摘要:

Optimal feedback control is investigated for a second-order plant with white noise disturbances and with bounded control. The white noises are state-dependent, and the system is such that dimensional analysis can be applied with advantage. The optimal controller is found to be represented by a switching curve which is determined analytically to within a single parameter. To find the value of this parameter, the Bellman-Florentin partial differential equation of optimal stochastic control is converted to an ordinary differential equation by means of dimensional analysis; and a resulting two-point boundary-value problem is solved numerically. It is found that the optimal switching curve can deviate considerably from the corresponding curve for a deterministic system. It is also found that the stochastic system becomes unstable if the intensities of the white noises are increased sufficiently.

ISSN:0020-7179    

DOI:10.1080/00207178208922641

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

A method is presented for designing an observer for the state of a linear time-invariant system with unknown inputs. The structure algorithm developed by Silverman is applied to obtain the observer which estimates the maximum estimable subspace of the state. It is shown that the observer equation can be derived from the maximum uncontrollable subspace of the original system with the aid of a left inverse for a transposed linear system. This leads us to the necessary and sufficient condition for the existence of a state observer. An application to the insensitivity observer synthesis is also included.

ISSN:0020-7179    

DOI:10.1080/00207178208922642

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

Chained aggregation has been introduced as a procedure for transforming a system into the generalized Hessenberg representation (GHR). A three-control-component design (TCCD) based on the GHR for hierarchical control of large scale systems has been proposed. Here, a geometric analysis of the GHR is given, and the underlying features of the TCCD are exposed. This allows the development of a more general version of the TCCD, and a deeper understanding of the structural features of the resulting design. A key idea, model reduction by residual system feedback, is explored extensively.

ISSN:0020-7179    

DOI:10.1080/00207178208922643

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

It is well known that the determinant ratio of the product moment matrix of observed input/output data gives a quick way of testing the order of a linear discrete system, and that the IPM (instrumental product moment) matrix is useful for eliminating the effect of the noise. This paper describes the dimensionally recursive algorithm for the determinant ratio associated with a new IPM matrix. This IPM matrix is constructed by using the lagged inputs themselves as the instrumental variables so that it would have a nesting structure. The algorithm is derived by taking advantage of its nesting structure. A particular quantity yielded naturally during the algorithm is shown to be a useful order test statistic, and a more robust order statistic is developed by using the parameter estimate given during the algorithm. By Monte Carlo simulations, the test procedures based on these statistics are confirmed to be valid in spite of the simple construction of the. IPM matrix even in the case where the noise is serially correlated and/or the level is high.

ISSN:0020-7179    

DOI:10.1080/00207178208922644

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

A new approach to deadbeat control in multivariable linear time-invariant systems is presented. The approach enables us to find proportional-derivative output feedback gain matrices and a piecewise-constant control input vector such that the output vector of the closed-loop system coincides with a given reference vector r(t) for t≥Td, where r(t) represents the class of vector functions which can be generated in linear time-invariant systems,Tis the given sampling period and d is the reachability index of the system.

ISSN:0020-7179    

DOI:10.1080/00207178208922645

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

It is proved that the system matrix P(s) of anl-input,m-output controllable system 𝒮 can be brought by strict system equivalence transformations into a special form [Ptilde](s) such that the system 𝒮 is described by the module μ generated by the firstLcolumn vectors of the matrix [Ptilde](s). Invariants of this module are determined and related to invariants of the system 𝒮 under similarity transformations, such as the controllability indices and the controllability subspaces.

ISSN:0020-7179    

DOI:10.1080/00207178208922646

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

The parameter estimation problem in identifying the linear time invariant difference equation model of systems has been considered by different investigators from the point of view of correlation analysis. Their methods are in ‘ two steps ’ which first establish a weighting sequence model and then estimate the difference equation parameters. In this paper two algorithms based on correlation analysis are presented that directly estimate the difference equation parameters of linear SISO systems and do not need the intermediate step of determining the weighting sequence. Results of computer simulated examples are presented, comparing them with other existing algorithms and indicating the superiority of the new algorithms.

ISSN:0020-7179    

DOI:10.1080/00207178208922647

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

In this paper necessary and sufficient conditions of asymptotic stability independent of delay of a certain class of both the retarded and neutral types of delay differential systems are obtained. The stability conditions reduce to positivity of a quartic equation. Conditions for the latter in explicit form are given by the authors in an earlier publication. In addition, sufficient conditions for stability for a general order delay differential system independent of delay are also obtained. Such conditions are ascertained from the fact that a sufficient condition for any algebraic equation to have no positive real roots, is that all its coefficients be positive.

ISSN:0020-7179    

DOI:10.1080/00207178208922648

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

The use of special row and column operations in the reduction of a rational matrix to its Smith-MacMillan form at infinity is investigated. The connections between this reduction procedure and the valuation approach are established. A graphical method for finding the Smith-MacMillan form of a rational matrix at infinity from its Bode magnitude array, and some new results on realization theory for polynomial matrices are presented.

ISSN:0020-7179    

DOI:10.1080/00207178208922649

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

The paper presents a general algorithm for parameter identification in the transfer function matrix of a multi-input multi-output system. The method, whose basis is in the theory of distributions, employs the concept of generalized functions in the manner originally conceived and established by Dirac and Schwartz respectively, while the basis of most of the methods of system identification is to treat the process signals as functions in the ordinary sense with its differentiability limitations. The present method employs exponentially weighted series of the generalized time derivatives of the impulse distribution, known as the Poisson moment functional (PMF) expansion with certain advantages such as infinite differentiability and noise immunity. Some important aspects of identifiability and suitability of input signals in the context of the PMF approach are discussed. The algorithm is capable of treating the practically important case of data on an arbitrary but active period of time implying unknown initial conditions to be accounted for.

ISSN:0020-7179    

DOI:10.1080/00207178208922650

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor