A Time-Varying Generalised Minimum Variance Controller
نویسندگان
چکیده
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 output and a filtered reference plus a penalty term of filtered plant input. Time-varying filters are introduced for weighting to make the controller more flexible. Key-Words: Adaptive control; minimum variance control; predictive control; time-varying systems.
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