Observations-weighted minimum-variance control of nonlinear systems

A weighted minimum variance controller for nonlinear systems is obtained in the paper. If the system is represented by a Hammerstein model, that is by a single polynomial nonlinearity in cascade with a dynamic linear block, the resulting controller is very simple to calculate. Amplitude constraints may easily be placed on the optimal control signal variations, and the controllers are suitable for use in self-tuning control systems where the exact form of the nonlinearities and dynamics are unknown.