Minimum variance control: a homage to Peterka

✍ Scribed by Vladimír Kuc̆era

• Publisher: John Wiley and Sons
• Year: 1999
• Tongue: English
• Weight: 115 KB
• Volume: 13
• Category: Article
• ISSN: 0890-6327
• DOI: 10.1002/(sici)1099-1115(199908)13:6<433::aid-acs552>3.0.co;2-h

✦ Synopsis

This is a tutorial paper which emphasizes the contribution of V. Peterka to the steady state minimum variance control problem. In a paper published in 1972, Peterka presented a polynomial solution to the problem. The solution was more general than the results available at that time and attractive from the algorithmic point of view. The proof was simple, rigorous, and constructive. The technique used in the proof has found its way into textbooks and lead to a complete solution of the problem. Following an analysis of Peterka's results and techniques, this paper presents the progress in the ÿeld that these results have made possible.