An Explicit Generalised Minimum Variance Self-Tuner

The Generalised Minimum Variance (GMV) controller developed by Clarke and Gawthrop (1975, 1979) is one of the more popular self-tuning methods. This is in part due to its general control objective which allows generalised minimum variance, detuned model-reference and optimal Smith predictive control as possible interpretations which can be used according to the practical problem. This short paper examines an advantage to be gained by considering the normally implicit self-tuner from an explicit point of view, namely auto-tuning of the control weighting filter. This will be accomplished by applying Jurys (1964) stability criteria for discrete systems.