Multiple objective optimization approach to simultaneous identification and robust adaptive tracking

The problem of simultaneous optimal identification and robust tracking of uncertain linear systems on a finite time interval is formulated. An algorithm based on simultaneous state estimation and parameters identification and a certainty equivalence control algorithm is proposed. The main novelty of the presented approach is that the certainty equivalence control has, in addition of its control properties, qualities that are enhancing both the identification and robustness. Example is presented. Copyright (C) 1998 IFAC.