VRFT with ARX controller model and constrained total least squares

Abstract: The virtual reference feedback tuning (VRFT) is a non-iterative data-driven (DD) method employed to tune a controller's parameters aiming to achieve a prescribed closed-loop performance. In its most common formulation, the parameters of a linearly parametrized controller are estimated by solving a least squares (LS) problem, which in the presence of noise leads to a biased estimate of the controller's parameters. To eliminate this bias, an instrumental variable (IV) variant of the method is usual, at the cost of increasing significantly the estimate's variance. In the present work, we propose to apply the constrained total least squares (CTLS) solution to the VRFT problem. We formulate explicitly the VRFT solution with CTLS for controllers described by an autoregressive exogenous (ARX) model. The effectiveness of the proposed solution is illustrated by two case studies in which it is compared to the usual VRFT solutions and to another, statistically efficient, design method.