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

Hongyan Xie and Fangyi He

Mathematical Problems in Engineering, 2015, vol. 2015, 1-10

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.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:808903

DOI: 10.1155/2015/808903

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