SINGULAR-VALUE-DECOMPOSITION APPROACH TO MULTIVARIABLE GENERALIZED PREDICTIVE CONTROL

被引：4
|
作者：
KOUVARITAKIS, B
ROSSITER, JA
CHANG, AOT
机构：
[1] Oxford Univ, Oxford
来源：
IEE PROCEEDINGS-D CONTROL THEORY AND APPLICATIONS | 1993年 / 140卷 / 03期
关键词：
PREDICTIVE CONTROL; EIGENVECTORS; MULTIVARIABLE CONTROL THEORY; SINGULAR-VALUE DECOMPOSITION;
D O I：
10.1049/ip-d.1993.0021
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
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 non-square 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 non-square systems as well as demonstrates its superior sensitivity properties by means of two numerical examples.
引用
收藏
页码：145 / 154
页数：10
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