Weighted minimum uncertainty prediction control

Research output: Contribution to journalArticlepeer-review


The control design problem for a discrete time system with structured parametric uncertainty, that minimizes its predicted output uncertainty is addressed in this note. The system's ARMA parameter vector coefficients are bounded within an interval. For a given future input sequence, this parameter uncertainty induces an uncertainty in the predicted system output. The control objective is to derive the input sequence that minimizes the predicted output uncertainty while tracking a reference input.

Original languageEnglish (US)
Pages (from-to)793-795
Number of pages3
Issue number5
StatePublished - May 1996


  • One-step ahead prediction
  • Uncertainty prediction

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering


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