Minimum variance lower bound estimation and realization for desired structures

The Minimum Variance Lower Bound (MVLB) represents the best achievable controller capability in a variance sense. Estimation and realization of MVLB for nonlinear systems confront some difficulties. Hence, almost all methods introduced so far estimate MVLB for a certain structure (e.g., NARMAX) or controller (e.g. PID). In this paper, MVLB for desired structures (not restricted to a certain type) is studied. The situation when the model is not in hand, is not accurate, or is not invertible has been considered. Moreover, in order to realize minimum variance controllers for nonlinear structures, a recursive model-free MVC design is utilized. Finally, a simulation study has been used to clarify the effectiveness of the proposed control scheme.