Optimal control for a linear system subject to a general ARIMA disturbance

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Abstract

A novel run-to-run (R2R) control algorithm based on Kalman filter approach is proposed to deal with a linear system with a general ARIMA(p,d,q) process, in the presence of measurement error and adjustment error together with a random initial bias. We mathematically prove its optimality. The performance of the newly proposed controller and the proportional-integral (PI) controller is evaluated and compared under multiple scenarios through Monte Carlo simulations. Almost all the results reflect the new controller's superiority.

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APA

Xie, H., & He, F. (2015). Optimal control for a linear system subject to a general ARIMA disturbance. Mathematical Problems in Engineering, 2015. https://doi.org/10.1155/2015/808903

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