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A generalised minimum variance controller for time-varying systems

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conference contribution
posted on 2024-11-17, 11:58 authored by Zheng LiZheng Li, Christian Schmid
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.

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Citation

Li, Z. & Schmid, C. (2005). A generalised minimum variance controller for time-varying systems. In P. Zitek (Eds.), 16th Triennial World Congress of International Federation of Automatic Control (IFAC 2005). UK : Elsevier Ltd.

Parent title

World Congress of International Federation of Automatic Control

Language

English

RIS ID

12487

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