A time-varying generalised minimum variance controller

MaRDI QIDQ5425271zbMATH OpenFDO

Authors Christian Schmid, Zheng Li

Publication date 9 November 2007

zbMATH Keywords

cost functionallinear time-varying systemspenalty term of controltracking error variance

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)

Recommendations

• Minimum-variance control of linear time-varying systems
• Generalized predictive control of linear time-varying systems
• Minimum variance prediction for linear time-varying systems
• Multivariate weighted minimum variance self-tuning controllers†
• Generalized minimum variance control law revisited

Cited in

(9)

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

This page was built for publication: A time-varying generalised minimum variance controller

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5425271)