A unified approach for generalized minimum variance controller for linear time-varying systems

RIS ID

114729

Publication Details

Z. Li & S. Ding, "A unified approach for generalized minimum variance controller for linear time-varying systems," International Journal of Mechanical and Production Engineering Research and Development, vol. 7, (1) pp. 61-70, 2017.

Abstract

We study single input and single output stochastic linear time-varying systems and develop a unified approach for generalized minimum variance controllers. The plant to be controlled is a time-varying controlled autoregressive moving average model and the performance index includes both tracking error variance of filtered plant output and a quadratic function of filtered plant input. Both the input and output filters are linear time-varying.

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