Title :
An adaptive dual controller for a MIMO-ARMA system
Author :
Mookerjee, P. ; Bar-Shalom, Y.
Author_Institution :
Dept. of Electr. Eng., Villanova Univ., PA, USA
fDate :
7/1/1989 12:00:00 AM
Abstract :
An adaptive dual controller is presented for a multiinput multioutput (MIMO) autoregressive moving average (ARMA) system. The plant has constant but unknown parameters. The cautious controller with a one-step horizon and a new dual controller with a two-step horizon are examined. In many instances, the myopic cautious controller is seen to turn off and converges very slowly. The dual control modifies the cautious control design by numerator and denominator correction terms which depend upon the sensitivity functions of the expected future cost and avoids the turn-off and slow convergence. Monte-Carlo comparisons based on parametric and nonparametric statistical analysis indicate the superiority of the dual controller over the cautious controller
Keywords :
adaptive control; multivariable control systems; nonparametric statistics; statistical analysis; time series; MIMO-ARMA system; Monte-Carlo comparisons; adaptive dual controller; autoregressive moving average; multiinput multioutput; multivariable control systems; myopic cautious controller; nonparametric statistical analysis; parametric statistics; time series; two-step horizon; Adaptive control; Automatic control; Control systems; Convergence; Electrons; Parameter estimation; Polynomials; Programmable control; Sampling methods; Stability;
Journal_Title :
Automatic Control, IEEE Transactions on