Performance assessment of multivariable feedback control systems

A new procedure is developed for the estimation of minimum variance performance bounds in multivariable feedback control systems. The algorithm used in this paper does not require any knowledge of the interactor matrix. Instead, it uses the first few Markov parameters of the plant and a set of closed-loop operating data to estimate an expression for the outputs under minimum variance control. The minimum variance term of multivariable feedback control system is shown to be identical to the behavior of the outputs under a finite-horizon minimum variance control with specified horizon length. The utility of the proposed method in the performance assessment of multivariable control systems is demonstrated through a simulated example