Direct control parameter tuning method for stochastic disturbance attenuation based on variance evaluation

Abstract

The paper proposes a direct control parameter tuning method which employs the variance evaluation for the performance criterion to solve the disturbance attenuation problem. The proposed method tunes the control parameters so that the variance of the plant output approaches the variance of the reference model output. The proposed method can avoid an additive experiment where test signals are fed to the closed-loop system for collecting the initial input and output data. The feature facilitates applying the proposed method to industrial applications. Furthermore, the paper shows that the problem can be formulated as a quadratic optimisation problem with equality constraints using a H2 performance criterion representing the variance of disturbance response. Finally, the efficiency of the proposed method is demonstrated from numerical examples.