Chapter 4. Design of Digital Controllers in the Presence of Random Disturbances

4.1 Models of Random Distrubances

4.1.1 Description of the Disturbances

4.1.2 Models of Random Disturbances

4.1.3 The ARMAX Model (Plant + Distrbance

4.1.4 Optimal prediction

4.2 Minimum Variance Tracking and Regulation

4.2.1 An Example

4.2.2 General Case

4.2.3Minimum Variance Tracking and Regulation: Example

4.3 The Case of Unstable Zeros: Approximation of the MinimumVaraince Tracking and Regulation by Means of the Pole Placement

4.3.1 Controller Design

4.3.2 An Example

4.4 Generalized Minimum Variance Tracking and Regulation

4.4.1 Controller Design

4.5 Concluding Remarks

4.6 Notes and References