Singular-value-decomposition approach to multivariable generalised predictive control
作者:
B.Kouvaritakis,
J.A.Rossiter,
A.O.T.Chang,
期刊:
IEE Proceedings D (Control Theory and Applications)
(IET Available online 1993)
卷期:
Volume 140,
issue 3
页码: 145-154
年代: 1993
DOI:10.1049/ip-d.1993.0021
出版商: IEE
数据来源: IET
摘要:
A change of basis, from the standard set to the set of eigenvectors, provides the means for the decomposition of a multivariable problem into a set of scalar problems. This idea was deployed in an earlier paper to embed scalar generalised predictive control into the multivariable framework. Eigen-decompositions, however, can be sensitive to perturbations and cannot be applied to nonsquare matrices. The paper shows how an analoguous approach to multivariable predictive control can be based on a singular-value decomposition, and illustrates its applicability to nonsquare systems as well as demonstrates its superior sensitivity properties by means of two numerical examples.
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