Minimum-variance controller for a class of non-linear systems

The extension of a linear minimum-variance controller to a non-linear minimum-variance controller is presented. The algorithm relies on the description of the underlying process by a non-linear autoregressive moving average model and on the optimal (least-squares) predictor to obtain an explicit control formula. It contains feedforward and feedback compensators that may all be realized digitally in a simple manner, The theoretical basis for the procedures is presented together with simulation tests.