An LMI-based method for the integrated system identification and controller design is proposed in the paper. We use the fact that a class of a system identification problem results in an LMI optimization problem. By combining LMIs for the system identification and those to obtain a discrete time controller we propose a framework to integrate two steps for the model-based control system design, that is, the system identification and the controller synthesis. The framework enables us to obtain a good model for control and a model-based feedback controller simultaneously in the sense of the closed-loop performance. An iterative design algorithm similar to so-called Windsurfer Approach is presented.