MINIMUM VARIANCE CONTROL OF DISCRETE TIME MULTIVARIABLE ARMAX SYSTEMS.

U. Shaked, P. R. Kumar

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)396-411
Number of pages16
JournalSIAM Journal on Control and Optimization
Volume24
Issue number3
DOIs
StatePublished - 1986

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