Charts for Optimal Feedback Control with Recursive Sampling and Adjustment

Abstract

A cost model proposed by Box and Jenkins (1963) and later generalized by Box and Kramer (1992) for obtaining minimum cost for feedback control of processes is considered. Unfortunately, it is sometimes difficult to assign values to the costs of making an adjustment, of taking a sample and of being off target as is required by their approach. An alternative that avoids the direct assignment of values to these costs is discussed in this paper and charts are provided to aid in choosing a reasonable scheme. For different values of the action limit and the non-stationarity measure, it is possible to compute an envelope of optimal schemes from which a choice may be made by judging the disadvantage of an increased mean square deviation against the advantage of having to take samples less frequently and/or increasing the average adjustment interval.