Abstract
We study the problem of minimum-variance control of linear time-varying discrete-time systems. We consider the standard time-varying controlled autoregressive moving-average model and develop a time-varying controller that guarantees both closed-loop stability and minimum-variance output control for a large class of linear time-varying systems. The controller is based on our previous results on minimum-variance prediction for linear time-varying systems. We also show that the standard minimum-variance controller cannot in general guarantee closed-loop stability when applied to linear time-varying systems. However, a simple modification can make the closed loop stable.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
