Minimum variance multiple models adaptive control: Stability analysis and simulation tests

The design of a minimum variance regulator for systems operating in dynamical uncertain environments is considered in this paper. In the context of minimum variance self-tuning control of an unknown linear time-invariant system, a stable control strategy is developed for improving the transient response by using multiple models to describe the different environments and switching between the relative controller. The control to be applied is determined at every time instant by the model which best approximates the plant. The performances of the controller are evaluated by simulation tests.