Adaptive LQG/LTR control; discontinuity issue

An adaptive LQG control with no control cost is considered. In such case the loop transfer recovery (LTR) effect can be obtained. The control problem is handled using discrete-time state-space model and the parameter estimation is performed for corresponding ARMAX model which can be represented in innovation state-space form. Thus the direct estimation of model parameters is possible by means of standard ERLS procedure and the adaptive control is implemented through certainty equivalence principle. In such a situation the problem of solution continuity of Riccati equation can arise for nonminimum-phase systems. Computer simulations of third-order systems modeled by a second-order minimum-phase and nonminimum-phase models are given to illustrate the robustness and performance properties of the adaptive controller, particularly with respect to the modelling error parameter η.