Adaptive Control Based on a Modified Kalman Filter Predictor

The proposed generalized minimum variance adaptive control system is based on an improved least squares estimator, a modified Kalman filter predictor and a state space predictive controller. The Kalman filter provides explicit estimates of the process states and predicted output y(k+d+l) and therefore simplifies controller design. The system is designed for MISO stochastic processes with time delays and non-zero mean disturbances. Examples show that the adaptive system is practical, easy to implement and that overall performance is equal to or better than that obtained using a PID controller or the self-tuning controller (STC) of Clarke and Gawthrop