Abstract
In this paper a novel stochastic self-tuning control algorithm for multivariable linear systems described by Controlled Autoregressive Integrating Moving Average (CARIMA) models is proposed. In particular, the presence of an integral action on each component of the error vector ensures the robust offset rejection for any constant load disturbance acting on the plant. The leading assumption is made that the system interactor matrix is known a priori. The algorithm is derived by resorting to the generalized minimum variance approach. Two simulation examples illustrate the main features of the method.
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