An algorithm for closed-loop data-driven simulation

Closed-loop data-driven simulation refers to the problem of constructing trajectories of a closed-loop system directly from data of the plant and a representation of the controller. Conditions under which the problem has a solution are given and an algorithm for computing the solution is presented. The problem formulation and its solution are in the spirit of the deterministic identification algorithms, i.e., in the theoretical analysis of the method, the data is assumed exact (noise free).