The purpose of a control professional to take a course in control theory is to be able to design a controller for his use. There are different controllers for different purposes, and there are different design methodologies for them. Since the control is usually through time, analysis and design should have time as the pivotal variable. The control strategy to minimize the variance of the controlled variable ARMA time series with a constraint on the variance of the control variable, of a discrete feedback control system, gives a linear quadratic Gaussian control algorithm. For H-infinity control, the least sensitive controller gives the controlled variable a noninvertible ARMA time series: a time series with a flat spectrum. Model predictive control requires prediction of a future value of the controlled variable ARMA time series. The ARIMA time series holds an important position in stochastic control theory. A fundamental knowledge of the ARIMA time series and its analysis is, therefore, an essential knowledge for a control professional, engineer or instructor, to have for his or her control design.

This full-day workshop presents the result of 5-year research in time series analysis and stochastic control theory of AuLac Technologies Inc., www.aulactechnologies.com. After attending the workshop, an attendee will have the knowledge to analyze and design discrete controllers and digital filters for linear systems with formulas of moments and spectra. This knowledge will be supplemented with the knowledge of periodic and aperiodic time series, prediction and (Kalman) filtering as well as fundamental statistics. An attendee will know the industrial Dahlin, Vogel-Edgar, IMC and also the PID deterministic tracking controllers. For the stochastic regulating controllers, the workshop will discuss the one-step, N-step and infinite-step optimal controllers, model predictive as well as the H-infinity controllers.

The lecture notes will be extracted from the two textbooks: ”The ARIMA and VARIMA Time Series: Their Modelings, Analyses and Applications” (ISBN 978-0- 9783996-1-0) and ”Optimal Discrete Control Theory: The Rational Function Structure Model” (ISBN 978-0-9783996-0-3), which come with the workshop. Demonstrations will be running MATLAB m.files. Each attendee should bring with him or her a notebook (laptop) with MATLAB software, or its clone like OCTAVE, installled on it for the demonstrations.