Minimum-variance control of linear time-varying systems

DOI10.1016/S0005-1098(97)00066-6MaRDI QIDQ1372749zbMATH OpenFDO

Authors Zheng Li, Robin J. Evans

Publication date 30 October 1997

Published in Automatica (Search for Journal in Brave)

zbMATH Keywords

discrete-time systemsoptimal stochastic controlminimum-variance control

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• scientific article; zbMATH DE number 193291 (Why is no real title available?)
• scientific article; zbMATH DE number 3801412 (Why is no real title available?)
• A multivariable self-tuning controller
• Discrete Time Stochastic Adaptive Control
• Extended least squares and their applications to adaptive control and prediction in linear systems
• Introduction to stochastic control theory
• Minimum variance prediction for linear time-varying systems
• On self tuning regulators
• Self-tuning regulators for a class of multivariable systems
• The AAstrom-Wittenmark self-tuning regulator revisited and ELS-based adaptive trackers

Cited in

(14)

• Constrained minimum variance control for discrete-time stochastic linear systems
• Two-dimensional minimum variance and self-tuning controllers
• Enhancing performance of generalized minimum variance control via dynamic data reconciliation
• scientific article; zbMATH DE number 4018884 (Why is no real title available?)
• Generalized predictive control of linear time-varying systems
• Minimum variance control of discrete-time and continuous-time LTI MIMO systems -- a new unified framework
• On constrained MMVC of discrete-time first-order linear stochastic systems with PSI. I: The critically stable case.
• Minimum Variance Control of Discrete Time Multivariable ARMAX Systems
• Discrete time minimum variance control of satellite system
• A comparison between minimum variance control and other online compensation methods for specimen drift in transmission electron microscopy
• An algorithm for minimum variance control of a dynamic time-delay system to reduce product variability
• A time-varying generalised minimum variance controller
• Conditions when minimum variance control is the optimal experiment for identifying a minimum variance controller
• Weighted minimum variance controller for nonsquare multivariable systems

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