This paper presents a new approach to deal with the dual problem of system identification and regulation. The main feature consists of breaking the control input to the system into a regulator part and a persistently exciting part. The former is used to regulate the plant using a robust MPC formulation, in which the latter is treated as a bounded additive disturbance. The identification process is executed by a simple recursive least squares algorithm. In order to guarantee sufficient excitation for the identification, an additional non-convex constraint is enforced over the persistently exciting part.
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