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

<div>The performance of the ARIMA controller and the <svg height="9.04777pt" id="M281" style="vertical-align:-0.04981995pt" version="1.1" viewbox="-0.0498162 -8.99795 13.4946 9.04777" width="13.4946pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0135,0,0,-0.0135,0,0)"><path d="M600 480C600 590 528 650 384 650H143L137 622C222 614 225 607 210 531L130 127C113 41 106 36 23 28L17 0H294L300 28C204 36 195 42 212 127L243 284L314 263C327 263 339 263 352 264C465 271 600 337 600 480ZM508 481C508 351 402 304 329 304C289 304 265 311 250 317L295 559C302 594 310 606 323 611C335 616 350 619 367 619C455 619 508 573 508 481Z" id="g113-81"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="617" vert-adv-y="617"></glyph.data></g><g transform="matrix(.0135,0,0,-0.0135,7.549,0)"><path d="M405 650H141L135 622C222 616 230 610 215 535L133 116C118 41 113 33 29 28L23 0H289L295 28C209 33 205 40 219 116L298 535C312 609 317 616 399 622L405 650Z" id="g113-74"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="428" vert-adv-y="428"></glyph.data></g></svg> controller when the process gain is not accurately estimated.</div>

Mathematical Problems in Engineering

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Figure 3

Figure 3: Optimal Control for a Linear System Subject to a General ARIMA Disturbance 