Self-tuning control of non-linear ARMAX models

Abstract
A control-weighted self-tuning minimum-variance controller with a non-linear difference equation structure is described. An extended recursive least-squares estimation algorithm is employed to provide the adaptiveness. Performance analysis of the controller is discussed in terms of a cumulative loss function and high-order correlation functions of the system input, output and residual sequences. Simulation results from an experiment using a model identified from a real system are also provided.