“…PID, as the most popular controller of simple fi xed structure in the fi eld, is not synthesized from process or disturbance model, and therefore subject to the question: How close do PID controllers achieve ideal performance in term of minimum variance under stochastic disturbance? To achieve such a goal, Miller et al (1995) and Kowk et al (2000) derived the stochastic discrete predictive PID control law by approximating the generalized predictive control (GPC) with steady-state weighting. Based on generalized minimum variance control (GMVC), some self-tuning PID schemes (Miura et al, 1998;Yamamoto et al, 1999;Sato et al, 2002) have been proposed for discrete-time systems in face of stochastic disturbances.…”