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

页码：1531 / 1537

页数：7

共 14 条

[1] Astrom K.J.., 1970, INTRO STOCHASTIC CON
[2] SELF-TUNING REGULATORS FOR A CLASS OF MULTIVARIABLE SYSTEMS
BORISON, U
[J]. AUTOMATICA, 1979, 15 (02) : 209 - 215
[3] Caines P. E., 1988, LINEAR STOCHASTIC SY
[4] SELF-TUNING CONTROLLER
CLARKE, DW
GAWTHROP, PJ
[J]. PROCEEDINGS OF THE INSTITUTION OF ELECTRICAL ENGINEERS-LONDON, 1975, 122 (09): : 929 - 934
[5] Goodwin G C., 1984, ADAPTIVE FILTERING P
[6] GOODWIN GC, 1981, SIAM J CONTROL, V19, P826
[7] GUO L, 1991, IEEE T AUTOMAT CONTR, V36, P802
[8] A MULTIVARIABLE SELF-TUNING CONTROLLER
KOIVO, HN
[J]. AUTOMATICA, 1980, 16 (04) : 351 - 366
[9] LAI TL, 1986, IEEE T AUTOMAT CONTR, V31, P898
[10] LI Z, 1988, P INT C CONTR 88 U O, P523

← 1 2 →