A time-varying generalised minimum variance controller

Authors

Z. Li
Christian Schmid

RIS ID

12489

Publication Details

Li, Z. & Schmid, C. (2005). A time-varying generalised minimum variance controller. WSEAS Transactions on Systems (pp. 505-512). Greece: WSEAS.

Abstract

A generalized minimum variance controller is developed for linear time-varying systems. The plants to be controlled are described using a controlled auto-regressive moving average model and are exponentially stable. Both, the plant parameters and the noise variance are time-varying. The generalized minimum variance cost functional is the sum of a tracking error variance between a filtered plant output and a filtered reference plus a penalty term of filtered plant input. Time-varying filters are introduced for weighting to make the controller more flexible.

Link to publisher version (URL)

WSEAS Transactions on Systems