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Optimal Control for a Linear System Subject to a General ARIMA Disturbance

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  • Hongyan Xie
  • Fangyi He

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( ) 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 ( ) 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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  • Hongyan Xie & Fangyi He, 2015. "Optimal Control for a Linear System Subject to a General ARIMA Disturbance," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-10, February.
    • Handle: RePEc:hin:jnlmpe:808903
    DOI: 10.1155/2015/808903
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