Data-based closed-loop system simulation

This paper provides a framework for control design and simulationof a closed-loop system with partial input/output data of a plant.Given the input/output crosscorrelation and outputautocorrelation data of an open loop dynamic system, asimulation model implemented in fixed-point digital devices whichmatches these data is obtained using q-Markov CovarianceEquivalent Realizations. These results allow the design of digitalsimulations with no error within the specified set ofcrosscorrelation and autocorrelation data. When a linearapproximation of the plant is assumed, an LQG controller can bepresented solely in terms of the input/output crosscorrelationdata. This is the so-called the Markov data-based LQG control.With both the simulation model of the plant and the controller inhand, a closed-loop simulation can be constructed. This is yetanother example showing that significant work can be done withvery limited information of a plant.