A Minimum Variance Controller for SISO Linear Time Variant Systems

Abstract: An optimal controller is developed for linear time variant systems described using transfer operators, where the noise response is described using a time variant moving average autoregressive model and the control response is described using a time variant autoregressive moving average model. Following the line of minimum variance control methods, this controller can achieve minimum variance output tracking without using noise variance information even when the speed of parameter variation in the system is arbitrarily fast.