Optimal Control for a Linear System Subject to a General ARIMA Disturbance

Abstract EN

A novel run-to-run (R2R) control algorithm based on Kalman filter approach is proposed to deal with a linear system witha general ARIMA( p,d,q ) process, in the presence of measurement error and adjustment error together with a random initial bias.

We mathematically prove its optimality.

The performance of the newly proposed controller and the proportional-integral ( PI ) controller is evaluated and compared under multiple scenarios through Monte Carlo simulations.

Almost all the results reflect the new controller’s superiority.