Generalised minimum variance control of linear time-varying systems
نویسندگان
چکیده
منابع مشابه
Minimum-variance control of linear time-varying systems
The problem of generalised minimum variance control of linear time-varying discrete-time systems is studied. Standard time-varying controlled autoregressive moving average models are considered, and the sum of plant output tracking error variance plus a penalty term on plant input is chosen as the cost functional. The timevarying controller described is able to minimise the generalised tracking...
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A generalised minimum variance controller is developed for linear time-varying systems. The plants to be controlled are described using a controlled autoregressive moving average model and are exponentially stable. Both, the plant parameters and the noise variance are time-varying. The generalised minimum variance cost functional is the sum of a tracking error variance between a filtered plant ...
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In this paper, the problem of generalised minimum variance control of linear time-varying systems is studied. A time-varying optimal controller is developed for a standard controlled autoregressive moving average model using a cost function that is the sum of the plant output tracking error variance plus a penalty term of the squared manipulated variable. Copyright © 2005 IFAC
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ژورنال
عنوان ژورنال: IEE Proceedings - Control Theory and Applications
سال: 2002
ISSN: 1350-2379,1359-7035
DOI: 10.1049/ip-cta:20020254