A generalised minimum variance controller for time-varying MIMO linear systems with multiple delays
نویسندگان
چکیده
In this paper we study optimal control of time-varying multi-input multi-output stochastic systems and develop a generalised minimum variance controller. The system to be controlled is described using a multiinput multi-output time-varying autoregressive moving average model that has multiple delays between the output and input. The controller minimises the sum of output tracking error variances and squared current control variables. Disciplines Physical Sciences and Mathematics Publication Details Z. Li & C. Schmid, "A generalised minimum variance controller for time-varying MIMO linear systems with multiple delays," WSEAS Transactions on Systems and Control, vol. 5, (7) pp. 601-610, 2010. This journal article is available at Research Online: http://ro.uow.edu.au/infopapers/3419
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