Generalized minimum variance control under long-range prediction horizon setups

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Antonio Silveira
  • Rodrigo Trentini
  • Antonio Coelho
  • Rüdiger Kutzner
  • Lutz Hofmann
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Details

Original languageEnglish
Pages (from-to)325-332
Number of pages8
JournalISA transactions
Volume62
Publication statusPublished - 1 May 2016

Abstract

This paper presents the design and evaluation of a minimal order Generalized Minimum Variance controller with long-range prediction horizon and how it affects the controller and plant output variances. This study investigates how the increased prediction horizon can contribute to mitigate stochastic disturbances and attenuate oscillations. In order to design high order prediction minimum variance filters, a design procedure independent of the Diophantine Equation solution is used. The evaluation is conducted through simulations and practical essays with two different plants: a first order water flow rate problem and a second order under-damped electronic circuit. Both problems are assessed under an incremental control scheme and based on identified stochastic models. Also, two optimal tuning procedures for the algorithm are proposed.

Keywords

    Kalman filter, Long-range predictive control, Minimum variance control, Stochastic control

ASJC Scopus subject areas

Cite this

Generalized minimum variance control under long-range prediction horizon setups. / Silveira, Antonio; Trentini, Rodrigo; Coelho, Antonio et al.
In: ISA transactions, Vol. 62, 01.05.2016, p. 325-332.

Research output: Contribution to journalArticleResearchpeer review

Silveira A, Trentini R, Coelho A, Kutzner R, Hofmann L. Generalized minimum variance control under long-range prediction horizon setups. ISA transactions. 2016 May 1;62:325-332. doi: 10.1016/j.isatra.2016.01.019
Silveira, Antonio ; Trentini, Rodrigo ; Coelho, Antonio et al. / Generalized minimum variance control under long-range prediction horizon setups. In: ISA transactions. 2016 ; Vol. 62. pp. 325-332.
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