AUTHORS: Zheng Li
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ABSTRACT: A flexible controller for optimal control of linear time-varying stochastic systems with multiple time delays is developed. The plants to be controlled are represented using a multi-input multi-output controlled autoregressive moving average model. The delays are described using a diagonal matrix. Input and output filters in the form of linear time-varying moving average operators are introduced into a generalized minimum variance control cost functional in order to meet the needs of various applications. The controller is applicable to a large class of linear time-varying systems.
KEYWORDS: Multiple variable systems, multiple delays, generalized minimum variance control, time-varying systems
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