Controller performance benchmarking and tuning using generalised minimum variance control

The use of the generalised minimum variance control law for control loop performance assessment and benchmarking is considered. A novel derivation of the control law enables the link to minimum variance benchmarking to be explored and exploited. The main advantage lies in the generality of the weighted cost index and the simplicity of the results. The only price for this simplicity is the assumption on the choice of weightings. Simple expressions are provided for each of the cost terms that enable performance to be assessed, including the total performance index, variance of error and control signals and variance of weighted signals. These can be used to compare existing (classical) designs with optimal solutions using either models or real time normal operating records.