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En este artículo se introducen algunas manipulaciones matriciales que nos permiten obtener una versión de la fórmula original de Christoffel Darboux, la cual resulta de interés en muchas aplicaciones del álgebra lineal. Usando estos desarrollos matriciales y la desigualdad de Jensen, se obtiene el resultado principal de esta propuesta, que consiste en la generalización del teorema de entropía máxima de Burg para procesos multivariados., In this article we introduce some matrix manipulations that allow us to obtain a version of the original Christoffel-Darboux formula, which is of interest in many applications of linear algebra. Using these developments matrix and Jensen’s inequality, we obtain the main result of this proposal, which is the generalization of the maximum entropy theorem of Burg for multivariate processes.

En este artículo se introducen algunas manipulaciones matriciales que nos permiten obtener una versión de la fórmula original de Christoffel Darboux, la cual resulta de interés en muchas aplicaciones del álgebra lineal. Usando estos desarrollos matriciales y la desigualdad de Jensen, se obtiene el resultado principal de esta propuesta, que consiste en la generalización del teorema de entropía máxima de Burg para procesos multivariados., In this article we introduce some matrix manipulations that allow us to obtain a version of the original Christoffel-Darboux formula, which is of interest in many applications of linear algebra. Using these developments matrix and Jensen’s inequality, we obtain the main result of this proposal, which is the generalization of the maximum entropy theorem of Burg for multivariate processes.

We present an optimization based tuning procedure with certain robustness properties for an offset free Model Predictive Controller (MPC). The MPC is designed for multivariate processes that can be represented by an ARX model. The advantage of ARX model representations is that standard system identifiation techniques using convex optimization can be used for identification of such models from input-output data. The stochastic model of the ARX model identified from input-output data is modified with an ARMA model designed as part of the MPC-design procedure to ensure offset-free control. The ARMAX model description resulting from the extension can be realized as a state space model in innovation form. The MPC is designed and implemented based on this state space model in innovation form. Expressions for the closed-loop dynamics of the unconstrained system is used to derive the sensitivity function of this system. The closed-loop expressions are also used to numerically evaluate absolute integral performance measures. Due to the closed-loop expressions these evaluations can be done relative quickly. Consequently, the tuning may be performed by numerical minimization of the integrated absolute error subject to a constraint on the maximum of the sensitivity function. The latter constraint provides a robustness measure that is essential for the procedure. The method is demonstrated on two simulated examples: A Wood-Berry distillation column example and a cement mill example.

We present an optimization based tuning procedure with certain robustness properties for an offset free Model Predictive Controller (MPC). The MPC is designed for multivariate processes that can be represented by an ARX model. The advantage of ARX model representations is that standard system identifiation techniques using convex optimization can be used for identification of such models from input-output data. The stochastic model of the ARX model identified from input-output data is modified with an ARMA model designed as part of the MPC-design procedure to ensure offset-free control. The ARMAX model description resulting from the extension can be realized as a state space model in innovation form. The MPC is designed and implemented based on this state space model in innovation form. Expressions for the closed-loop dynamics of the unconstrained system is used to derive the sensitivity function of this system. The closed-loop expressions are also used to numerically evaluate absolute integral performance measures. Due to the closed-loop expressions these evaluations can be done relative quickly. Consequently, the tuning may be performed by numerical minimization of the integrated absolute error subject to a constraint on the maximum of the sensitivity function. The latter constraint provides a robustness measure that is essential for the procedure. The method is demonstrated on two simulated examples: A Wood-Berry distillation column example and a cement mill example.