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.
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WSEAS Transactions on Systems and Control, ISSN / E-ISSN: 1991-8763 / 2224-2856, Volume 16, 2017, Art. #3
Zheng Li, "An Optimal Controller for Time-Varying Stochastic Systems with Multiple Time Delays," WSEAS Transactions on Systems and Control, vol. 16, pp. 14-20, 2017, DOI:
Zheng Li. An Optimal Controller for Time-Varying Stochastic Systems with Multiple Time Delays.
WSEAS Transactions on Systems and Control. 2017;16:14-20.