A unified approach for generalized minimum variance controller for linear 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.
Please refer to publisher version or contact your library.