A UNIFIED APPROACH FOR GENERALIZED MINIMUM VARIANCE CONTROLLER FOR LINEAR TIME-VARYING SYSTEMSJournal: International Journal of Mechanical and Production Engineering Research and Development (IJMPERD ) (Vol.7, No. 1)
Publication Date: 2017-02-28
Authors : Zheng Li; Steven X. Ding;
Page : 61-70
Keywords : Adaptive Control; Generalized Minimum Variance Control; Stochastic Control & Time-Varying Systems;
We study single input and single output stochastic linear time-varying systems and develop a unified approach for generalized minimum variance controllers. The plant to be controlled is a time-varying controlled autoregressive moving average model and the performance index includes both tracking error variance of filtered plant output and a quadratic function of filtered plant input. Both the input and output filters are linear time-varying.
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