Identification and control: Joint input design and H∞H∞ state feedback with ellipsoidal parametric uncertainty via LMIs

One obstacle in connecting robust control with models generated from prediction error identification is that very few control design methods are able to directly cope with the ellipsoidal parametric uncertainty regions that are generated by such identification methods. In this contribution we present a joint robust state feedback control/input design procedure which guarantees stability and prescribed closed-loop performance using models identified from experimental data. This means that given H∞H∞ specifications on the closed-loop transfer function are translated into sufficient requirements on the input signal spectrum used to identify the process. The condition takes the form of a linear matrix inequality.