Title
Self-tuning control based on generalized minimum variance criterion for auto-regressive models
Abstract
Theoretical problems on self-tuning control include stability, performance and convergence of the recursive algorithm involved. In this paper, the problem of controlling minimum or non-minimum phase auto-regressive models with constant but unknown parameters is considered. The stability of an algorithm obtained by combining a recursive estimator for the controller parameters and a generalized minimum variance criterion is proved. The main result is the theorem which assures the overall stability for the closed-loop system in presence of white noise in the input-output relation, where the estimated parameters do not necessarily converge to the true values. The algorithm is proved by the Lyapunov theory.
Year
DOI
Venue
2008
10.1016/j.automatica.2007.11.008
Automatica
Keywords
Field
DocType
AR systems,Discrete-time systems,Generalized minimum variance control,Self-tuning control,Sliding mode control
Minimum-variance unbiased estimator,Lyapunov function,Control theory,Mathematical optimization,Control theory,White noise,Self-tuning,Minimum phase,Mathematics,Estimator,Sliding mode control
Journal
Volume
Issue
ISSN
44
8
Automatica
Citations 
PageRank 
References 
11
1.27
2
Authors
3
Name
Order
Citations
PageRank
Anna Patete1153.42
Katsuhisa Furuta216776.43
M. Tomizuka31464294.37