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 fr
On a stability of minimum variance control
β Scribed by Yasuchika Mori; Futoshi Asami
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 733 KB
- Volume
- 159
- Category
- Article
- ISSN
- 0424-7760
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Steady-state mmzmum-varzance controllers may be designed for stable or unstable plants with proper or tmproper ratmnal transfer functmns, and disturbances wtth rational spectra, using a stmple, computatzonally attractwe procedure for solwng two hnear polynomml equatmns whose coefficients are obtaine
We consider system identification of a linear model to be used for linear minimum variance prediction or control. Gaussian noise processes with everywhere positive spectral density may be assumed to be generated via an invertible transfer function. We consider non-Gaussian noise processes whose spec
This paper deals with the design of a weighted adaptive one-step-ahead minimum variance controller based on the extended least squares (ELS) algorithm for a discrete time stochastic system. The stability of the closed-loop system and the convergence rates of the general adaptive tracking and estimat