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

A novel run-to-run (R2R) control algorithm based on Kalman filter approach is proposed to deal with a linear system witha general ARIMA( p,d,q ) process, in the presence of measurement error and adjustment error together with a random initial bias. We mathematically prove its optimality. The perform...

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Bibliographic Details
Published inMathematical problems in engineering Vol. 2015; no. 2015; pp. 1 - 10
Main Authors Xie, Hongyan, He, Fangyi
Format Journal Article
LanguageEnglish
Published Cairo, Egypt Hindawi Publishing Corporation 01.01.2015
John Wiley & Sons, Inc
Subjects
Algorithms
Computer simulation
Control algorithms
Control systems
Control theory
Controllers
Disturbances
Error analysis
Errors
Kalman filters
Linear systems
Monte Carlo methods
Monte Carlo simulation
Normal distribution
Optimal control
Optimization
Process controls
Proportional integral
Random variables
China
Online AccessGet full text
ISSN1024-123X
1026-7077
1563-5147
1563-5147
DOI10.1155/2015/808903

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Summary:A novel run-to-run (R2R) control algorithm based on Kalman filter approach is proposed to deal with a linear system witha general ARIMA( p,d,q ) 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 ( PI ) 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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ISSN:1024-123X
1026-7077
1563-5147
1563-5147
DOI:10.1155/2015/808903