MINIMUM VARIANCE CONTROL OF DISCRETE TIME MULTIVARIABLE ARMAX SYSTEMS.

U. Shaked; P. R. Kumar

doi:10.1137/0324023

MINIMUM VARIANCE CONTROL OF DISCRETE TIME MULTIVARIABLE ARMAX SYSTEMS.

U. Shaked^*, P. R. Kumar

^*Corresponding author for this work

School of Electrical Engineering

Tel Aviv University

Research output: Contribution to journal › Article › peer-review

9 Scopus citations

Abstract

We consider multivariable ARMAX stochastic systems. These systems can incorporate the following complicating features: general delay structures, nonminimum phase transfer functions, different dimensions for input and output vectors. We obtain the control laws which minimize the variance of the output process while maintaining system stability.

Original language	English
Pages (from-to)	396-411
Number of pages	16
Journal	SIAM Journal on Control and Optimization
Volume	24
Issue number	3
DOIs	https://doi.org/10.1137/0324023
State	Published - 1986

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abstract = "We consider multivariable ARMAX stochastic systems. These systems can incorporate the following complicating features: general delay structures, nonminimum phase transfer functions, different dimensions for input and output vectors. We obtain the control laws which minimize the variance of the output process while maintaining system stability.",

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MINIMUM VARIANCE CONTROL OF DISCRETE TIME MULTIVARIABLE ARMAX SYSTEMS.

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