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A change of basis, from the standard set to the set of eigenvectors, provides the means for the decomposition of a multivariable problem into a set of scalar problems. This idea was deployed in an earlier paper to embed scalar generalised predictive control into the multivariable framework. Eigen-decompositions, however, can be sensitive to perturbations and cannot be applied to nonsquare matrices. The paper shows how an analogous approach to multivariable predictive control can be based on a singular-value decomposition, and illustrates its applicability to nonsquare systems as well as demonstrates its superior sensitivity properties by means of two numerical examples.
Control Theory and Applications, IEE Proceedings D (Volume:140 , Issue: 3 )
Date of Publication: May 1993