A time-varying generalised minimum variance controller

MaRDI QIDQ5425271zbMATH OpenFDO

Authors Christian Schmid, Zheng Li

Publication date 9 November 2007

zbMATH Keywords

linear time-varying systemscost functionaltracking error variancepenalty term of control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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(7)

• Enhancing performance of generalized minimum variance control via dynamic data reconciliation
• A general time-varying estimation and control problem
• Generalized predictive control of linear time-varying systems
• Controller performance benchmarking and tuning using generalised minimum variance control
• On the set of obtainable reference trajectories using minimum variance control
• Optimal moving average filter with application to self-tuning type control against deterministic disturbances
• Generalized minimum variance control law revisited

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