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Minimum variance control of discrete-time and continuous-time LTI MIMO systems - a new unified framework

Hunek W. P., Latawiec K. J.

Control and Cybernetics

2009

Vol. 38, no 3

609-624

This paper presents a new uniform framework for solving the problem of minimum variance control of both discrete-time and continuous-time linear time-invariant multi-input multi-output systems described by general input-output models. Rather surprisingly, it is shown that the continuous-time case can be analyzed and synthesized without the necessity of involving the celebrated (and rather complex) theory of output predictor emulation, so that quite similar, simple solution is obtained like for the well-known discrete-time case.