Non-linear generalised minimum variance control state space design for a second-order Volterra series model

This paper presents a non-linear generalised minimum variance (NGMV) controller for a second-order Volterra series model with a general linear additive disturbance. The Volterra series models provide a natural extension of a linear convolution model with the nonlinearity considered in an additive term. The design procedure is entirely carried out in the state space framework, which facilitates the application of other analysis and design methods in this framework. First, the non-linear minimum variance (NMV) controller is introduced and then by changing the cost function, NGMV controller is defined as an extended version of the linear cases. The cost function is used in the simplest form and can be easily extended to the general case. Simulation results show the effectiveness of the proposed non-linear method.