Closed-loop model set validation under a stochastic framework (Q1614413)

The authors assume that the dynamics of a multi-input multi-output plant are described by a model set with unstructured uncertainties. Further, identification experiments are performed in closed loop. A necessary and sufficient condition is provided for the consistency of the model set both with the stabilizing controller and with the closed-loop frequency domain experimental data. An analytic formula is given for the sample unfalsified probability of the model set, and a numerical example illustrates the theoretical results.