Conditions when minimum variance control is the optimal experiment for identifying a minimum variance controller

✍ Scribed by Jonas Mårtensson; Cristian R. Rojas; Håkan Hjalmarsson

• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 383 KB
• Volume: 47
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/j.automatica.2011.01.014

✦ Synopsis

It is well known that if we intend to use a minimum variance control strategy, which is designed based on a model obtained from an identification experiment, the best experiment which can be performed on the system to determine such a model (subject to output power constraints, or for some specific model structures) is to use the true minimum variance controller. This result has been derived under several circumstances, first using asymptotic (in model order) variance expressions but also more recently for ARMAX models of finite order. In this paper we re-approach this problem using a recently developed expression for the variance of parametric frequency function estimates. This allows a geometric analysis of the problem and the generalization of the aforementioned finite model order ARMAX results to general linear model structures.