RIS ID

33812

Publication Details

Z. Li & C. Schmid, "A generalised minimum variance controller for time-varying MIMO linear systems with multiple delays," WSEAS Transactions on Systems and Control, vol. 5, (7) pp. 601-610, 2010.

Abstract

In this paper we study optimal control of time-varying multi-input multi-output stochastic systems and develop a generalised minimum variance controller. The system to be controlled is described using a multi-input multi-output time-varying autoregressive moving average model that has multiple delays between the output and input. The controller minimises the sum of output tracking error variances and squared current control variables.

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