Broadband Disturbance Rejection Using Retrospective Cost Adaptive Control

We apply retrospective cost adaptive control (RCAC) to a broadband disturbance rejection problem under limited modeling information and assuming that the performance variable is measured. The goal is to compare the asymptotic performance (that is, after convergence of the controller) of the adaptive controller with the performance of discrete-time LQG controller, which uses complete modeling information but does not require a measurement of the performance variable. For RCAC we assume that the first nonzero Markov parameter of the plant is known. We show that if the plant zeros are also known, the retrospective cost can be modified to recover the high-control-authority LQG performance.