A generalised minimum variance controller for time-varying systems

Authors

Zheng Li, University of WollongongFollow
Christian Schmid, Ruhr-Universitat Bochum, GermanyFollow

RIS ID

38179

Publication Details

Li, Z. & Schmid, C. (2005). A generalised minimum variance controller for time-varying systems. Proceedings of the 16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005 (pp. 37-40). Elsevier.

Abstract

In this paper, the problem of generalised minimum variance control of linear time-varying systems is studied. A time-varying optimal controller is developed for a standard controlled autoregressive moving average model using a cost function that is the sum of the plant output tracking error variance plus a penalty term of the squared manipulated variable.