Minimum-variance control of linera time-varying systems



Publication Details

Z. Li & R. Evans, "Minimum-variance control of linera time-varying systems," Automatica, vol. 33, (8) pp. 1531-1537, 1997.


We study the problem of minimum-variance control of linear time-varying discrete-time systems. We consider the standard time-varying controlled autoregressive moving-average model and develop a time-varying controller that guarantees both closed-loop stability and minimumvariance output control for a large class of linear time-varying systems. The controller is based on our previous results on minimum-variance prediction for linear timevarying systems. We also show that the standard minimum-variance controller cannot in general guarantee closed-loop stability when applied to linear time-varying systems. However, a simple modification can make the closed loop stable

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