Minimum Variance Control of Discrete Time Multivariable ARMAX Systems

DOI10.1137/0324023MaRDI QIDQ3731504zbMATH OpenOpenAlexFDO

Authors P. R. Kumar, U. Shaked

Publication date 1986

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/1099

zbMATH Keywords

minimum variance controlmultivariable ARMAX stochastic systemsnonminimum phase transfer functions

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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