A transformation in the s-plane is described which has utility in implicit model-following optimal control design application and in estimation or parameter identification problems. The objective of the transformation is, for the control problem, to achieve an unstable closed-loop system, and, for the estimation problem, to alleviate algorithm convergence problems that may arise in identifying unstable systems. For the control problem, the transformation is a shift along the real (sigma) axis of the plant and model poles and zeros. This transformation is shown to be equivalent to a modified performance index but offers the advantage of compatibility with existing optimal control solution algorithms. For the estimation problem, the data are multiplied by an exponential function and the assumed measurement and process noise covariances are appropriately modified. Examples of both control and estimation applications are presented.
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Lebacqz et al. (1980) studied this question.
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