An LMI-based method for the simultaneous system identification and controller design is proposed in the paper. With the fact that a class of system identification problem results in an LMI optimization problem a model update with a constraint on the closed-loop performance in an approximate sense is proposed. By combining the LMI-based identification method with the LMI-based conventional controller design we propose a framework to integrate two steps, system identification and controller design. The framework enables us to obtain a good model and feedback controller simultaneously in the sense of the closed-loop performance. An iterative design algorithm similar to so-called Windsurfer Approach is presented in the paper.
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