Minimum-variance control of linear time-varying systems

被引：31
作者：
Li, Z [1 ]
Evans, RJ [1 ]
机构：
[1] UNIV MELBOURNE,DEPT ELECT & ELECT ENGN,PARKVILLE,VIC 3052,AUSTRALIA
来源：
AUTOMATICA | 1997年 / 33卷 / 08期
基金：
澳大利亚研究理事会;
关键词：
adaptive control; minimum-variance control; predictive control; time-varying systems;
D O I：
10.1016/S0005-1098(97)00066-6
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We study the problem of minimum-variance control of linear time-varying discrete-time systems. We consider the standard time-varying controlled autoregressive moving-average model and develop a time-varying controller that guarantees both closed-loop stability and minimum-variance output control for a large class of linear time-varying systems. The controller is based on our previous results on minimum-variance prediction for linear time varying systems. We also show that the standard minimum-variance controller cannot in general guarantee closed-loop stability when applied to linear time-varying systems. However, a simple modification can make the closed loop stable. (C) 1997 Elsevier Science Ltd.
引用
收藏
页码：1531 / 1537
页数：7
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