Minimum-variance control of linear time-varying systems

DOI10.1016/S0005-1098(97)00066-6zbMath0885.93056MaRDI QIDQ1372749

Robin J. Evans, Zheng Li

Publication date: 30 October 1997

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

discrete-time systemsoptimal stochastic controlminimum-variance control

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Model systems in control theory (93C99)

Related Items (4)

Generalized predictive control of linear time-varying systems ⋮ A comparison between minimum variance control and other online compensation methods for specimen drift in transmission electron microscopy ⋮ Constrained minimum variance control for discrete-time stochastic linear systems ⋮ Enhancing performance of generalized minimum variance control via dynamic data reconciliation

Cites Work

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• A multivariable self-tuning controller
• Self-tuning regulators for a class of multivariable systems
• Minimum variance prediction for linear time-varying systems
• Introduction to stochastic control theory
• On self tuning regulators
• Extended least squares and their applications to adaptive control and prediction in linear systems
• Discrete Time Stochastic Adaptive Control
• The AAstrom-Wittenmark self-tuning regulator revisited and ELS-based adaptive trackers

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