This paper focuses on delay compensation as an extension of the loop transfer recovery (LTR) procedure from one‐step prediction to the general case of p‐step prediction (p ≥ 1). The steady state minimum variance filter gain is shown to be the H2‐minimal solution of the relative error between the target sensitivity matrix and the actual sensitivity matrix for p‐step prediction (p ≥ 1). This result is useful for synthesis of robust delay compensators in multiple‐input/multiple‐output (MIMO) discrete‐time systems.
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Control and Optimization
- Applied Mathematics