Minimization of Variance for Multidimensional Processes with Multirate Sampling for Models in Space of States with Delay

作者：Romanenko V D^*; Reutov A A

来源：Journal of Automation and Information Sciences, 2010, 42(9): 15-24.

DOI：10.1615/JAutomatInfScien.v42.i9.20

• method of optimal prediction
• vector of process state
• delay
• control vector
• synthesis of control system
• minimization of the generalized variance
• vectors and perturbations
• evaluation
• prediction function
• Diophantine equations
• matrix polynomials

We developed the method of optimal prediction of the vector of process state at the instant of delay by the control vector with further synthesis of control system for minimization of the generalized variance of the process for vectors and perturbations sampling with small periods and state control vectors discretization and evaluation with large sampling periods. Development of the prediction function is done on the basis of the Diophantine equations with respect to matrix polynomials.

• 出版日期2010