Abstract
The self-tuning property of the reduced variance overparametrized pole-assignment self-tuning regulator is shown to imply partial system identifiability. The specified closed-loop poles for pole assignment occur asymptotically but the asymptotic closed-loop zero locations generally differ from those which are necessary for correct variance reduction. This implies that an explicit self-tuning algorithm should be used to implement the overparametrized pole-assignment self-tuning regulator in order to achieve correct variance reduction. © 1997 John Wiley & Sons, Ltd.
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