Abstract
This paper is a simulation study of an indirect adaptive LQG regulator. A single-input-single-output plant, represented by an ARMA model, is identified by the Approximate Maximum Likelihood method. Two approaches are studied for the design of the controller: the first uses a Kaiman filter and the Riccati equation, the second is based on spectral factorization and pole placement. The latter method proved faster, and should probably be used at least for low order systems. Simulation results establish the potential value of this indirect method.
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