Generalised minimum variance control of MIMO time-varying system with multiple delays
A multi-input and multi-output optimal controller for stochastic systems with time-varying dynamics is developed. The system to be controlled is described using a multi-input and multi-output time-varying autoregressive moving average model with multiple delays. The controller minimises a generalised minimum variance cost functional that is the sum of quadratic output tracking error variances and current control variables.
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