摘要:

In this paper the problem of stabilizing linear discrete-time systems under state and control linear constraints is studied. Based on the concept of positive invariance, existence conditions of linear state feedback control laws respecting both the constraints are established. These conditions are then translated into an algorithm of linear programming.

ISSN:0020-7179    

DOI:10.1080/00207178808906132

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

Using cross-validation ideas, two procedures are proposed for making a choice between different model structures used for (approximate) modelling of multivariable systems. The procedures are derived under fairly general conditions: the ‘true’ system does not need to be contained in the model set; model structures do not need to be nested and different criteria may be used for model estimation and validation. The proposed structure selection rules are shown to be invariant to parameter scaling. Under certain conditions (essentially requiring that the system belongs to the model set and that the maximum likelihood method is used for parameter estimation) they are shown to be asymptotically equivalent to the (generalized) Akaike structure selection criteria.

ISSN:0020-7179    

DOI:10.1080/00207178808906133

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

An optimal min-max instrumental variable (IV) method for estimating the parameters in difference equation models is presented. The method gives the smallest estimation error variance in the ‘worst noise’ case from a prespecified class of noises. Implementation of this new method does not require knowledge of system or noise parameters and therefore can be donewithout iteration. This is an attractive feature since other min-max or generally optimal IV methods previously introduced require at least a knowledge of system parameters, and cannot be implemented directly. Results of simulations demonstrate the applicability of the method to both artificial and real data.

ISSN:0020-7179    

DOI:10.1080/00207178808906134

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

Decentralized static output regulators are designed via projective controls in cases where the controllers are directly coupled, i.e. when the controls of other decision-makers appear in the local outputs. For two decision-makers, the solution is reduced to the problem of solving a general (non-square) algebraic Riccati equation. The existence and uniqueness of the solution is proved and then determined analytically. These results are then generalized to an arbitrary number of decision-makers. Finally, the possibilities of the sequential design of static and dynamic regulators for this type of decentralized information structure are investigated. A numerical example illustrates the design procedure.

ISSN:0020-7179    

DOI:10.1080/00207178808906135

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

In this article, the singular extremal control problem with time delay is studied from the viewpoint of the calculus of variation and matrix theory. Some sufficient conditions for the non-negativity of the second variation are obtained for an optimal control problem with a delayed state vector. The hypothesis of Hass is first assumed, and the total singular situation of Jacobson and Bell is also considered. A second-order necessary condition for optimality is also presented.

ISSN:0020-7179    

DOI:10.1080/00207178808906136

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

The weighted multivariable circle criterion contains an arbitrary diagonal matrix that is called the ‘weighting matrix’. In this paper, a method of searching for an adequate weighting matrix is proposed. The choice of the weighting matrix determines the sharpness of the stability criterion obtained. The method is based on the relation between anM-matrix and a positive-definite hermitian matrix. The results of examples show that this method is very useful in obtaining sharper stability conditions.

ISSN:0020-7179    

DOI:10.1080/00207178808906137

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

For non-linear multiple-input multiple-output systemsẋ = f(x,u),y = h(x,u), nonlinear observers are designed using a transformation into the non-linear observer canonical form and an extended linearization. The differential equation of observer error in canonical coordinates is linearized about the reconstructed trajectory, and dimensioned by eigenvalue assignment. With reference to the extended Kalman filter algorithm, this non-linear observer design is called the extended Luenberger observer. This observer design is possible for all sufficiently smooth and locally observable systems. In comparison with single-output systems, the non-linear observer design can be essentially simplified using the degrees of freedom available in the case of multiple outputs.

ISSN:0020-7179    

DOI:10.1080/00207178808906138

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

This paper proposes a hierarchical recursive algorithm for non-linear optimal control systems through combining the improved new predication method of large-scale system theory with the single-term Walsh series approach. Piecewise constant and discrete-time solutions with minimal mean-square error are obtained, and the proposed method has merits in both computation and efficiency. The numerical examples show that the proposed method is very effective even for systems with lower dimensions.

ISSN:0020-7179    

DOI:10.1080/00207178808906139

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

Problems in the construction of equations of perturbed motions for state and semi-state systems are discussed. It is shown that in most cases it is not possible to construct the equations of the perturbed motions, so that the classical approach to the stability analysis of a selected motion is not applicable. The necessary and sufficient stability conditions that provide the testing of stability of an arbitrary system motion, without the utilization of the equations of perturbed motions, are developed. The results obtained concern the original Lyapunov stability definition and contain as special cases some other existing stability results. Two examples are worked out: one of them concerns the analysis of a non-linear feedback system that does not possess a state model.

ISSN:0020-7179    

DOI:10.1080/00207178808906140

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor

摘要:

This paper broadens the classical optimal control approach to the optimal regulation of a non-measurable, but parametrized uncertainty. A locally optimal feedback strategy (LOFS) is derived by minimizing a measure of the performance index sensitivity with respect to the uncertainty parameter vector. In the state feedback case the LOFS can be characterized by an extension of the well-known Matrix-Riccati equation. Conditions for stability and finiteness of the resulting linear feedback law are derived for the stationary LQ case with uncertain parameters. Different numerical algorithms also covering the output feedback case are presented. Examples demonstrate the superior performance of the proposed feedback for problems with a significant parametric uncertainty.

ISSN:0020-7179    

DOI:10.1080/00207178808906141

出版商:Taylor & Francis Group    

年代:1988

数据来源: Taylor