Weighted minimum-variance self-tuning control

A weighted minimum-variance controller has recently been defined which is based upon a k-steps-ahead control law and which may be used for unstable and non-mimimum-phase plants. The controller includes control weighting and this results in relatively smooth control signals. The controller is also stable for ranges of control weighting where other control laws are unstable. Both explicit and implicit self-tuning algorithms are proposed based upon this controller. Some of the algorithms use bilinear identification methods developed by Astrom for use in his pole-zero-placement algorithms. The self-tuning controller is related to that developed by Clarke and Gawthrop when the system is minimum-phase.