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Self-tuning control of non-linear ARMAX models. (English) Zbl 0708.93089

Summary: A control-weighted self-tuning minimum-variance controller with a nonlinear difference equation structure is described. An extended recursive least-squares estimation algorithm is employed to provide the adaptiveness. Performance analysis of the controller is discussed in terms of a cumulative loss function and high-order correlation functions of the system input, output and residual sequences. Simulation results from an experiment using a model identified from a real system are also provided.

MSC:

93E20 Optimal stochastic control
93C40 Adaptive control/observation systems
93E10 Estimation and detection in stochastic control theory
93C10 Nonlinear systems in control theory
93E24 Least squares and related methods for stochastic control systems
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