Generalized minimum variance control of plant with autoregressive noise model

자기회귀 잡음모델을 가진 플랜트의 일반화 최소분산제어

In this paper we propose a Generalized Minimum Variance Self-tuning Control of the system with an autoregressive noise model. To establish a Generalized Minimum Variance Control, the control input is also included in a cost function and a novel identity is introduced. The effectiveness of this algorithm is demonstrated by the computer simulation.