Generalised Minimum Variance Control of MIMO Time-Varying System with Multiple Delays
نویسندگان
چکیده
A multi-input and multi-output optimal controller for stochastic systems with time-varying dynamics is developed. The system to be controlled is described using a multi-input and multi-output time-varying autoregressive moving average model with multiple delays. The controller minimises a generalised minimum variance cost functional that is the sum of quadratic output tracking error variances and current control variables. Key-Words: Adaptive control; MIMO systems, minimum variance control; multiple delays, time-varying systems.
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