OPTIMAL CONTROLLER PROPERTIES FROM CLOSED-LOOP EXPERIMENTS

A model-free approach to linear quadratic (LQ) performance assessment is presented in this paper. First a test for LQ optimality, based on c losed-loop signals, is presented. Its result indicates whether the con troller should be adjusted. From the same test it is possible to deter mine the closed-loop pole positions which would be obtained by using t he LQ optimal controller. These may then be used in a direct adaptive control scheme to adjust the controller. Both state and output feedbac k are addressed for discrete-time, single-input-single-output (SISO), linear, time-invariant processes. (C) 1998 Elsevier Science Ltd. All r ights reserved.