrL-lS_z-dyr(k)+(1- Pw~_-lS_z-d]w(k)
(24)
is obtained. Figure 10 shows the practical realization
of this strategy if the model of the system is used.
Note that the application of the compensator ~-l on
S_ is optimal for a given excitation only, in this case
for white noise (or approximately for wide
bandwidth) disturbance. Therefore the optimal pole-
placement controller shown in Fig. 9 is suggested for
most practical applications.
689
the a priori information on the model and ignores the
fact that the characteristics of the plant could be
learnt even when it is being controlled. Therefore,
classical robust control approaches mostly result in a
conservative design in terms of performance.
4.1 Open-loop identification and closed-loop control
The simplest strategy to combine modeling and
control, if the identification to obtain an optimal
model M*, selected from a model class ~¢/, is
performed in an open-loop experiment by
minimizing an identification criterion Qio(eo)
function of the open-loop identification error e o , i.e.

A~ED I M* = arg min Qio(eo) = arg min

M~..R M~,.~
Qio(M,x, A) =
' :" 1 = Mo(./[,x, S) (25)

A~TF..t~ ] e J S ! where x = {x(k);k= 1..... N} is the applied input

I FN~fOR l l~'~'k4t ~" I j
excitation series and
r CONTROLLER I
Fig. lO. Attenuating the invariant factors by Wiener A = S- M (26)
design
is the additive model uncertainty between the system
S and model M (see Fig. 11). The optimal regulator
4. COMBINED IDENTIFICATION AND R*, selected from a regulator class ~n~, is obtained
CONTROL SCHEMES
by minimizing a control criterion Qc(ec) function of
Since the start, the key paradigm in designing control the closed-loop control error ec (see Fig. 11), i.e.,
systems is how to handle uncertainties associated
with the plant. One of the main techniques is R = arg min Qe(ec) = arg min Qc(R, S) = R*(~, S).
adaptive control, intended to learn parameter and RE,R R¢,~
disturbance uncertainties in varying circumstances. (27)
Another important approach is to implement ~"OPEN-LOOPIDENTIFICATION '°
robustness features in simultaneous identification I Yo
and control procedures.
'
4x 1
(~)
In the traditional approach to the analysis and design J
of an adaptive control system the unknown plant is
represented by a model, which is almost known
except for a few parameters, which are assumed to be
time-varying. Having the estimated parameters, the REGULATOR
DESIGN
I
controller is updated according to the certainty
equivalence principle. The unstructured uncertainties
are mostly ignored in these cases; therefore, these
adaptive regulators are not robust. To tell the truth it
is not at all easy to consider these uncertainties in the
classical adaptive systems, and to guarantee proper
transients during the learning adaptation phase or Fig. 11. Combination of open-loop identification and
abrupt parameter changes. closed-loop control

In a classical robust control approach, the regulator is
designed on the basis of a nominal model of the
plant, with the associated parametric and
unstructured model uncertainties explicitly taken into
account. (Unfortunately mostly analytical forms are
required, which are very rarely available in practical
applications, except for a few special real cases or
the examples of "god-given" a priori information.)
Here stability robustness is guaranteed and
performance robustness is sometimes achieved. The
weakness of this approach is that it considers only
(Note that the open-loop input excitation x is
different from the closed-loop input u acting on the
process.) Because only the model of the system is
known in a practical case, the most widely applicable
strategy is to substitute S by M in (27). This
strategy is called the certainty equivalenceprinciple
and is realized by
R = argmin ~:(~c) = argmin Q_.c(R,M)=/~*(,~g,M).
R~JI~ R~.R
(28)
In this case the optimal regulator does not reach the
690
theoretical optimum, because the model M is used
instead of the system S. However, it is possible to
form an iterative control refinement procedure,
improving the model and regulator step by step:
1. Identify the model using the modeling step
= Mo(* , S ),
2. Calculate the optimal regulator
= k'(m,
3. Determine an optimal input excitation for the
open-loop identification
Here ~ is the (mostly amplitude or energy)
constrained input signal domain. This step is
sometimes called "optimal input design" and the
operation is denoted by -~(...).
. Once M i and R i have been found one can
continue to increase the closed-loop bandwidth by
repeating the procedure. The iterative process is
continued from step 1, while a stop condition is
not fulfilled (until the ultimate control objective is
achieved, or it is terminated because it has
reached some vital constraints).
For comparison, it is interesting to see that in the
above case the identification and control errors are
H A
and
1 1
ec = Yr + W ; Yr = PrYr
1 + RS 1 + RS
where P~ is the reference model, Yr = PrYr is the
desired process output (model output or predicted
reference signal) and w is the output disturbance.
4.2 Closed-loop identification and closed-loop
control
The formal description of the procedure for
combining modeling and control if the identification
is performed in a closed-loop experiment is very
similar to the previous section; however, the
identification criterion Qic(ec) is now a function of
the closed-loop identification error e c , i.e.
M* = arg min Qic(Ee) =
Me..~t
=arg min Qic(M,R, Yr, A)=Mc(.~,Yr, S)
M~,.~
and the regulator is again designed by equation (28).
L. Keviczky
It is possible to form different combined schemes,
depending on the structure of the optimal control and
the combination of the sequential identification and
control steps. In this sequential procedure it is a
general observation that:
1. The human first learns to control over a limited
bandwidth, and learning extends the bandwidth
(29) over which an accurate model of the plant is
known.
2. The human first implements a low-gain controller,
and learning allows the loop to be tightened.
(30) On the basis of these observations, an adaptive
robust control philosophy, the windsurfer approach,
was proposed by Anderson and Kosut (1991). They
use a parallel closed-loop optimal controller scheme,
which is very widely used in the analysis of control-
relevant identification and iterative control-
refinement procedures. Note that the classical so-
called '!direct adaptive control" algorithms generally
use a somewhat different scheme, which is called a
parallel in-loop optimal controller scheme. These
schemes and the new generic optimal controller
scheme will both be analyzed below. For the sake of
simplicity, this comparison will be discussed here for
inverse stable processes first.
The generic optimal controller scheme. This scheme
(Keviczky and B~iny~isz, 1994) was shown in
Section 2.
The structure of the optimal controller gives a special
insight to explain the operation of a feedback loop
for the servo and disturbance rejection paradigm. It is
easy to see the role of the knowledge of the model of
the system and the role and appearance of the factors
of the system that are invariant to any control
(32) strategy. A slightly modified form of the generic
scheme of Fig. 4 will be used here, as Fig. 12 shows.
r I
I I ee )1 }~
(33)
Leo Nm°tL" . . . . . . . . ,
Fig. 12. The generic optimal controller scheme
This structure has further advantages in handling
system uncertainties; a new canonical sensitivity
scheme can also be obtained, and opens up a new
way to analyze combined modeling and control
issues. Figure 12 is the long-sought ideal scheme for
the combined identification and control problem,
because in this case the control and modelinQ errors
are identical:
m W --
(34) el = el 1 + RS Yr 1 + RS
(35)
 Combined Identification and Control
So the new scheme also provides an excellent
possibility for studying robust identification for
control. The uncertainty scheme of the generic
optimal controller structure is shown in Fig. 13.
lw
Fig. 13. Uncertainty scheme of the generic optimal
controller structure
The parallel closed-loop optimal controller scheme.
The most widely used optimal controller structure
discussing control-relevant identification or
simultaneous identification and control issues is a
parallel closed-loop optimal controller scheme. This
scheme is shown in Fig. 14.
Fig. 14. The parallel closed-loop optimal controller
scheme
In this case the identification and control errors are
different. The identification error is
RM ( A ~. 1 The uncertainty scheme of the parallel in-loop
e2 = (1 + R ~ I + RM) ~--MJ yr + 1+ RS
W=
(36)
= H2(--~)Yr + E2W
and the different control errors are
1 1
e2 = ~ Yr + 1 + RS w (37)
1 1
&2 P~Yr 1+ RM yr" (38)
1 + RM
The uncertainty scheme of the parallel closed-loop
optimal controller structure is shown in Fig. 15.
Fig. 15. Uncertainty scheme of the parallel closed-
loop optimal controller structure
691
The parallel in-loop optimal controller scheme. This
scheme is a special version of the parallel closed-
loop optimal controller scheme, and can be seen in
Fig. 16. While the previous scheme concentrates in
practice on how to provide the equivalence of the
two (real and model-based) closed loops and the
modeling error is an open-loop error, this scheme
conversely requires identification in the real closed
loop to minimize the modeling error in the closed
loop as well. This scheme corresponds to the
classical self-tuning regulator scheme.
w
.t t....a I t....a ]£ ~
L_ i
Fig. 16. The parallel in-loop optimal controller
scheme
In this case the identification and control errors are
also different. The identification error
RS ; a ( Ra ]w
¢3 = ~ ' - ~ ) y r + 1- I+RSJ =
(39)
= H3 "~" Yr + E3 (A)w
and the control error
1 1 1 1
e3 = I + RS PrYr + I + RS w= I + R s Y r + I+ RS w
(40)
optimal controller structure is shown in Fig. 17.
Yr Yr ~ ~ 2
Fig. 17. Uncertainty scheme of the parallel in-loop
optimal controller structure
It is interesting to note that in this structure the input
signal u, used in the identification, depends on the
output noise w, too, which makes the input
correlated (caused by the so-called "circulating
noise") and the parameter estimation difficult.
Observe that E(A)la~ 0 =1 in (39), which is a
special classical explanation of the possible
convergence of the identification: if the algorithm
converges (i.e., A - > 0 ) , then the additive
disturbance becomes independent.
The combination of the generic and the parallel
closed-loop optimal controller scheme. It is possible
to form several combinations of the above controller
692 L. Keviczky

schemes. Here only the special combination of the The greater this filtering weight, the smaller the
generic and the parallel closed-loop optimal modeling error is. Observe that IH2( 0)I has a
controller scheme will be shown because of its
maximum at o)c , i.e., when II1 = [R ~ = 1, if M --->S.
interesting properties. This combined structure is
shown in Fig. 18. This scheme is easy to understand;
however, it is possible to simplify it further, as Table ~, 1 Identification error weiuhtinu functions
Fig. 19 shows.
H0 Hi ~ /43
1 RS RS
I"--1 e ' = e ~ l " " l + ] , r"-'~ ,lw,J S
1+ RS (1 + RS) 2 1+ RS

-2'00
........ .-H°
.. I 7°0i ..........
...... o
........... t
. z .................. 1o
10-/ lO-i 10o 10 i 10-2 lO-i 10o 10 i

, . Ix~l . . . . I~1
Fig. 18. The combination of the generic and the
parallel closed-loop optimal controller
scheme -l°
-20 i . t .//'-"]--'"-
....... .I.... . . . . . . ¢o .............. . .... ,,>

10-2 10-1 o~c 100 101 10-2 10-1 10o 101

Fig. 20. The frequency shapes of error weighting

functions (see Ex. 7.3)

Y :C2 The weighting function H l emphasizes the high

Fig. 19. The simplified form of the combination of
the generic and the parallel closed-loop
optimal controller scheme
It is easy to see that in this case the parallel closed-
loop optimal controller scheme becomes equivalent
to the generic scheme with the minor difference that
e 2 = - e l, i.e., ~2 = - e l . This means that by the
above combination the parallel closed-loop optimal
frequencies, and H 0 and H 3 the low ones, while H 2
concentrates on the medium frequencies around (oc .
This last feature implies the widely used analysis
techniques based on this optimal control structure.
Note that H 0, H 1 and H a correspond to the
frequency characteristics of the process, the
sensitivity function ( SF), and the complementary
sensitivity function (CSF), respectively. H 2
corresponds to the product of the CSF and SF, and
can be calculated as
Y RS
H2IM=S = "t(r) = ~ = (1
- +~ RS) -"

controller scheme will also have the very important (42)

behavior that the identification and control errors are =~I[RS=I/Y--~O , ~--*0
identical [ RS = Y --->O , ¢o--->oo

Observe that this product represents a specially

e2 = HlI-~)~r + Elw =-el = - e 1. (41)
5. COMPARISON OF THE DIFFERENT
SCHEMES
The simplest way to compare the different
uncertainty schemes is to plot the absolute values of
the identification (prediction) error weighting
functions IHe(jo~)i (e=0,1,2,3) - s u m m a r i z e d in
Table 5.1 - as a function of o~, if M---> S. It is
interesting to see how different they are (see Fig. 20),
where, plotting H o and H 2, M = S is assumed. Here
¢o denotes the natural frequency. The external
excitation Yr acts through the relative model error
(given by A / M or A / S ) and these weighting filters.
c o m p u t e d m e d i u m - f r e q u e n c y r a n g e (MFR)
weighting. It is easy to see that ~/(Y) has a maximum
at II1 = 1, i.e., at the crossover frequency ¢oc .
One should know that there is a heuristic - not
exactly proved - inverse proportional relationship
between the prediction error weighting of the
parameter-estimation procedure and the obtained
model error frequency dependence. So the weighting
shapes mean that H o and H a are not good for
iterative control refinement to increase the
bandwidth, because they provide a larger model error
in the desired higher-frequency domain. H 2 seems to
be good for iterative control refinement; however, its
special shape definitely needs a cautious, really
windsurfer, approach, because it gives the smallest
error around o~c . The weighting function H 1 is the
 Combined Identification and Control
best, because by amplifying the high-frequency
uncertainties in the identification error, a more
accurate model is expected in the targeted high-
frequency domain (where the bandwidth should be
increased). Perhaps the best strategy could be to start
with method 1 and finish with 2 in the vicinity of an
optimum.
It is also interesting to investigate the relationships
between the identification and control errors in
d i s t u r b a n c e - f r e e cases (i.e., w = 0 ) . Simple
calculations give the following very surprising
relationships
e I = eI
R and the applied reference signal series
E2 - - - A e2
l+ RM
I~3 = R A e 3
Equations (44) and (45) show uncertain and not
deeply analyzed behavior of these combined
identification and control (or adaptive) schemes. In a
d i s t u r b a n c e - f r e e (or n o i s e - f r e e ) case the
identification errors e 2 and e 3 can be zero, if the
control errors e 2 and e 3 are zero, in spite of a
nonzero modeling error A. This bad feature can halt
the identification at an unpredictable wrong model,
and prevent any iterative refinement. The generic
optimal controller scheme behaves well because of
(43), i.e., the identification and control errors are the
same, and they can vanish only at the same time.
Comparison of the forms of ~2 and e 3 explains the
special well-known method of prefiltering A (the
data used for the identification) by 1/(1 + RM), i.e.,
by the reciprocal of the model-based characteristic
equation to make I~3 similar to e 2 . In this way one
can introduce the special closed-loop relevant weight
H 2 even if the identification is performed in a closed
loop, but using the parallel in-loop optimal
controller structure.
6. ON THE GENERIC OPTIMAL CONTROLLER
SCHEME
Inverse stable processes. It was demonstrated above
that the generic optimal controller scheme has
certain advantages compared to others shown. It is
also interesting to show that the common modeling
and control error (e 1 = e 1) given by (35) can also be
expressed as
el=el=- H1 Yr + Elw =
=-[(Su+ w)- M;,]=-(y- ;,).
This form and Fig. 12 show an obvious way of
performing the identification step in a combined
identification and control scheme, i.e., one should
693
use a regular identification algorithm based on the
auxiliary variable fi and the measured controlled
variable y, as Fig. 21 shows. Note that t~ and y must
be obtained from the closed loop operated by the
generic optimal controller structure.
Because ~ depends on the model M, only an
iterative control refinement procedure can be
performed. Its simplest - the so-called "relaxation"
type - iteration can be formed in the following way
for an off-line case using N samples (the i-th
iteration is shown):
(43) 1. Calculate the auxiliary variable /~i based on the
available model Mi_ l , the reference model P~
(44)
y ~ = { y [ ( k ) ; k = l ..... N}
(45)
ui(k) = M[llPr Yr(k) ; k = 1..... N (47)
Here i denotes the index of the iteration; note
that y~ does not necessarily change by iteration.
2. Identify a model between /~i and Yi-! using the
modeling step
M i = a r g M~..#¢
min Qic(d[,a,t~i, gi_l, Pw)=
(48)
= Me(d[, Mi_ I, Ri_,,y r, S, Pr, Pw)
a,--{ai(k);k--1 ..... N}
Yi-i = {Yi-i(k); k = 1..... N }
3. Calculate the optimal regulator based on (7)
Ri : CM[I _ Pw MFI (49)
1-P w
then compute the process input u i as
ui(k)= Pr (Ri + M]-I)y~(k) - Ri Yi(k)
(50)
k = l ..... N
and apply to the process.
. (There is a possibility of optimizing the applied
reference signal series in this step by a proper
input design procedure, see Section 8.)
. Once M i and Ri have been found, one can
continue to increase the closed-loop bandwidth
by repeating the procedure. The iterative process
is continued from step 1, while no stop condition
(46) is fulfilled (until the ultimate control objective is
achieved or it is terminated because of reaching
some vital constraints).
The robust stability condition (Morari and Zafiriou,
1989) for the generic scheme has the general form
694 L. Keviczky

corresponds to Fig. 6. The identification and control

2~g..=sup R - ~ M g < l • 2~= RM (51) errors are identical in this scheme, too, i.e.,
o i+KM ' I+RM

where, assuming the norm-bounded multiplicative

error el = (1 + RS)M+M_ Yr - 1 + R-----~w = 1 + RS ~'-~+)Yr"

lel = t ~ _<g and

Pw M-I,
R = CM -I = 1- Pw
(52) - I+IRs w=-,,1 [ (M+) +ElW 3 (55)

finally, the condition (51) can easily be further The uncertainty scheme of the extended generic
simplified as optimal controller structure is shown in Fig. 23. It is
easy to see that the only difference from Fig. 13 is
1 that the relative multiplicative uncertainty A/M+ is
sup.-~C g
co I + C
_< suplPwl_<l
~
or suplPwl_<7.
o
(53) now computed on the basis of the invertible M÷.

[ ]
!
r"~ e l L e l ~ ÷It [lU~ ~Wy yr Iw

I
i !
'
I CONTROLLER
I
M,_q
Fig. 23. Uncertainty scheme of the extended generic
IIDENTIFICATIOHN REDGEU
SLIGNOR]
AT
optimal controller structure

It can be shown that the robust stability condition

Fig. 21. Identification and regulator design at the (51) has the form
generic optimal controller scheme
1
Observe that the left-hand side of this robust stability suplP
w ~ M_I<_ or suplv
w~ I-< ~-+ (56)
condition is independent of the model M or the real
process S, and depends only on the desired
disturbance model Pw. where

It is also easy to derive that the characteristic -}-+ = [e÷[-< ~+ (57)

equation of the closed-loop for small modeling error
in the generic scheme is
K = (M + PwA) a~o = M = 0,
which also shows that this basic scheme is not
applicable to inverse unstable models.
r
I e-e
Observe that this robust stability condition is
(54) independent of the model M or the real process S,
and depends on the desired disturbance model Pw.
The characteristic equation of the closed loop for
small modeling errors in the generic scheme is now
]1 I~ K = [M+(1 + PwA_) + P~SA+](A_.A+)~0 = M+ = 0
(58)
where

ICONTROLLER [ A+=S+-M+ and A_=S_-M_, (59)

Fig. 22. The extended generic optimal controller i.e., the closed-loop system is stable if M÷ is the
scheme for inverse unstable processes inverse stable factor of the model.

The off-line iterative control refinement procedure

Inverse unstable orocesses. Note that both t~ and R described by equations (47), (48), (49) and (50) and
need the inverse of M. Because this method is based steps 1 - 5 can also be applied here, if instead of
on full pole and zero cancellation, the extended these equations the corresponding
applicability can be reached by partial cancellation of
only those system (model) components which are
inverse stable. This extended generic optimal
^ i 1 -1
ui(k)=(M+- ) PrYr(k) ; k = l ..... N (60)
controller scheme is shown in Fig. 22, which
 Combined Identification and Control 695

noisy case the proper parameter-estimation method

(61)
R,- l_Pw (ELS, ML, etc.) should be applied, corresponding to
the given process and noise model structure.) The
outputs of the tracking reference model (continuous)
ui(k)=Pr( RiMi - +(M+) -I )Y~(k)- RiYi(k) (62)
and the controlled process (dashed) are shown in
Fig. 25, before and after the iterative control
k = l ..... N refinement.

formulas are used. Reference nladeland coanolledim~.s$ out, as

1.5
1
7. EXAMPLES FOR OFF-LINE ITERATIVE 0.5
REGULATOR REFINEMENT ( II /
-0.5

Example 7.1 Let the process be given by -1

-1.5
-2
S= 0.007869 z_.4 (63) 20 40 60 80 1~
1 - O.60653 lz -1 2 ~ f ~ . ~ m~.l ~1 o m ~ l t ~ gocess outlmrs

1.5
which is a sampled-time (sampling time is 1
h = 0.05sec and d = 4) first-order approximation of 0.5
Jl /
a helicopter "stick input/roll rate output" model. C ._1 I
-0.5 .- II

0.3 Control loss function -I

0.2

0.1
\ -t.5
-2
20 40 60 80 100
0
0 2 4 6 8 10 12 14 16 18 20
Fig. 25. Outputs of the reference model and the
Identification loss function
0.1 controlled process before and after the
0.05
i
xk iteration (LS)

0 Example 7.2 Let the process (Gevers, 1991) be

0 2 4 6 8 i0 12 14 16 18 20
Number of iterations
given by

Fig. 24. Loss functions in an iterative control 0.0364 z-l(1 + 1.2z -l )

refinement procedure (first-order example) S= (66)
1 - 1.6z -1 + 0.68z -2
Apply the unity gain tracking and disturbance where the same reference input and output noise was
rejection reference models used as in the previous example with the initial
model
0.5z -l 0.2z -l
Pr = -1 and Pw- -1 (64)
1-0.5z 1-0.8z O04z '(l+lOz-')
and start the iterative control refinement by the M° = 1 - 1.4z -1 + 0.5z -2 ' (67)
model
Control loss function
0.3

0.01 z_4 (65) 0.2

M° = 1 - 0.4z -l 0.1

0
0 2 4 6 8 10 12 14 16 18 20
i.e., d m = d = 4. Figure 24 shows the control and
Identification loss function
identification loss functions (variances) by iteration. 0.024
It can clearly be seen that the iteration is quite fast, 0.022
reaching the optimal values after 4 steps. 0.02
0.018
0 2 4 6 8 10 12 14 16 18 20
A unity-amplitude square-wave reference input
Number of iterations
signal with a periodic time of 40 samples was
applied, and the off-line procedure used N = 100 Fig. 26. Loss functions in an iterative control
samples. In the simulation runs an additive white refinement procedure (second-order example)
noise was used as output disturbance, with a standard
deviation ~, = 0.01. A simple off-line LS method was Figure 26 shows the control and identification loss
used for parameter estimation, only to demonstrate functions (variances) by iteration. The outputs of the
the operation of the iterative algorithm. (Experience reference model (continuous) and the controlled
showed that this method works very well in this process (dashed) are shown in Fig. 27, before and
scheme while the noise level is low. However, in a after the iterative refinement performed by off-line
696 L. Keviczky

LS parameter estimation. The outputs of the where the same reference input was used; however,
controlled process (continuous) and identified model the standard deviation of the output noise was
(dashed), before and after the iteration, are shown in ~, = 0.1, causing a much worse signal-to-noise ratio.
Fig. 28. This figure is a nice example to explain the Therefore an ELS
identification procedure was
necessity for iterative control refinement. One can applied to the initial model
see that the identified model output fits very closely
to the process output before and after the iteration, 0 . 1 z - l ( 1 - 0 . 1 z -1)
too, so the model error is small. However, the control (69)
error is very bad before the iteration shown in Fig.27. M°:(l-O.2z-')(1-O.9z-')
2
Reference model and c o n t r o l ~ proems output~
The outputs of the reference model (continuous) and
the controlled process (dashed) are shown in Fig. 29,

%
1.5 rx
1 r -~, i" I i +. ~'. before and after the iterative refinement.
0.5

-0.5
0 , -,f ii :"
Re ferela~ model ~

I
co~Wolled ~ o c e s s OUtpllts

t I

-1

-1.5 0.5

-2
20 40 60 80 100
I +*
2

t.5

1
11 t I
,I j
t i f
i/
I I '

t i ,I

0.5
2o ~o 6o g 100
Reference n'ax~l and com~ll~ process outputs
0

-0.5 ,i
-1

-1.5
o.i
-2
20 40 60 80 100
-o.i
Fig. 27. Outputs of the reference model and the _j ' '/ 'Cr

controlled process before and after the

20 40 60 80 100
iteration (LS)
C o m m l l e d process and iaentifled model o u t ~ t signals Fig. 29. Outputs of the reference model and the
2
controlled process before and after the
12
1
iteration (ELS)
02
Re fecea~ model ~ 1 conll'olled W o c e ~ oetpets
C

-0.5 1.5
1 I J'... ~, I I - ,'x I I ht,
-1

-1.5 0.5
I I r"
¢
-2
20 40 60 80 100
-0.5
"l ix x
-1
Collttolled p f o c e ~ ~ klexttili~ model Output signals I t t I I '
2
-1.5
t I
1.5 -2 i I I llt I
zo ~o 6o m mo
1
Refelence model ~ d contlolled p r o c e ~ otltpllts

S+i J
2
0.5
1.5
0
l
-0.5
0.5
-1
tl
-1.5
4),5
-2
20 40 60 80 I00 -1

-1.5

Fig. 28. Outputs of the controlled process and +2

20 40 60 80 100
identified model before and after the iteration
(LS) Fig. 30. Outputs of the reference model and the
controlled process before and after the
iteration (LS)
Example7.3 Let the process be given by
The same signals are shown in Fig. 30 when the LS
0.125z-1 (1 +0.6z -1 ) method was used. It is easy to see that the ELS
S = (68) method is much better in the case of significant
output noise.
 Combined Identification and Control
8, ADAPTIVE SOLUTION FOR ON-LINE
ITERATIVE REGULATOR REFINEMENT
The previous examples have demonstrated the nice
operation of the off-line iterative control refinement
procedure based on the generic scheme. In spite of
the good convergence properties, the measurements
necessary are remarkable. In many applications it is a
costly and long procedure to design the optimal
regulator. However, it is easy to construct the
adaptive control refinement procedure based on the
iterative scheme. Following the same steps and
properly changing the iteration i to sampling time k
the following formulas are obtained (not discussing
the details here):
:-l(k)=(Mk+-l)-lprYr(k ) (7o)
f(k - d m ) = [/~(k -dm), u(k-d m - 1)....
(71)
.... -y(k-1),-y(k- 2).... ]T
+ Kk-_lf(k-dm)fT( k-dm)Kk-1
gk -5 Kk-i + ZT(k- am) J
(72)
Pk =/~k-1 + Kk f(k-dm)[Y(k)-fT(k-dm)Pk-l]
= .. (73)
gkml_Pw(M+k)-1
.w =
(74)
k -l
u(k)=Pr[RkMk+(M+) lyr(k)-Rky(k ) (75)
where p is an exponential forgetting factor and
equations (71)-(73) represent a recursive LS method
(R/S) in the simplest so-called "naive" programming
form. Several other recursive parameter estimations
can be applied instead of the above RLS algorithm.
Note that after finding the estimated parameter
vector /~k corresponding to (21), the M÷ and M_
obtained should be computed by factorization. The
above procedure is an on-line strategy, performing
all the refinement steps (47)-(50) in one sampling
instance. Here it was assumed that the signal Yr(k)
itself, or its generation rule, is given a priori.
9. ADAPTIVE EXAMPLES
Example 9.1 Let the process be given by
0.001(1.1 + Iz -1 )
(76)
S = (1_1.6693z_1 +0.7788z_2 ) z -2
which is a sampled-time (sampling time is
697
h = 0.05sec and d = 2) second-order approximation
of a helicopter "stick-input/roll-rate-output" model.
Here the same Pr,Pw, ~ and square wave Yr
excitation was used as in Example 7.1. The initial
model was
0.001(20 + 0.5z -1 )
(77)
M0 = (l_l.5z-~ +0.8z -2) z -2
i.e., d m = d = 2. The outputs of the reference model
(continuous) and the controlled process (dashed), as
well as the control (continuous) and modeling
(dashed) error signals are shown in Fig. 31 for
N = 2 0 0 samples using the adaptive control
refinement strategy (70)-(75) with TO = 100l and
p2 = 0.95.
Ref { ~ a ~ model and cOtllrolkxl prlx;ea~ oeltputs
ii
ol ' '
I I ; I X
50 100 150 200
ConltOl aad modelling ~rot signals
2
1.5
1
0,5
0
4).5
-I
-1.5
.21
50 100 150 200
Fig. 31. Operation of the adaptive control refinement
10. CONCLUSIONS
This paper has introduced a new structure for the
design of optimal pole-placement controllers. This
new scheme allows one to avoid the explicit solution
of a polynomial equation obtaining the transfer
function elements of the optimal controller directly.
The new design principle is quite general, and is
applicable to nonminimum phase (inverse unstable)
and delay-time systems, as well. The controller is
easy to implement in computer-controlled systems.
The structure of the optimal controller gives a special
insight into the operation of a feedback loop for the
servo and disturbance rejection paradigm. It is easy
to see the role of the knowledge of the model of the
system, and the role and appearance of the factors of
the system that are invariant to any control strategy.
This structure has further advantages in handling
system uncertainties, and new canonical sensitivity
schemes can also be obtained. The paper investigates
the model sensitivity properties of some combined
identification (ID) and control schemes. The
698 L. Keviczky
properties of the simple combination of the open-
loop identification and closed-loop control, the
combined ID and control in a parallel closed-loop
optimal controller scheme, in a parallel in-loop
optimal controller scheme and in a new generic
optimal controller scheme are investigated. It is
shown that the new generic optimal controller
structure is superior to the others. The simple
combination of the open-loop identification and
closed-loop control does not provide good properties
for iterative control refinement. The widely used and
analyzed parallel closed-loop optimal controller
scheme is good for iterative control refinement;
however, it really needs a cautious windsurfer
approach, because its robustness is highest around
the crossover frequency coc , which is not known a
priori and can be approached only in an iterative
procedure. The parallel in-loop optimal controller
scheme, mostly applied in adaptive regulator
schemes, is definitely not good for iterative control
refinement, having improper frequency-domain
robustness shaping. It is, however, possible to use a
special prefilter based on the inverse of the model-
based characteristic equation for the identification
data, to make this method similar to the previous
one. It is also interesting to know that in a noise-free
case the last two methods can easily fail because the
identification errors can be zero, if the control errors
are zero, in spite of a nonzero modeling error. This
bad feature can stop the identification at an
unpredictable wrong model, and prevent any further
iterative refinement. The new generic optimal
controller scheme seems to be the best among the
investigated methods, because its frequency domain
robustness shaping amplifies the high-frequency
uncertainties in the identification error, and a more
accurate model is expected in the targeted high-
frequency domain (where the bandwidth needs to be
increased). It also behaves well because the
identification and control errors are the same, and
they can vanish only at the same time. This scheme
is easy to implement because general identification
techniques can be applied between a calculated
auxiliary input and the measured closed-loop output
variables.
An applicable strategy for iterative control
refinement based on the generic scheme was
presented and illustrated by simulation examples.
The simulation was performed by MATLAB TM.
This is an engineering paper containing no exact
mathematical proofs. However, it tries to explain the
operation and the relationships of the schemes and
solutions presented, and tries to show another -
hopefully, new and effective - way for the combined
identification and control paradigm. There are still,
of course, plenty of open questions that should be
analyzed later with proper mathematical theories,
tools and methods. It is the author's hope that these
ideas will inspire many other works and applications.
11. REFERENCES
Anderson, B.D.O. and R.L. Kosut (1991). Adaptive
robust control: on-line learning, 30th IEEE Conf.
Decision and Control, Brighton, England.
/kstr6m, K.J. and B. Wittenmark (1984). Computer
Controlled Systems-Theory and Design. Prentice-
Hall, Englewood Cliffs, N.J.
Gevers, M. (1991). Connecting identification and
robust control: a new challenge, 9th IFAC/IFORS
Symposium on Identification and System
Parameter Estimation, Budapest, Hungary, 1-10.
Keviczky, L. and Cs. B~tny~isz (1994). A new
structure to design optimal control systems. IFAC
Workshop on New trends in Design of Control
Systems, Smolenice, Slovakia, 102-105.
Landau, I.D. (1990). System Identification and
Control Design. Prentice-Hall, N.J.
Morari, M. and E. Zafiriou (1989). Robust Process
Control. Prentice-Hall International, Inc.,
London.
This work was supported in part by US ARO Contract
#N68171-94-0-9064 and by the Hungarian NSF (OTKA)