Performance improvement of amplitude-constrained minimum-variance controller by minimising sum of variance

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Performance improvement of amplitude-constrained minimum-variance controller by minimising sum of variance

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Saturation of the input transducer is a frequently occurring difficulty with minimum-variance controllers and results in the variance being significantly greater than in the unconstrained case. Therefore, it is desirable to decrease the likelihood of saturation. In this letter, this is achieved by deriving a control law which minimises the variance over a time interval.

Inspec keywords: controllers; minimisation; performance index

Other keywords: amplitude constrained controller; performance improvement; variance minimization; minimum variance controller; control law

Subjects: Optimal control

References

    1. 1)
      • G.C. Goodwin . Amplitude-constrained minimum-variance controller. Electron. Lett. , 181 - 182
http://iet.metastore.ingenta.com/content/journals/10.1049/el_19720300
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