Synthesis of the minimum variance control law for the linear time variant processes

Abstract

Above the linear process can act the disturbance signals, so kind of processes can be described by the parametrical models, where the most used take part from the ARMAX class (Auto-Regressive Moving Average with eXogenous control). The general model of the class is the ARMAX model [na, nb, bc, nk], which in fact represents that the output signal is obtained as a result of the superposition between a useful signal obtained by filtering the input signal and a parasitic signal obtained by filtering the white noise.