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Generalised minimum variance control of linear time-varying systems

Generalised minimum variance control of linear time-varying systems

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  • Author(s): Z. Li 1  and  R.J. Evans 2
    • View affiliations
    • Affiliations: 1: School of Electrical, Computer and Telecommunication Engineering, University of Wollongong, Wollongong, Australia
      2: Department of Electrical and Electronic Engineering, University of Melbourne, Parkville, Australia
  • Source: Volume 149, Issue 1, January 2002, p. 111 – 116
    DOI:  10.1049/ip-cta:20020254 , Print ISSN 1350-2379, Online ISSN 1359-7035
IEE
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The problem of generalised minimum variance control of linear time-varying discrete-time systems is studied. Standard time-varying controlled autoregressive moving average models are considered, and the sum of plant output tracking error variance plus a penalty term on plant input is chosen as the cost functional. The time-varying controller described is able to minimise the generalised tracking error variance and guarantees closed-loop exponential stability for a large class of linear time-varying systems, including plants which have long time delays and are not stably invertible.

Inspec keywords: stability; discrete time systems; time-varying systems

Other keywords: closed-loop exponential stability; autoregressive moving average models; discrete-time systems; time-varying systems; minimum variance control; time-varying controller; tracking error variance

Subjects: Stability in control theory; Time-varying control systems; Discrete control systems

References

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      • U. Borison . Self-tuning regulators for a class of multivariable systems. Automatica , 209 - 215
    5. 5)
      • Z. LI , R.J. EVANS . Minimum variance control of linear time-varying systems. Automatica , 1531 - 1537
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      • D.W. CLARKE , P.J. GAWTHROP . Self-tuning controller. IEE Proc. D , 929 - 934
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      • LI, Z.: `An adaptive controller for time-varying systems', Proceedings of international conference (Control '88), 1988, UK, University of Oxford, p. 523–526.
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      • K. Aström . (1970) Introduction to stochastic control theory.
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      • Z. LI , R.J. EVANS , B. WITTENMARK . Minimum variance prediction for linear time-varying systems. Automatica , 607 - 618
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