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A UNIFIED APPROACH FOR GENERALIZED MINIMUM VARIANCE CONTROLLER FOR LINEAR TIME-VARYING SYSTEMS

Journal: International Journal of Mechanical and Production Engineering Research and Development (IJMPERD ) (Vol.7, No. 1)

Publication Date:

Authors : ; ;

Page : 61-70

Keywords : Adaptive Control; Generalized Minimum Variance Control; Stochastic Control & Time-Varying Systems;

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Abstract

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.

Last modified: 2017-04-19 17:51:22