DocumentCode
1933972
Title
A state space approach to minimum variance control of multivariable ARMAX systems
Author
Arnoldi, C. ; Kwong, R.H.
Author_Institution
Dept. of Electr. Eng., Toronto Univ., Ont., Canada
fYear
1989
fDate
13-15 Dec 1989
Firstpage
2125
Abstract
The minimum variance control problem for multivariable ARMAX systems is studied using a state-space approach. By reformulating it as a singular quadratic control problem, the stabilizing minimum variance control strategy is obtained by considering the stabilizing solution to the associated singular control algebraic Riccati equation. Various useful connections between the ARMAX and state-space representations of the systems are also found. These make it possible to establish equivalence of the state-space minimum variance control law and the ARMAX control law
Keywords
algebra; multivariable control systems; stability; state-space methods; time series; ARMAX systems; minimum variance control; multivariable control systems; singular control algebraic Riccati equation; singular quadratic control; state space approach; time series; Control systems; Cost function; Delay; Difference equations; Poles and zeros; Polynomials; Riccati equations; State-space methods; Tin; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location
Tampa, FL
Type
conf
DOI
10.1109/CDC.1989.70542
Filename
70542
Link To Document