Minimum-variance controller for a class of non-linear systems

An-Chen Lee*

*Corresponding author for this work

Research output: Contribution to journalArticle

13 Scopus citations


The extension of a linear minimum-variance controller to a non-linear minimum-variance controller is presented. The algorithm relies on the description of the underlying process by a non-linear autoregressive moving average model and on the optimal (least-squares) predictor to obtain an explicit control formula. It contains feedforward and feedback compensators that may all be realized digitally in a simple manner, The theoretical basis for the procedures is presented together with simulation tests.

Original languageEnglish
Pages (from-to)2091-2101
Number of pages11
JournalInternational Journal of Systems Science
Issue number11
StatePublished - 1 Jan 1990

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