A Robust Adaptive Minimum Variance Controller
- 1 March 1989
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 27 (2) , 235-266
- https://doi.org/10.1137/0327013
Abstract
This paper addresses the twin questions of performance and robustness of an adaptive controllerfor single-input, single-output, linear, stochastic systems. We present an adaptive controllerthat has the following properties:(1) Attaining optimal regulation and tracking in the ideal, minimum phase, known upper boundon system order, known sign and lower bound for the leading coecient (b 0 ), positive realcondition on noise case, and self-tunes in a Cesaro-sense to a minimum variance...Keywords
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