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Outlier Sensitivity of the Minimum Variance Control Performance Assessment

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Advanced, Contemporary Control

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 1196))

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Abstract

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.

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Authors and Affiliations

  1. Institute of Control and Computation Engineering, Warsaw University of Technology, ul. Nowowiejska 15/19, 00-665, Warsaw, Poland

    Kacper Kaczmarek & Paweł D. Domański

Authors
  1. Kacper Kaczmarek
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  2. Paweł D. Domański
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Corresponding author

Correspondence to Paweł D. Domański .

Editor information

Editors and Affiliations

  1. Institute of Automatic Control, Lodz University of Technology, Lodz, Poland

    Andrzej Bartoszewicz

  2. Institute of Automatic Control, Lodz University of Technology, Lodz, Poland

    Jacek Kabziński

  3. Systems Research Institute, Polish Academy of Sciences, Warsaw, Poland

    Janusz Kacprzyk

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Kaczmarek, K., Domański, P.D. (2020). Outlier Sensitivity of the Minimum Variance Control Performance Assessment. In: Bartoszewicz, A., Kabziński, J., Kacprzyk, J. (eds) Advanced, Contemporary Control. Advances in Intelligent Systems and Computing, vol 1196. Springer, Cham. https://doi.org/10.1007/978-3-030-50936-1_29

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