This paper studies the closed-loop system identification (ID) error when a dynamic integral controller is used. Pseudo-random binary sequence (PRBS) q-Markov covariance equivalent realization (Cover) is used to identify the closed-loop model, and the open-loop model is obtained based upon the identified closed-loop model. Accurate open-loop models were obtained using PRBS q-Markov Cover system ...

Optimal feedback controls of PDor PID-type can be approximated very efficiently by optimal open-loop feedback controls based on optimal open-loop controls. Extending the standard construction, stochastic optimal open-loop feedback controls are constructed by taking into account still the random parameter variations in the control system. Hence, corresponding to the standard deterministic case, ...