The recursive generalized predictive control algorithm, combining the process of system identification and the process of the controller design, is presented. In the control design process, there are three parameters to be chosen: the prediction horizon, the control horizon, and the input weighting factor. Two new parameters are defined for the practical choice of the prediction horizon and the control horizon. A time varying algorithm for the input weighting factor and a dual-sampling-rate algorithm between system identification and control design are presented. The recursive generalized predictive control algorithm is applied to two different systems: a sound enclosure and an optical jitter suppression testbed.

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