Simultaneous Model Predictive Control and Identification: Closed-Loop Properties

Model Predictive Control and Identification is an adaptive control technique which solves an online optimization problem to find process inputs for dual control problem. Its main goal is to bring robustness, to Model Predictive Control, increase the capability to handle uncertainties and time varying parameters in the processes. Theoretical properties, such as feasibility of the optimization problem, parameter convergence, are explored in this paper. In addition an algorithm combining recursive least squares objective with Sylvester Matrix constraint is proposed to obtain parameter estimates which do not exhibit pole zero cancellation in the identifier. Key Words-Adaptive Control, Persistence of Excitation, predictive Control, pole-zero cancellation