RIS ID
12487
Abstract
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.
Link to publisher version (URL)
World Congress of International Federation of Automatic Control
Publication Details
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.