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 error variance and guarantees closedloop exponential stability for a large class of linear time-varying systems, including plants which have long time delays and are not stably invertible. Disciplines Physical Sciences and Mathematics Publication Details This paper originaly appeared as: Li, Z, and Evans, RJ, Generalised minimum variance control of linear timevarying systems, IEE Proceedings Control Theory and Applications, January 2002, 149(1), 111-116. Copyright IEEE 2002. This journal article is available at Research Online: http://ro.uow.edu.au/infopapers/198 Generalised minimum variance control of linear time-varying systems -n, (k) i , (k) . ' ' -4in--2(k) (k ) -in@) 1 0 . . . 0 0 0 0 1 ... 0 0 0 ... 0 0 " . 0 1 0 Z.Li and R.J.Evans Abstract: The problem of generalised minimum variance control of linear time-varying discretetime 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 time-varying controller described is able to minimise the generalised tracking error variance and guarantees closed-loop exponential stability for a large class of linear time-varying systems, including plants which have long time delays and are not stably invertible. The problem of generalised minimum variance control of linear time-varying discretetime 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 time-varying controller described is able to minimise the generalised tracking error variance and guarantees closed-loop exponential stability for a large class of linear time-varying systems, including plants which have long time delays and are not stably invertible.