Generalized Minimum Variance Control for Time-varying System

This paper describes a Generalized Minimum Variance Control(GMVC) sterategy for Time Varying System(TVS). GMVC is one of predict control methods, which are effective to Time Delay syatem. In TVS, polynoominals of model are noncommutativity. Then, the cost function can not be optimized with accuracy because noncommutative noise term remains. This paper applies a pseudocommutativity to improve the noncommutativity in TVS. The proposed pseudocommutativity has a durability against the effect of time shift of time varying multiplications. The GMVC sterategy holds a simple structure.