Computational architecture and method for a time-varying control system

Abstract

According to various embodiments, the revision can have two components: (a) vectorization; and (b) forecasting.

1 . A system for controlling an enterprise that produces a plurality of products by at least one production process, the system comprising:
 computing hardware, including at least one processor, data storage, and input/output facilities operatively coupled to the at least one production process of the enterprise, the data storage containing instructions that, when executed by the at least one processor, cause the computing hardware to implement:
 a main processing engine configured to generate a control vector corresponding to a target allocation of resources between the plurality of products to be produced by the enterprise, the control vector being applied to adjust operation of the at least one production process for each of the products; 
 an actual revenue measurement engine configured to obtain data representing actual revenue generated by sales of each of the plurality of products in a market during a first time period; 
 an actual cost measurement engine configured to obtain data representing actual cost attributed to each of the plurality of products during the first time period; 
 a retained earnings computation engine configured to produce an observation vector containing elements in a data structure representing actual retained earnings attributed to each of the plurality of products during the first time period, the actual retained earnings being based on the data representing the actual revenue and on the data representing the actual cost; 
 a matrix generator engine configured to generate a dynamic matrix, a control matrix, a cost matrix, and an observation matrix, wherein:
 the dynamic matrix contains elements arranged in a data structure that represents a dynamic relationship between a current set of revenue values and a predicted set of revenue values at a second time period subsequent to the first time period; 
 the control matrix contains elements arranged in a data structure that represents a dynamic relationship between the control vector and the actual revenue corresponding to each product depending on the control vector; 
 the cost matrix contains elements arranged in a data structure that represents a dynamic relationship between variations in the market and actual revenue corresponding to each product depending on the variations in the market; 
 the observation matrix contains elements arranged in a data structure that represents a dynamic relationship between the actual revenue corresponding to each product and the actual retained earnings; 
 
 the system further comprising an estimator engine configured to revise the dynamic matrix, the control matrix, the cost matrix, and the observation matrix for the second time period to produce predicted values for each corresponding matrix.