An adaptive dual controller for a MIMO-ARMA system

An adaptive dual controller is presented for a multiinput multioutput (MIMO) autoregressive moving average (ARMA) system. The plant has constant but unknown parameters. The cautious controller with a one-step horizon and a new dual controller with a two-step horizon are examined. In many instances, the myopic cautious controller is seen to turn off and converges very slowly. The dual control modifies the cautious control design by numerator and denominator correction terms which depend upon the sensitivity functions of the expected future cost and avoids the turn-off and slow convergence. Monte-Carlo comparisons based on parametric and nonparametric statistical analysis indicate the superiority of the dual controller over the cautious controller