Abstract
The research objective of this thesis is improving the performance of single-input-single-output (SISO) feedback control. The strategy of our approach begins from eliminating the bias of double Exponential Weighted Moving Average (dEWMA) controller. We propose an initial intercept iteratively adjusted (IIIA) control scheme, which is based on the dEWMA controller. The methodology of the IIIA controller is adjusting the initial intercept estimate run by run. An analytic expression of the process output and its MSE of the IIIA controller are revealed in this study. Furthermore, the performance of IIIA controller is compared with dEWMA and recursive least squares (RLS) controller in this research, and we found that IIIA controller is better than the other two controllers in most of our studied cases when the parameters of the process are assumed unknown. We also reveal two important properties on the discount factors of the dEWMA and IIIA controllers for a linear process. These two properties are helpful for the efficiency of selecting the optimal discount factors.