Finite Sample Properties of Virtual Reference Feedback Tuning Control

In this paper, finite sample properties of virtual reference feedback tuning control are considered, by using the theory of finite sample properties from system identification. To design a controller in closed loop system structure, the idea of virtual reference feedback tuning is proposed to avoid the identification process corresponding to the plant model. After constructing one identification cost without any knowledge of plant model, the author derives one bound on the difference between the expected identification cost and its sample identification cost under the condition that the number of data points is finite. Also the correlation between the plant input and external noise is considered in the derivation of this bound. Furthermore, the author continues to derive one probability bound to quantify this difference by using some probability inequalities and control theory.