Minimum Variance Control of Discrete Time Multivariable ARMAX Systems

DOI10.1137/0324023zbMath0597.93070OpenAlexW2115102941MaRDI QIDQ3731504

P. R. Kumar, Uri 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

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

Related Items (1)

Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach

This page was built for publication: Minimum Variance Control of Discrete Time Multivariable ARMAX Systems