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

Table 4

AMSE with uncertainties in the ARIMA parameters.

ARIMA controller
		−0.4	−0.3	−0.2	−0.1
0.5	1.177 (.006)	1.109 (.005)	1.061 (.005)	1.034 (.005)	1.027 (.005)
0.6	1.106 (.005)	1.056 (.005)	1.027 (.005)	1.018 (.005)	1.031 (.005)
0.7	1.052 (.005)	1.022 (.005)	1.014 (.005)	1.028 (.005)	1.064 (.005)
0.8	1.024 (.005)	1.021 (.005)	1.044 (.005)	1.091 (.006)	1.162 (.006)
0.9	1.073 (.006)	1.129 (.007)	1.218 (.008)	1.340 (.010)	1.495 (.012)
0.95	1.248 (.010)	1.398 (.013)	1.596 (.018)	1.843 (.023)	2.138 (.029)
controller
		−0.4	−0.3	−0.2	−0.1
0.5	1.199 (.006)	1.137 (.006)	1.097 (.005)	1.078 (.005)	1.081 (.005)
0.6	1.136 (.006)	1.095 (.005)	1.077 (.005)	1.081 (.005)	1.109 (.005)
0.7	1.092 (.005)	1.076 (.005)	1.084 (.005)	1.116 (.006)	1.172 (.006)
0.8	1.074 (.005)	1.087 (.005)	1.128 (.006)	1.197 (.007)	1.293 (.008)
0.9	1.094 (.005)	1.151 (.006)	1.242 (.007)	1.366 (.009)	1.523 (.011)
0.95	1.129 (.006)	1.220 (.007)	1.348 (.009)	1.515 (.011)	1.720 (.014)

The corresponding SEAMSE’s are included in the parentheses.