A normalized performance index, η(b), is introduced to characterize the performance of feedback control schemes. η(b) is attractive because it provides a measure of the proximity of control to minimum variance control, which is the optimal feedback control provided that the process can be described by a linear transfer function with additive disturbance. Both time domain and spectral interpretations of this performance index are discussed. A fast, simple, on‐line method for estimating η(b) is given, along with some of the statistical properties of the estimator. Simulation and industrial examples demonstrate the utility of η(b/)
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Desborough et al. (1992) studied this question.
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