Minimum Variance Control of Discrete Time Multivariable ARMAX Systems Academic Article uri icon


  • 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.

published proceedings

  • SIAM Journal on Control and Optimization

altmetric score

  • 6

author list (cited authors)

  • Shaked, U., & Kumar, P. R.

citation count

  • 12

complete list of authors

  • Shaked, U||Kumar, PR

publication date

  • May 1986