By Topic

A state space approach to minimum variance control of multivariable ARMAX systems

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Arnoldi, C. ; Dept. of Electr. Eng., Toronto Univ., Ont., Canada ; Kwong, R.H.

The minimum variance control problem for multivariable ARMAX systems is studied using a state-space approach. By reformulating it as a singular quadratic control problem, the stabilizing minimum variance control strategy is obtained by considering the stabilizing solution to the associated singular control algebraic Riccati equation. Various useful connections between the ARMAX and state-space representations of the systems are also found. These make it possible to establish equivalence of the state-space minimum variance control law and the ARMAX control law

Published in:

Decision and Control, 1989., Proceedings of the 28th IEEE Conference on

Date of Conference:

13-15 Dec 1989