SINGULAR-VALUE-DECOMPOSITION APPROACH TO MULTIVARIABLE GENERALIZED PREDICTIVE CONTROL
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 generalized predictive control into the multivariable framework. Eigen-de...
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| Format: | Journal article |
| Language: | English |
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1993
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| _version_ | 1826292362587930624 |
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| author | Kouvaritakis, B Rossiter, J Chang, A |
| author_facet | Kouvaritakis, B Rossiter, J Chang, A |
| author_sort | Kouvaritakis, B |
| collection | OXFORD |
| description | 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 generalized 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 analogous 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. |
| first_indexed | 2024-03-07T03:13:31Z |
| format | Journal article |
| id | oxford-uuid:b50760e2-e753-45ac-a8e7-8c06bee7e23e |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T03:13:31Z |
| publishDate | 1993 |
| record_format | dspace |
| spelling | oxford-uuid:b50760e2-e753-45ac-a8e7-8c06bee7e23e2022-03-27T04:30:16ZSINGULAR-VALUE-DECOMPOSITION APPROACH TO MULTIVARIABLE GENERALIZED PREDICTIVE CONTROLJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:b50760e2-e753-45ac-a8e7-8c06bee7e23eEnglishSymplectic Elements at Oxford1993Kouvaritakis, BRossiter, JChang, AA 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 generalized 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 analogous 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. |
| spellingShingle | Kouvaritakis, B Rossiter, J Chang, A SINGULAR-VALUE-DECOMPOSITION APPROACH TO MULTIVARIABLE GENERALIZED PREDICTIVE CONTROL |
| title | SINGULAR-VALUE-DECOMPOSITION APPROACH TO MULTIVARIABLE GENERALIZED PREDICTIVE CONTROL |
| title_full | SINGULAR-VALUE-DECOMPOSITION APPROACH TO MULTIVARIABLE GENERALIZED PREDICTIVE CONTROL |
| title_fullStr | SINGULAR-VALUE-DECOMPOSITION APPROACH TO MULTIVARIABLE GENERALIZED PREDICTIVE CONTROL |
| title_full_unstemmed | SINGULAR-VALUE-DECOMPOSITION APPROACH TO MULTIVARIABLE GENERALIZED PREDICTIVE CONTROL |
| title_short | SINGULAR-VALUE-DECOMPOSITION APPROACH TO MULTIVARIABLE GENERALIZED PREDICTIVE CONTROL |
| title_sort | singular value decomposition approach to multivariable generalized predictive control |
| work_keys_str_mv | AT kouvaritakisb singularvaluedecompositionapproachtomultivariablegeneralizedpredictivecontrol AT rossiterj singularvaluedecompositionapproachtomultivariablegeneralizedpredictivecontrol AT changa singularvaluedecompositionapproachtomultivariablegeneralizedpredictivecontrol |