Robust self-tuning regulation for the stochastic systems described by ARARMAX mathematical models

This communication deals with the explicit scheme of robust self-tuning regulation of a class of stochastic systems, which can be described by the input-output Auto-Regressive Auto-Regressive Moving Average with exogenous (ARARMAX) mathematical model with unknown and time-varying parameters in presence of unmodelled dynamics. This explicit regulation scheme is based on the proposed modified filtering recursive least squares algorithm with dead zone (m-F-RLS) in the step of estimation. Numerical simulation results of the developed explicit schemes of minimum variance self-tuning regulator, which are applied to the climate control in building, are given.