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An optimal stochastic multivariable PID controller

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dc.contributor.author Saab, Samer S.
dc.date.accessioned 2019-07-24T09:18:32Z
dc.date.available 2019-07-24T09:18:32Z
dc.date.copyright 2019 en_US
dc.identifier.issn 0020-7179 en_US
dc.identifier.uri http://hdl.handle.net/10725/11134
dc.description.abstract This paper deals with the design of an optimal stochastic controller possessing tracking capability of any reference output trajectory in the presence of measurement noise. We consider multi-input multi-output linear time-invariant systems and a proportional-integral-derivative (PID) controller. The system under consideration needs not be stable. A recursive algorithm providing optimal time-varying PID gains is proposed for the case where the number of inputs is larger than or equal to the number of outputs. The development of the proposed algorithm aims for per-time-sample minimisation of the mean-square output error in the presence of erroneous initial conditions, measurement noise, and process noise. Necessary and sufficient conditions are provided for the convergence of the output error covariance. In addition, convergence results are presented for discretised continuous-time plants. Simulation results are included to illustrate the performance capabilities of the proposed algorithm. Performance comparison with an optimal stochastic iterative learning control scheme, an optimal PID controller, an adaptive PID controller, and a recent optimal stochastic PID controller are also included. en_US
dc.language.iso en en_US
dc.title An optimal stochastic multivariable PID controller en_US
dc.type Article en_US
dc.description.version Published en_US
dc.title.subtitle a direct output tracking approach en_US
dc.author.school SOE en_US
dc.author.idnumber 199690250 en_US
dc.author.department Electrical And Computer Engineering en_US
dc.description.embargo N/A en_US
dc.relation.journal International Journal of Control en_US
dc.journal.volume 92 en_US
dc.journal.issue 3 en_US
dc.article.pages 623-641 en_US
dc.keywords Multivariable control en_US
dc.keywords Proportional–integral-derivative (PID) controller en_US
dc.keywords Stochastic control en_US
dc.keywords Discrete-time varying systems en_US
dc.keywords Parameter optimisation en_US
dc.keywords Measurement noise en_US
dc.keywords Sampling rate en_US
dc.keywords Iterative learning control en_US
dc.identifier.doi https://doi.org/10.1080/00207179.2017.1364425 en_US
dc.identifier.ctation Saab, S. S. (2019). An optimal stochastic multivariable PID controller: a direct output tracking approach. International Journal of Control, 92(3), 623-641. en_US
dc.author.email ssaab@lau.edu.lb en_US
dc.identifier.tou http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php en_US
dc.identifier.url https://www.tandfonline.com/doi/full/10.1080/00207179.2017.1364425 en_US
dc.orcid.id https://orcid.org/0000-0003-0124-8457 en_US
dc.author.affiliation Lebanese American University en_US


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