Optimal Controllers for Nonsymmetric and Nonquadratic Loss Functions
作者:
ThomasJ. Harris,
期刊:
Technometrics
(Taylor Available online 1992)
卷期:
Volume 34,
issue 3
页码: 298-306
ISSN:0040-1706
年代: 1992
DOI:10.1080/00401706.1992.10485279
出版商: Taylor & Francis Group
关键词: Engineering process control;Loss functions;Minimum-variance control;Optimal control;Statistical process control;Time series
数据来源: Taylor
摘要:
Minimum-variance controllers provide an essential link for integrating concepts of statistical process control and engineering process control. These controllers are specifically designed to minimize a quadratic loss function. In some problems, however, other loss functions may be more appropriate. In this article, controllers that are optimal for nonsymmetric and nonquadratic loss functions are derived. In many cases, these controllers retain the basic simplicity of the minimum-variance controller. Additionally, for process disturbances driven by normal white noise, the minimum-variance controller is shown to be optimal for a broad class of objective functions.
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