摘要:

This paper develops formulae for the discrete-time interpolation-error covariance of the optimal linear filter in terms of the Duff in parallel resistance of forward and backward -error covariance matrices for a finite observation-time interval. In particular dual Ricatti equations are derived which have as solutions the forward and backward-error covariance matrices. Equations for the backward and forward one-step predictor and filter are derived from the innovations viewpoint.

ISSN:0020-7179    

DOI:10.1080/00207178408933204

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

Transformable regions are those which admit a root clustering criterion. In this paper we extend the notion of transformability, present root clustering criteria, and point out a future direction for investigation.

ISSN:0020-7179    

DOI:10.1080/00207178408933205

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The zero structure for non-minimal proper systems in state-space form is investigated. The approach is ‘ geometric ’, and a complete characterization in geometric terms is given of the invariant, decoupling, system and transmission zeros, as defined by Rosenbrock. The first main result is a formula for the transmission zeros. Second, a ‘ canonical ’ lattice diagram is presented of a decomposition of the state space which can be viewed as the ‘ product ’ of the Kalman canonical decomposition and the Morse canonical decomposition. This decomposition gives a straightforward characterization of all zeros just mentioned in terms of spectral properties of subspaces under a certain class of feedback and injection mappings. Via this diagram a number of equivalent formulae for the transmission zeros are derived. The freedom in pole assignment leads to new characterizations for the invariant and system zeros in terms of greatest common divisors of characteristic polynomials. Finally, the relation is demonstrated between certain subspaces and some structural invariants, i.e. the zeros at infinity and the minimal indices of a polynomial basis for the kernel of the transfer function.

ISSN:0020-7179    

DOI:10.1080/00207178408933206

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

A general algorithm is presented for the identification of the parameters in the transfer-function matrix of a multi-input—multi-output (MIMO) system. The approach adopted is that of expanding the system input and output variables in shifted Legendre series. The feasibility of the method lies in the generation of linear algebraic equations in the unknown parameters and initial conditions by means of an elegant operational matrix which relates shifted Legendre polynomials to their integrals. An example is included to illustrate the applicability of the proposed method.

ISSN:0020-7179    

DOI:10.1080/00207178408933207

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

A simple approach to the computation of the minimal polynomial and of eigenvectors of Luenberger controllable canonical forms is presented. The algorithm is useful when there are defective eigenvalues. A simple formula for the derivation of progenitors’ degree and degrees of appropriate Jordan blocks is established.

ISSN:0020-7179    

DOI:10.1080/00207178408933208

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The paper considers a learning automaton operating in a stationary random environment. The automaton has multiple actions and updates its action probability vector according to the linear reward — ϵ penalty (LR-ϵp) algorithm. Using weak convergence concepts it is shown that for large time and small values of parameters in the algorithm, the evolution of the action probability can be represented by Gauss-Markov diffusion.

ISSN:0020-7179    

DOI:10.1080/00207178408933209

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The paper deals with the problem of scheduling jobs on a processor which can simultaneously process all the jobs, and where the job processing intensity is a continuous function of an instantaneous resource usage. A server can control the processing time of jobs through the allocation of an available resource in time. The first problem considered is to minimize the weighted flow time, provided that all the jobs are ready for processing at the same point in time. The second problem is to minimize the completion time of all the jobs, provided that job release dates are different and known. These problems are formulated as optimal control problems. It is shown that for each of them there exists a class of jobs for which sequencing the jobs in a certain preference order and processing each job with maximum intensity yields an optimal schedule.

ISSN:0020-7179    

DOI:10.1080/00207178408933210

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

In a recent paper by Białas, a new proof of a known result concerning interval polynomials was given. This result is summarized here and a much stronger result is mentioned. Białas’ main theorem on the stability of interval matrices is shown to be false.

ISSN:0020-7179    

DOI:10.1080/00207178408933211

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

In this correspondence, the relation of receding-horizon control method with the state deadbeat control is brought out. It is shown for single-input systems that the receding-horizon control is a state deadbeat control if the horizon length is taken to be equal to the state dimension.

ISSN:0020-7179    

DOI:10.1080/00207178408933212

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

ISSN:0020-7179    

DOI:10.1080/00207178408933213

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor