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

Table 3

AMSE with different estimates of the process gain. The true process gain .

is ARIMA(1, 1, 1)
	ARIMA controller	controller		ARIMA controller	controller
	(  )	(  )		(  )	(  )
	AMSE (SEAMSE)	AMSE (SEAMSE)		AMSE (SEAMSE)	AMSE (SEAMSE)
1.7	2.207 (.020)	5.113 (.084)	2.6	1.017 (.005)	1.088 (.005)
1.8	1.583 (.011)	2.213 (.021)	2.7	1.024 (.005)	1.099 (.005)
1.9	1.320 (.008)	1.597 (.011)	2.8	1.036 (.005)	1.115 (.006)
2.0	1.183 (.006)	1.343 (.008)	2.9	1.051 (.005)	1.135 (.006)
2.1	1.104 (.006)	1.215 (.006)	3.0	1.068 (.005)	1.159 (.006)
2.2	1.058 (.005)	1.145 (.006)	3.1	1.087 (.005)	1.186 (.006)
2.3	1.032 (.005)	1.107 (.005)	3.2	1.108 (.005)	1.215 (.007)
2.4	1.018 (.005)	1.089 (.005)	3.3	1.131 (.006)	1.246 (.007)
2.5	1.014 (.005)	1.084 (.005)	3.4	1.155 (.006)	1.279 (.007)