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

Table 1

AMSE when both types of error exist. is the ARIMA(1, 1, 1) disturbance with and .

ARIMA controller
		0.5	1.0	1.5	2.0
0	1.014 (.005)	1.298 (.006)	2.104 (.009)	3.392 (.015)	5.155 (.023)
0.5	1.657 (.008)	1.922 (.009)	2.695 (.012)	3.959 (.018)	5.709 (.026)
1.0	3.165 (.014)	3.431 (.016)	4.205 (.019)	5.471 (.025)	7.225 (.032)
1.5	5.286 (.024)	5.569 (.025)	6.381 (.029)	7.698 (.035)	9.503 (.043)
2.0	7.966 (.037)	8.269 (.038)	9.136 (.041)	10.530 (.047)	12.420 (.056)
controller
		0.5	1.0	1.5	2.0
0	1.084 (.005)	1.379 (.006)	2.265 (.010)	3.742 (.017)	5.809 (.027)
0.5	1.872 (.009)	2.172 (.010)	3.063 (.015)	4.544 (.022)	6.616 (.032)
1.0	4.247 (.023)	4.552 (.025)	5.448 (.029)	6.934 (.036)	9.010 (.047)
1.5	8.211 (.048)	8.520 (.049)	9.420 (.053)	10.911 (.060)	12.992 (.071)
2.0	13.761 (.082)	14.075 (.083)	14.980 (.088)	16.475 (.095)	18.561 (.105)

The corresponding SEAMSE’s are enclosed in the parentheses.