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Nonlinear generalized minimum variance control under actuator saturation

Grimble, M.J. and Majecki, P.M. (2005) Nonlinear generalized minimum variance control under actuator saturation. In: Proceedings of the 16th IFAC World Congress Conference. Elsevier. ISBN 0-08-045108

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A new Generalized Minimum Variance control law has been derived recently for the controlof nonlinear multivariable systems. In this paper we restrict our interest tosingle-input, single-output plants with input nonlinearities in the form of hard actuatorlimits. Since in real systems saturation always exists in some form, e.g. as a result ofvalve opening limits or finite power supply, this is a natural case to consider. One ofthe well-known problems associated with input saturation is the integral windupphenomenon, which occurs whenever the controller includes integral action. In this paper,we show that the classical form of the 'anti-windup' mechanism can be obtained withinthe Nonlinear GMV controller framework by a suitable selection of the design parameters.The advantage of the approach is that the anti-windup mechanism is obtained naturallyfrom the optimization problem. There is also the possibility that the technique can beextended for other specialized nonlinear compensation problems.