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Outlier Sensitivity of the Minimum Variance Control Performance Assessment

机译:最低差异控制性能评估的异常敏感性

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Minimum variance (MinVar) control performance assessment (CPA) constitutes one of the most common approaches to the control quality estimation. There are dozens of versions of this method, enriched with practical implementations. However, it should be remembered that the method relies on the same assumptions as the minimum variance control. It is essential that considered disturbance is an independent random sequence. This paper addresses the situations, when loop noise has non-Gaussian properties and is characterized by outliers exhibiting fat-tailed distribution. Sensitivity analysis of minimum variance method against the outliers is conducted using commonly used PID control benchmarks. It is shown that CPA using minimum variance may be significantly biased in non-Gaussian situations, which are very frequent in the industrial reality.
机译:最小方差(MINVAR)控制性能评估(CPA)构成控制质量估计最常见的方法之一。 这种方法有几十个版本,丰富了实用的实现。 但是,应该记住该方法依赖于与最小方差控制相同的假设。 认为干扰是一个独立的随机序列。 本文解决了这种情况,当环噪声具有非高斯性质时,其特征在于展示脂肪尾分布的异常值。 使用常用的PID控制基准进行对异常值的最小方差方法的灵敏度分析。 结果表明,使用最小方差的CPA可以在非高斯的情况下显着偏置,这在工业现实中非常频繁。

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