On Instability of LS-based Self-tuning Systems with Bounded Disturbances

It is well known that discrete-time linear systems can be stabilized by a least-squares (LS) based self-tuning regulator (STR), as long as noises are absent. However, this note shows that once the discrete-time linear systems are disturbed, the LS-based STR is always running the risk of unstabilizing systems, no matter how small the noises are.