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In this paper, we generalize existing fundamental limitations on the accuracy of the estimation of dynamic models. In addition, we study the large sample statistical behavior of different estimation-based controller design strategies. In particular, fundamental limitations on the closed-loop performance using a controller obtained by Virtual Reference Feedback Tuning (VRFT) are studied. We also extend our results to more general estimation-based control design strategies. We present numerical examples to show the application of our results. © 2011 Elsevier Ltd. All rights reserved., This work has been partially supported by the project GVPRE/2008/116 financed by Generalitat Valenciana (Spain). This paper was not presented at any IFAC meeting. This paper was recommended for publication in revised form by Associate Editor Guoxiang Gu under the direction of Editor Torsten Soderstrom.

A common practice in a system identification exercise is to perturb the system of interest and use the resulting data to build a model. The problem of interest in this contribution is to synthesize an input signal that is maximally informative for generating good quality models while being "plant friendly", i.e., least hostile to plant operation. In this contribution, limits on input move sizes are the plant friendly specifications. The resulting optimization problem is nonlinear and nonconvex. Hence, the original plant friendly input design problem is relaxed which results in a convex optimization problem. We formulate a SemiDefinite Programme using the theory of generalized Tchebysheff inequalities to derive tight bounds on the quality of relaxation. Simulations show that the relaxation results in more plant friendly input signals. � 2006 IEEE.

This paper considers a recently proposed framework for experiment design in system identification for control. We study model based control design methods, such as Model Predictive Control, where the model is obtained by means of a prediction error system identification method. The degradation in control performance due to uncertainty in the model estimate is specified by an application cost function. The objective is to find a minimum variance input signal, to be used in system identification experiment, such that the control application specification is guaranteed with a given probability when using the estimated model in the control design. We provide insight in the potentials of this approach by finite impulse response model examples, for which it is possible to analytically solve the optimal input problem. The examples show how the control specifications directly affect the excitation conditions in the system identification experiment. © 2010 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.QC 20120104

This paper studies the input design problem for system identification where time domain constraints have to be considered. A finite Markov chain is used to model the input of the system. This allows to directly include input amplitude constraints in the input model by properly choosing the state space of the Markov chain, which is defined so that the Markov chain generates a multi-level sequence. The probability distribution of the Markov chain is shaped in order to minimize the cost function considered in the input design problem. Stochastic approximation is used to minimize that cost function. With this approach, the input signal to apply to the system can be easily generated by extracting samples from the optimal distribution. A numerical example shows how this method can improve estimation with respect to other input realization techniques. © 2009 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. QC 20110124