A UNIFIED APPROACH FOR GENERALIZED MINIMUM VARIANCE CONTROLLER FOR LINEAR TIME-VARYING SYSTEMS
Journal Title: International Journal of Mechanical and Production Engineering Research and Development (IJMPERD ) - Year 2017, Vol 7, Issue 1
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
Authors and Affiliations
ZHENG LI, STEVEN X. DING
Keywords
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