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Self-tuning control under input variance constraint

Królikowski A., Kubiak T., Lemos J.M.

Systems Science

2003

Vol. 29, nr 1

135-149

In this paper, a variance-constrained self-tuning control is considered for a plant given by discrete-time ARMAX model. A minimization of a quadratic cost function under constraint is approached by LQG and stochastic approximation (SA) methods, as well as by MUSMAR, a predictive adaptive controller based on multiple identifiers. The optimization algorithms obtained are simulated for unstable plant model and different structures of the controller.