Automatica 38 (2002) 1337 1346

www.elsevier.com/locate/automatica

Brief Paper
Virtual reference feedback tuning: a direct method for the design
of feedback controllers

M.C. Campia; , A. Lecchinib , S.M. Savaresic
a Dip. di Elettronica per lAutomazione, Universita di Brescia, Via Branze 38, 25123 Brescia, Italy
b CESAME, Universit%e Catholique de Louvain, Avenue Georg%es Lemaitre 4, B-1348 Louvain-la-Neuve, Belgium
c Dip. di Elettronica ed Informazione, Politecnico di Milano, Piazza Leonardo da Vinci 32, 20133 Milano, Italy

Received 17 January 2000; received in revised form 25 October 2001; accepted 22 January 2002

Abstract

This paper considers the problem of designing a controller for an unknown plant based on input=output measurements. The new design
method we propose is direct (no model identi4cation of the plant is needed) and can be applied using a single set of data generated by
the plant, with no need for speci4c experiments nor iterations. It is shown that the method searches for the global optimum of the design
criterion and that, in the case of restricted complexity controller design, the achieved controller is a good approximation of the restricted
complexity global optimal controller. A simulation example shows the e7ectiveness of the method. ? 2002 Elsevier Science Ltd. All
rights reserved.

Keywords: Data-based controller design; Direct control; PID tuning

1. Introduction Similarly to the above-mentioned tuning techniques, VRFT

only requires a single experiment on the plant.
In many practical control applications, a mathematical de-
scription of the plant is not available, and the controller has 1.1. Problem formulation
to be designed on the basis of measurements. This problem
has attracted the attention of control engineers since the for- It is assumed that the plant is a linear SISO discrete-time
ties with the pioneering work by Ziegler and Nichols (1942), dynamical system described by the rational transfer function
which focuses on the design of industrial PID controllers. P(z). Such a transfer function is unknown and a set of I=O
After Ziegler and Nichols (1942), many more techniques data, collected during an experiment on the plant, is available
started to appear, partly as modi4cations and extensions of for design purposes.
the Ziegler and Nichols method, partly as developments in The control speci4cations are assigned via a reference
? om & H@agglund, 1995; Chien,
new directions (see e.g. Astr@ model M (z). This describes the desired transfer function of
Hrones & Reswick, 1952; Dahlin, 1968; Haalman, 1965; the closed-loop system (see Fig. 1). Attention is restricted
McMillan, 1983). The main characteristic of these tech- to controllers which linearly depend on the parameter vec-
niques is that they can be easily implemented: simple exper- tor, namely the controller class {C(z; )} takes the form
iments on the plant are performed and some pre-speci4ed C(z; ) = T (z), where (z) = [1 (z) 2 (z) n (z)]T
rule is applied to the corresponding outcome. is a known vector of linear discrete time transfer functions,
This paper describes a new controller tuning method and  = [#1 #2 #n ]T is the n-dimensional vector of
called Virtual Reference Feedback Tuning (VRFT). parameters.


The control objective is the minimization of the following
This paper was not presented at any IFAC meeting. This paper
model-reference criterion:
was recommended for publication in revised form by Associate Editor
 
2
Toshiharu Sugie under direction of Editor Roberto Tempo.
P(z)C(z; )

JMR () =

M (z) W (z)

Corresponding author.
1 + P(z)C(z; )
; (1)
E-mail addresses: [email protected] (M.C. Campi), lecchini@ 2
auto.ucl.ac.be (A. Lecchini), [email protected] (S.M. Savaresi). where W (z) is a weighting function chosen by the user.

0005-1098/02/$ - see front matter ? 2002 Elsevier Science Ltd. All rights reserved.
PII: S 0 0 0 5 - 1 0 9 8 ( 0 2 ) 0 0 0 3 2 - 8
1338 M.C. Campi et al. / Automatica 38 (2002) 13371346

1998) shares with VRFT, the characteristic of being

r + u y
C(
) P direct; namely both VRFT and IFT do not make use of
any intermediate model construction step, and point di-
rectly to the controller selection. Using a very smart idea
for reconstructing the cost criterion gradient from data, IFT
performs a 4ne tuning of the controller through an iterative
procedure. In contrast, VRFT is not iterative and its main
Fig. 1. The control system.
characteristic is its ease of use. On the other hand, VRFT is
suboptimal for restricted controller classes. As we can see,
IFT and VRFT are in a sense complementary methods with
1.2. Motivation and original contributions their own area of applicability.

VRFT builds on a general idea for controller selection 1.4. Outline of the paper
originally proposed in Guardabassi and Savaresi (2000). In
Guardabassi and Savaresi (2000) only the bare idea was set The structure of the paper is as follows. In Section 2, the
up, with no concern for fundamental implementation and virtual reference idea is introduced. Starting from this basic
performance issues. The aim of this paper is to develop a idea, the VRFT technique is developed by addressing two
complete ready-to-use technique for the controller design. main issues: the problem of selecting a suitable pre-4lter
This will be done by addressing two crucial issues: in order to obtain a controller that minimizes (1) (Sec-
tion 3), and the problem of dealing with noise (Section 4).
the design of a pre-?lter of the data, in order to generate A simulation example ends the paper.
a controller that minimizes (1);
the treatment of data a7ected by noise.
2. The virtual reference framework
On the other hand, the present contribution does not ad-
dress the stability issue of the designed closed-loop system. In this section, the virtual reference framework, as it was
Depending on the choice of M (z), the designed method originally introduced in Guardabassi and Savaresi (2000), is
proposed here may as well result in a destabilizing con- brieNy recalled. A similar idea, though in a special setting,
troller, so that testing the closed-loop for stability may be has also been used in the context of control with neural net-
necessary in certain cases. This issue is dealt with in a works, see Norgaard, Ravn, Poulsen, and Hansen (2000).
separate contribution. The virtual reference approach has been applied in a non-
linear setting in Savaresi and Guardabassi (1997, 1998),
1.3. Comparison with other methods Nijmeijer and Savaresi (1998) and Guardabassi and
Savaresi (2001).
By comparing VRFT with the tuning rules presented in
Ziegler and Nichols (1942), Chien et al. (1952), Haalman 2.1. The basic idea
(1965), Dahlin (1968), McMillan (1983) and Astr@ ? om and
H@agglund (1995), it can be noted that the control prob- Suppose that a controller C(z; ) results in a closed-loop
lem addressed by VRFT is a model reference control prob- system whose transfer function is M (z). Then, if the
lem, where the user can specify his control objectives by a closed-loop system is fed by any reference signal r(t), its
suitable selection of a reference model M (z). This is a non- output equals M (z)r(t). Hence, a necessary condition for
trivial advantage over existing methods for the tuning of the closed-loop system to have the same transfer function
industrial controllers, where the control speci4cations are as the reference model is that the output of the two systems
given empirically, or assigned in a very simple and limited is the same for a given r(t).
O
fashion. Moreover, the range of applicability of VRFT is not Standard model reference design methods try to impose
restricted to PID controllers. such a necessary condition by 4rst selecting a reference r(t)
O
It is worth noticing that VRFT has some similarities with and then by choosing C(z; ) such that the condition is sat-
some iterative schemes for the controller design of unknown is4ed. However, for a general selection of r(t),
O the above
plants recently developed in the literature (see e.g. Schrama, task is diPcult to accomplish if a model of the plant is not
1992; Gevers, 1993; Hjalmarsson, Gunnarson, & Gevers, available. The basic idea of the virtual reference approach is
1994; Hakvoort, Schrama, & Van den Hof, 1994; Van den to perform a wise selection of r(t)
O so that the determination
Hof & Schrama, 1995; Zang, Bitmead, & Gevers, 1995; of the controller becomes easy.
De Callafon & Van den Hof, 1997; Hjalmarsson, Gevers, Suppose that we have in our hands two 4les collected
& Gunnarson, & Lequin, 1998). Among them, the inno- from the plant, one containing u measurements and the
vative iterative feedback tuning (IFT) method proposed other one the corresponding output y (how these 4les have
by Hjalmarsson and coauthors (Hjalmarsson et al., 1994, been generated is immaterial for the discussion to come.
 M.C. Campi et al. / Automatica 38 (2002) 13371346 1339

Suppose, however, that the system is noise-free. This is 3. Shaping the lter
for ease of explanation and the noisy case will be dealt
with in Section 4 of this paper). Given the measured y(t), Consider the performance index JMR () of the model ref-
consider a reference r(t)
O such that M (z)r(t)
O = y(t), where erence control problem Eq. (1) and the criterion of the vir-
M (z) is the desired reference model for the closed-loop tual reference approach Eq. (2): they look di7erent. In this
system we wish to design. Such a reference is called vir- section, it will be shown that their minimum arguments can
tual because it was not used to generate y(t). Notice in fact be made close to each other by a suitable selection
that y(t) is the desired output of the closed-loop system of the 4lter L(z). In this way, the virtual reference approach
when the reference signal is r(t).
O Then, compute the cor- can be used to solve the model reference control problem
responding tracking error e(t) = r(t)
O y(t). Even though stated in the introduction.
plant P(z) is not known, we know that when P(z) is fed It is important to note that in the derivations below, we
by u(t) (the actually measured input signal), it generates do not make the assumption that a controller exists in the
y(t) as an output. Therefore, a good controller is one controller class that leads to perfect matching. This would
that generates u(t) when fed by e(t). The idea is then to be unrealistic. As for the presence of noise, in this section
search for such a controller. Since both signals u(t) and we assume that u(t) and y(t) are noise-free. This is for ease
e(t) are known, this task reduces to the identi?cation of explanation and the presence of noise will be treated in
problem of describing the dynamical relationship between the next section.
e(t) and u(t).
The above idea can be implemented by the follow- 3.1. The choice of the ?lter
ing 3-step algorithm (where a 4ltering of data through a
user-chosen 4lter L(z) is also considered). It represents the To start with, note that, using the de4nition of 2-norm
bulk of the VRFT method. of a discrete-time linear transfer function, JMR () can be
Given a set of measured I=O data {u(t); y(t)}t=1; :::; N , do written as
the following:
   2
1  P(e j! )C(e j! ; ) 
1. calculate: JMR () =  M (e j! 
)
 j!
2  1 + P(e )C(e ; ) j! 
a virtual reference r(t)
O such that y(t) = M (z)r(t),
O and
the corresponding tracking error e(t) = r(t)
O y(t) (we
|W (e j! )|2 d!;
assume M (z) = 1, otherwise e(t) = 0);
2. 4lter the signals e(t) and u(t) with a suitable 4lter L(z): or, more compactly, by dropping the argument e j! :
eL (t) = L(z)e(t); uL (t) = L(z)u(t);    2
1  PC() 
JMR () =  M  |W |2 d!: (4)
3. select the controller parameter vector, say N , that mini- 
2  1 + PC()
mizes the following criterion:
N
Introduce now the rational function C0 (z) which exactly
N 1  solves the model-matching problem, namely C0 (z) is such
JVR () = (uL (t) C(z; )eL (t))2 : (2)
N that (C0 (z) exists because M (z) = 1)
t=1
P(z)C0 (z)
Note that when C(z; ) = T (z), criterion (2) can be = M (z): (5)
given the form 1 + P(z)C0 (z)
N
1  Note that, in general, C0 (z) does not belong to the family
N
JVR () = (uL (t) TL (t))2 ; of parameterized controllers {C(z; )} and, even more so, it
N
t=1 need not be a proper rational function. Moreover, we should
L (t) = (z)eL (t) (3) also note that there is no guarantee that C0 (z) results in a
stable closed-loop system since unstable pole-zero cancel-
and the parameter vector N is given by lation may occur in the product P(z)C0 (z). Such a C0 (z) is
 N 1 N used in the sequel only for analysis purposes.
 
N = L (t)L (t) T
L (t)uL (t): Using C0 (z), after some manipulations, performance in-
t=1 t=1 dex (4) can be rewritten as
 
In the next section we show that, by a suitable selection of 1 |P|2 |W |2 |C() C0 |2
the pre-4lter L(z), the controller C(z; N ) is nearly optimal JMR () = d!: (6)
2  |1 + PC()|2 |1 + PC0 |2
for cost criterion (1) and it is in fact optimal provided that
the selected controller class contains a controller that gives Consider now the criterion JVR N
(). It is well-known that,
perfect matching between the closed-loop transfer fucntion if the measured signals u(t) and y(t) can be considered
and M (z). realizations of stationary and ergodic stochastic processes,
1340 M.C. Campi et al. / Automatica 38 (2002) 13371346

when the number of available data grows (N ), the O where O is the minimum of JMR (). In Proposition
for  = ,
following holds: 1 below, we show that choice (10) is in fact optimal in a
sense precisely stated in the proposition.
N
JVR () JVR () = E[(uL (t) C(z; )eL (t))2 ]: (7)
Remark. One should note that the analysis is based on
N asymptotic results. Should the signals be poorly exciting
JVR () is the asymptotic counterpart of JVR (). Accord-
N
ingly, as N , the minimum N of JVR () will converge over certain frequency ranges of interest; the asymptotic re-
In the rest of the paper, for
to the minimum of JVR (), say . sults would start to hold for a very large amount of data
analysis purposes, JVR () will be used extensively in place points.
N
of JVR ().
Using the de4nitions of uL (t) and eL (t) given in the 3.2. Analysis of the proposed ?lter
previous section, the de4nition of C0 (z) in (5), and the
Parseval theorem (see e.g. Ljung, 1999), the asymptotic Set TC(z) = C0 (z) T (z); O where O is the parameter
criterion (7) can be given the following frequency-domain vector which minimizes JMR (). Note that TC(z) is the part
representation: of C0 (z) which cannot be explained by the chosen family of
  controllers. Obviously, if C0 (z) {C(z; )}, then TC(z)=0.
1 |L|2 Introduce now the following extended vector of transfer
JVR ()= |P|2 |C()C0 |2 |1M |2 u d!; (8)
2  |M |2 functions:

where u is the spectral density of u(t). + (z) = [1 (z) 2 (z) n (z) TC(z)]T
Comparing JMR () and JVR () (Eqs. (6) and (8), respec-
tively), the following observations can be made: and the following extended parameter vector

If C0 (z) {C(z; )} and JVR () has a unique minimum,  + = [#1 #2 #n #n+1 ]T :
minimizing JVR () gives C0 (z), no matter what L(z) is.
Suppose instead that C0 (z)  {C(z; )}. If the following Then, de4ne an extended family of controllers C + (z;  + ) =
identity holds: + + T
+ (z)T  + . Clearly, C0 (z) = C + (z; O ), with O = [O 1]T .
Finally, consider the extended performance index
|M |2 |W |2 1
|L|2 = ; ! [ ; ]; (9)
 
2
|1 + PC()|2 u
P(z)C + (z;  + )

+ +
JMR ( ) =

M (z) W (z)

1 + P(z)C + (z;  + )
:
2
then JVR () = JMR (). As a consequence, minimizing
JVR () is the same as minimizing JMR (). Note that the di7erence between JMR () and JMR +
( + ) is
that the latter is parameterized by the family of extended
Clearly, the choice of the 4lter L(z) suggested by Eq. (9)
controllers {C + (z;  + )}. The second-order Taylor expan-
is not feasible since P(z) is not known and it also depends + +
on . Here, the following choice of L(z) is instead sion around its global minimizer O is denoted by JO MR ( + ),
proposed: namely:
+ +
Select L(z) such that
+
JMR ( + ) = JO MR ( + ) + o(  + O 22 ):

1 We have now the following result.

|L|2 = |1 M |2 |M |2 |W |2 ; ! [ ; ]: (10)
u
Proposition 1. The parameter vector O which minimizes
First notice that all quantities in the right-hand side of the performance index JMR (); and the parameter vector 
Eq. (10) are known and therefore L(z) can be actually com- which minimizes JVR () when L(z) is selected according to
puted (in fact u can be considered known only when the (10) are such that:
input signal has been selected by the designer. In other sit-
uations, u needs to be estimated). Moreover, it is readily O = arg min JMR
+
([ T 0]T ); (11)

seen that expression (10) is equivalent to
+
 = arg min JOMR ([ T 0]T ): (12)
|M |2 |W |2 1 
|L|2 = ; ! [ ; ]:
|1 + PC0 |2 u Proof. See the appendix.

Hence, choice (10) corresponds to substituting |1 + PC()|2 The above result is interesting since it provides a formal
with |1 + PC0 |2 in Eq. (9), which appears to be a sensible relationship between the parameter vector  obtained using
selection since we expect that |1 + PC()|2 |1 + PC0 |2 the virtual reference approach and the optimal parameter
 M.C. Campi et al. / Automatica 38 (2002) 13371346 1341

O which minimizes the original performance index

vector , 1.2

JMR (). In particular, Proposition 1 states that O minimizes

the restrictionover the n-dimensional vector space of 1

the 4rst n elements of  + of JMR +

( + ), whereas  min-
imizes the restriction over the same vector space of the 0.8
+
second-order expansion (around O ) of the extended per-
+
formance index JMR ( + ). The reason why this is so is that, 0.6
+
by the choice (10), JVR () is in fact equal to JO MR ([ T 0]T ).

2
Based on this result, we conclude that if the transfer func- 0.4

tion TC(z) plays a marginal role in determining C0 (z),

namely the family of controllers {C(z; )} is only slightly 0.2

under-parameterized, then C(z; ) is a good approximation

O since J + ( + ) is well approximated in a neigh-
to C(z; ) 0
MR
borhood of its minimum by its second-order expansion
+
JOMR ( + ). 0.2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8
1
Example 1. Consider a plant; a reference model; and a fam- +
ily of controllers characterized by the following transfer
+
Fig. 2. Contour plots of JMR ( + ) (continuous line) and JOMR ( + ) (dashed
+
functions: O
line); (O)= ; (X) =[ 0]T ; (+)=[O 0]T .

z 1 0:6z 1
P(z) = ; M (z) = ;
1 0:6z 1 1 0:4z 1
noise d(t), namely the collected output measurement is

C(z; ) = : y(t) = P(z)u(t) + d(t):
1 z 1
Notice that C(z; ) can be rewritten as C(z; ) = (z)T ; We make the assumption that the processes u() and d()
where (z) = 1=(1 z 1 ). The ideal controller which are uncorrelated, namely that the data are collected when
exactly solves the model-matching problem is given by the plant is working in open-loop con4guration. Closed-loop
data collection is not dealt with in detail in this paper for
0:6 0:36z 1
C0 (z) = space limitations; however, extending the presented ideas to
1 z 1 a closed-loop setting is straightforward and brieNy discussed
(note that C0 (z)  {C(z; )}). The global minimum of the at the end of the present section.
model-reference criterion JMR () is achieved by O = 0:34; If the virtual reference algorithm of Section 2 is applied
whereas the global minimum of JVR () (when the 4lter is to the data-set {u(t); y(t)}t=1; :::; N , one obtains a biased pa-

chosen as in (10)) is achieved by =0:44. Correspondingly; rameter vector and this results in a signi4cant deterioration
O
JMR () = 1:35; and JMR () = 1:45. Using the de4nitions of the performance. This can be easily understood by in-
introduced above; the extended controller class is given by specting the frequency-domain expression of the asymptotic
C + (z;  + ) = + (z)T  + ; where criterion JVR (), when using noise-free and noisy data:

T
1 0:26 0:36z 1 Asymptotic criterion using noise-free data {u(t);
+ (z) = ;  + = [#1 #2 ]T
1 z 1 1 z 1 y(t)}t=1; :::; N :
 
+ + T 1
and C0 (z) = + (z)T O ; with O = [O 1]T = [0:34 1]. A JVR () = |P|2 |C() C0 |2
graphical interpretation of the results is shown in Fig. 2; 2 
+
where the contour plots of JMR+
( + ) and JO MR ( + ) are dis-
|L|2
played. As stated in Proposition 1, it is apparent that O is |1 M |2 u d!: (13)
the minimum of the extended performance index restricted |M |2
to #2 = 0, whereas  is the minimum of the quadratic ap- Asymptotic criterion using noisy data {u(t);
+
proximation around O of the extended performance index y(t)}t=1; :::; N :
restricted to #2 = 0.  
1 |L|2
JVR () = |P|2 |C() C0 |2 |1 M |2 u
2  |M |2
4. The use of noisy data

|C()|2 2
+ |L|  d d! (14)
|P|2 |C0 |2
In this section, we discuss the behavior of the VRFT
method when the plant output y(t) is a7ected by additive (d is the spectral density of the noise).
1342 M.C. Campi et al. / Automatica 38 (2002) 13371346

Apparently, the minima of (13) and (14) are di7erent be- The following remarks are in order.
cause the term due to d() in (14) depends on .
In the following, we propose the use of an instrumental Using (16) is possible only if two independent experi-
variable method to counteract the e7ect of noise (Ljung, ments characterized by the same input signal can be made
1999). on the plant.
Introduce the symbol When (17) is used, strictly speaking, we can no longer
claim that the method is fully direct since P(z) has to be
L (t) = (z)L(z)(M (z)1 1)y(t) estimated. However, it is important to note that the esti-
mated plant is used with the only objective of generating
which denotes the regressors when the system is a7ected by an instrumental variable signal and its actual expression
noise (compare with (3)). Letting (t) be the instrumental is not directly used to design the controller. This in par-
variable, the parameter is estimated according to equation ticular implies that a high-order model can be used in
 1   the identi4cation of P(z) without a7ecting the controller
IV
N
 N
 complexity.
N = (t) L (t) T
(t)uL (t) : (15)
t=1 t=1 We conclude this section by summarizing the complete
VRFT algorithm in the case when choice (17) is made.
4.1. Choice of the instrumental variables
VRFT Algorithm
We propose two di7erent choices for the instrumental var-
IV Set L(z) = (1 M (z))M (z)W (z)U (z)1 , where U (z) is
iables. The 4rst one guarantees that asymptotically  = .

such that |U (e j! )|2 = u (!).
However, an additional experiment on the plant is required. Compute uL (t) as: uL (t) = L(z)u(t).
IV
The second one does not guarantee that  =  rigorously, Compute L (t) as: L (t) = (z)L(z)(M (z)1 1)y(t).
but the residual error is expected to be small. It does not Identify a high-order model P(z) from {u(t)}t=1; :::; N to
require an additional experiment on the plant. {y(t)}t=1; :::; N .
The proposed choices are as follows: Compute (t) as: (t) = (z)L(z)(M (z)1 1)P(z)u(t).
IV
Compute the parameter vector of the controller as N =
Repeated experiment. Perform a second experiment on  1 
N N
the plant using the same input {u(t)}t=1; :::; N and collect t=1 (t) L (t)T t=1 (t)uL (t):
the corresponding output sequence {y(t) }t=1; :::; N . Then,
construct the instrumental variables as:
4.2. Closed-loop noisy data
1 
(t) = (z)L(z)(M (z) 1)y (t): (16)
The VRFT method can be successfully applied to data
 collected in closed-loop as well. An extended discussion
Notice that {y(t) }t=1; :::; N will be di7erent from
on the use of closed-loop data goes beyond the scope of
{y(t)}t=1; :::; N since the two sequences are a7ected by two
this paper. Here, it suPces to say that the above procedure
di7erent realizations of the noise in the two experiments.
can still be used by replacing the identi4cation step of P(z)
If we assume, as it is reasonable, that the noise signals
with the identi4cation of the complementary sensitivity of
in the two experiments are uncorrelated, then, asymptot-
the same result as in the noiseless the closed-loop system. The reader is referred to Lecchini
ically, (16) gives ,
(2001) for details and comments.
case.
Identi?cation of the plant. Identify a model P(z) of the
plant from the set of data {u(t); y(t)}t=1; :::; N and generate
the simulated output y(t) = P(z)u(t). Then construct the 5. A simulation example
instrumental variables as:
In order to better illustrate the main features of the VRFT
(t) = (z)L(z)(M (z)1 1)y(t): (17) technique, a simulation example is now presented.
The plant we consider is the Nexible transmission system
The identi4cation of the plant is a standard open-loop proposed in Hjalmarsson, Gunnarson, and Gevers (1995)
identi4cation problem. The model P(z) can be estimated as a benchmark for digital control design. Here, the un-
using di7erent techniques among which a high-order ARX loaded case is considered. The Nexible transmission consists
model (Ljung, 1999), or a high-order state space model of three horizontal pulleys connected by two elastic belts
(Van Overschee & De Moor, 1994). (see Fig. 3a). The system input is the angular position of
Due to possible inaccuracy of the estimated P(z), this sec- the 4rst pulley; the system output is the angular position of
ond method does not guarantee that the estimate asymp- the third pulley. The control objective is to make the an-

totically tends precisely to . gular position of the third pulley as close as possible, over
 M.C. Campi et al. / Automatica 38 (2002) 13371346 1343

30

20

10

Magnitude [dB]
0

10

20

30

40
u(t) y(t) 100 101
Frequency [rad/sec]
(a) (b)

Fig. 3. (a) Layout of the Nexible transmission; (b) Bode magnitude plots: the plant (thin line) and the reference-model (bold line).

a suitable bandwidth, to the angular position of the 4rst designed as proposed in Section 2. The third design case is
one. instead characterized by the presence of noise.
The inputoutput dynamic behavior of the plant can be Case 1: L(z) = 1no noise.
1
described by the following discrete-time linear transfer The estimated parameter vector is N = [0:14724
function P(z): 0:25016 0:29166 0:25678 0:18587 0:03717]T . We
1
obtain JMR (N ) = 0:232. The magnitude Bode plot and
P(z) = z 3 B(z)=A(z);
the step response of the corresponding closed-loop transfer
function are shown in Fig. 4. Apparently, the control system
A(z) = 1 1:41833z 1 + 1:58939z 2 1:31608z 3
has a behavior which remarkably di7ers from that of M (z).
+ 0:88642z 4 ; Case 2: L(z) = (1 M (z))M (z)no noise.
2
The estimated parameter vector is N = [0:32905
B(z) = 0:28261 + 0:50666z 1 0:59771 0:70728 0:64010 0:46499 0:11763]T . In this
2
case we obtain JMR (N ) = 0:0343. The magnitude Bode plot
which is the discrete-time model (using a sampling time and the step response of the achieved closed-loop transfer
Ts = 0:05 s) of the system described in Hjalmarsson et al. function are shown in Fig. 5. Note that the so-obtained con-
(1995). The control objective is expressed by trol system tracks almost perfectly the behavior of the refer-
ence model. It is interesting to compare the performance of
z 3 (1 )2 2
the controller C(z; N ) obtained via VRFT with the optimal
M (z) = ; = eTs !O ; !O = 10;
(1 z 1 )2 O for which =[0:333240:60964
controller C(z; ), O 0:72401
0:66020 0:48204 0:12508]T , JMR () O = 0:0340. Since
where !O is the desired bandwidth. The magnitude Bode plots 2 2
of P(z) and M (z) are shown in Fig. 3b. The weighting factor JMR (N ) = 0:0343, the sub-optimality of C(z; N ) is
is W (z) = 1 and the class of controllers is negligible.
Case 3: L(z) = (1 M (z))M (z)noisy data.
#0 + #1 z 1 + #2 z 2 + #3 z 3 + #4 z 4 + #5 z 5 In this case, the output signal has been corrupted by a
C(z; ) = : zero mean white disturbance such that the signal-to-noise
1 z 1
ratio is SNR = 10. (SNR is the ratio between the vari-
Note that, being P(z) nonminimum-phase, a perfect model ance of y(t) = P(z)u(t) and the variance of the noise
matching would lead to an unstable closed-loop. In order to signal). The 4lter L(z) has been chosen as in Case 2.
3
compute N via the VRFT method, a set of data have been The controller parameter vector N = [0:07069 0:03865
obtained by feeding P(z) in open loop with N =512 samples 0:00191 0:00767 0:02166 0:0077]T is estimated with-
of a zero-mean Gaussian white noise (u (!) = 0:01). In out paying attention to the presence of noise. The step
the following, we will present three di7erent VRFT design response of the achieved control system is shown in
cases. The 4rst two cases aim to illustrate the e7ect of a Fig. 6a. Notice the degradation of the performance with re-
bad=good shaping of the 4lter L(z). Speci4cally, in Case 1 spect to the noise-free case (Case 2). The inNuence of noise
the trivial 4lter L(z) = 1 is used, whereas in Case 2 L(z) is can be counteracted via the use of instrumental variables
1344 M.C. Campi et al. / Automatica 38 (2002) 13371346

30 1.4

20 1.2

Magnitude [dB] 10 1

0 0.8

10 0.6

20 0.4

30 0.2

40 0 1
0
10 10 0 0.5 1 1.5 2 2.5
(a) Frequency [rad/sec] (b) Time [sec]
1
Fig. 4. (a) Magnitude Bode plots: the control system with N (thin line) and the reference-model (bold line); (b) Step responses: the control system
1
with  (thin line) and the reference-model (bold line).
N

30 1.4

20 1.2
Magnitude [dB]

10 1

0 0.8

10 0.6

20 0.4

30 0.2

40 0 1
0
10 10 0 0.5 1 1.5 2 2.5
(a) Frequency [rad/sec] (b) Time [sec]
2
Fig. 5. (a) Magnitude Bode plots: the control system with N (thin line) and the reference-model (bold line); (b) Step responses: the control system
2
with  (thin line) and the reference-model (bold line).
N

1.4 1.4

1.2 1.2

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0 0
0 0.5 1 1.5 2 2.5 0 0.5 1 1.5 2 2.5
(a) Time [sec] (b) Time [sec]
3 4
Fig. 6. Step responses: (a) the control system with N (thin line) and the reference-model (bold line); (b) the control system with N (thin line) and
the reference-model (bold line).

as explained in Section 4. The parameter vector obtained Note that, in the example, the unstable zero of the plant
through (15) with choice (17) (where P(z) is a fourth- gives no problems since it is located in the high-frequency
4
order ARX model) is N = [0:28381 0:43055 0:39188 region, well beyond the closed-loop bandwidth, and there-
0:28544 0:23083 0:04599]T . The step response of the fore does not tend to be canceled by the controller. Should
so-designed control system is shown in Fig. 6b. this be not the case, stability problems could have arisen. In
 M.C. Campi et al. / Automatica 38 (2002) 13371346 1345

general situations, testing the controller for stability is nec- If the 4lter L(z) is chosen as in (10) then JVR () is given
essary before implementing it. by
 
1 |W |2
JVR () = |P|2 |C() C0 |2 d!: (A.2)
2  |1 + PC0 |4
6. Conclusions

In this work, a design technique called Virtual Reference By comparing (A.1) and (A.2), we then note that if the 4lter
+
Feedback Tuning has been presented. VRFT has many at- L(z) is chosen as in (10), then JOMR ([ T 0]T )=JVR (), from
tractive features, which can be summarized as follows: which result (12) follows.

it allows the direct global minimization of standard

model-reference performance indices using I=O measure-
ments; References
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ture (e.g. PID); ? om, K. J., & H@agglund, T. (1995). PID controllers. Theory, design
Astr@
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Chien, K. L., Hrones, J. A., & Reswick, J. B. (1952). On the automatic
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direct design method: an o7-line approach to data-based control
Appendix system design. IEEE Transactions on Automatic Control, 45(5),
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([ T 0]T ) re- Guardabassi, G. O., & Savaresi, S. M. (2001). Approximate linearization
sult (11) is trivially true. As for (12) we start by calculating via feedback: An overview. Survey Paper on Automatica, 37(1),
+ 115.
the Taylor expansion of JMR +
( + ) around O . After some Haalman, A. (1965). Adjusting controllers for a dead-time process.
cumbersome calculations we obtain Control Engineering, July-65 (pp. 7173).
Hakvoort, R. G., Schrama, R., & Van den Hof, P. M. J. (1994).
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Hjalmarsson, H., Gevers, M., Gunnarson, S., & Lequin, O. (1998).
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J + ( + ) = 0; Iterative feedback tuning: theory and applications. IEEE Control
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  iterative restricted complexity control design scheme. In Proceedings
d2 1 2|P|2 |W |2 + +T
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+ 2  |1 + PC0 |4 Vista, editor. FL (pp. 1735 1740).
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The second-order expansion is then given by of a robust regulator for a Nexible transmission system. European
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+
JOMR ( + ) Lecchini, A. (2001). Virtual reference feedback tuning: A new direct
data-based method for the design of feedback controllers. Ph.D. thesis,
 
Universit\a di Brescia.
+ 1 |P|2 |W |2 + +T
= ( +
O )T   d! Ljung, L. (1999). System identi?cation: Theory for the user. Englewood
2  |1 + PC0 |4 Cli7s, NJ: Prentice-Hall.
McMillan, G.K. (1983). Tuning and control loop performance.
+
( + O ) Instruments Society of America, North Carolina, USA.
Nijmeijer, H., & Savaresi, S. M. (1998). On approximate model-reference
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1 |W |2
= |P|2 |C + ( + ) C0 |2 : (A.1) 12611266.
2  |1 + PC0 |4 Norgaard, N., Ravn, O., Poulsen, N. K., & Hansen, L. K. (2000). Neural
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1346 M.C. Campi et al. / Automatica 38 (2002) 13371346

Savaresi, S. M., & Guardabassi, G. O. (1997). Approximate feedback Moreover, he is a Distinguished Lecturer under the IEEE CSS Program.
linearization of discrete time non-linear systems using virtual input He has held visiting positions at many universities including the Aus-
direct design. Systems & Control Letters, 32, 6367. tralian National University, Canberra, Australia; the University of Illinois
Savaresi, S. M., & Guardabassi, G. M. (1998). Approximate I=O feedback at Urbana-Champaign, USA; the Centre for Arti4cial Intelligence and
linearization of discrete-time non-linear systems via virtual input direct Robotics, Bangalore, India; and the University of Melbourne, Australia.
His current research interests include: system identi4cation, control rele-
design. Automatica, 34(6), 715722.
vant system identi4cation, adaptive and iterative control, learning theory,
Schrama, R. J. (1992). Accurate models for control design: the necessity and stochastic systems.
of an iterative scheme. IEEE Transactions on Automatic Control,
37(7), 991994.
Van den Hof, P. M. J., & Schrama, R. (1995). Identi4cation and control
closed loop issues. Automatica, 31(12), 17511770. Andrea Lecchini received the Laurea de-
Van Overschee, P., & De Moor, B. (1994). N4SID: Subspace algorithms gree in Computer Engineering from the
for the identi4cation of combined deterministicstochastic systems. University of Pavia, Italy, in 1997, and
Automatica, 30(1), 7593. the Ph.D. degree from the University of
Zang, Z., Bitmead, R. R., & Gevers, M. (1995). Iterative weighted Brescia, Italy, in 2001. He is currently a
least-squares identi4cation and weighted LQG control. Automatica, post-doc researcher at CESAME (Centre
for System Engineering and Applied Me-
31(11), 15771594.
chanics) at Universit]e Catholique de Lou-
Ziegler, J. G., & Nichols, N. B. (1942). Optimum settings for automatic vain in Louvain-la-Neuve, Belgium. Dr.
controllers. Transactions of the ASME, 64, 759768. Lecchinis research interests are in iden-
ti4cation and data-based control systems
Marco C. Campi was born in Tradate, design.
Italy, in 1963. He received the Doctor
degree in electronic engineering from the
Politecnico di Milano, Milano, Italy, in Sergio M. Savaresi was born in Manerbio,
1988. From 1988 to 1989, he was a Italy, on September 21, 1968. He received
Research Assistant in the Department of the Doctor Degree (Laurea) in Electrical
Electrical Engineering, the Politecnico di Engineering from the Politecnico di Milano
Milano. From 1989 to 1992, he worked in 1992, the Ph.D. in Systems and Control
as a researcher at the Centro di Teoria dei Engineering in 1997, and the Doctor De-
Sistemi of the National Research Council gree in Mathematics from the Universit\a
in Milano. Since 1992, he has been with Cattolica in 2002. In 1998, he worked at
the University of Brescia, Italy, where he is McKinsey & Co. Since 1999, he has been
currently Professor of Automatic Control. Dr. Campi is an Associate Ed- with the Politecnico di Milano, where he is
itor of Automatica, the European Journal of Control, and Systems and currently Associate Professor in Automatic
Control Letters. Serves as Vice-Chair of the Technical Committee IFAC Control. His main interests are in the areas
on Stochastic Systems (SS) and is a member of the Technical Com- of data analysis and system identi4cation, non-linear control theory, and
mittee IFAC on Modeling, Identi4cation and Signal Processing (MISP). control applications.