Minimum Variance Control of Discrete Time Multivariable ARMAX Systems
- Additional Document Info
- View All
We consider multivariable ARMAX stochastic systems. These systems can incorporate the following complicating features: general delay structures, nonminimum phase transfer functions, different dimensions for input and output vectors. We obtain the control laws which minimize the variance of the output process while maintaining system stability.
SIAM Journal on Control and Optimization
author list (cited authors)
Shaked, U., & Kumar, P. R.
complete list of authors