Generalized Minimum Variance Control for Time-Varying Systems

—Improvement of Noise Characteristic—

Abstract

This paper describes a Generalized Minimum Variance Control (GMVC) sterategy for Time Varying Systems (TVS). GMVC is one of predict control methods, which are effective to Time Delay system. In TVS, polynomials of model are noncommutativity. Then, the cost function can not be optimized with accuracy because noncommutative noise term remains. This paper applies a pseudocommutativity to improve the noncommutativity in TVS. The proposed pseudocommutativity has a durability against the effect of time shift of time varying multiplications. The GMVC sterategy holds a simple structure.