摘要:

The transfer-function form of the stationary algebraic Riccati equation is investigated. A generalized spectral factorization technique that copes with unstable systems is introduced. This factorization is used to provide an efficient way of solving the Riccati equation and to establish the exact equivalence between the time domain and the transfer-function approaches to the linear stationary filtering and the deterministic optimal control problems. The proposed method is easily extended to cope, in the filtering problem, with coloured signals and the superiority of its computational method for systems having a small number of inputs and outputs is demonstrated. Finally, an application of the transfer-function approach in determining the class of all systems that share the same optimal solution is introduced.

ISSN:0020-7179    

DOI:10.1080/00207177608932860

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

A comprehensive treatment of the steady-state linear quadratic Gaussian stochastic control problem which is based on the transfer-function point of view is presented. The optimal solution is found, for the general multivariable case, by exploiting the properties of the newly defined generalized spectral factors. The exact equivalence between the results found by the time domain and the transfer-function approaches is established, even for the case of unstable systems.

ISSN:0020-7179    

DOI:10.1080/00207177608932861

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The problem of stability of multivariable model-following systems is investigated. A condition for a plant with state feedback to follow a lower-order matchable model in ft stable fashion is derived and illustrated by means of an example.

ISSN:0020-7179    

DOI:10.1080/00207177608932862

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

A linear periodic control problem is proposed which gives rise to optimal controls which are positiveT-periodic functions of time. A problem formulation of this type is particularly applicable to environmental control problems. This is demonstrated through the calculation of an optimum fertilization strategy for a managed aquatic ecosystem.

ISSN:0020-7179    

DOI:10.1080/00207177608932863

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The problem of determining the Kalman—Bucy filter for ann-dimensional single-output model is the topic of this paper. Both the discrete-time case and continuous-time case are considered. The model processes are assumed to be stationary. It is shown that, under certain regularity conditions, onlynfirst-order difference or differential equations are required for determining the error covariance function, and hence also the filter gain, rather than 1/2n(n+ 1) equations as with the Riccati approach or 2nas in the previous non-Riccati algorithm. This reduction is achieved by constructing a system of simple integrals for the 2nnon-Riccati equations. The reduced-order algorithms have non-trivial steady-state versions, which are equivalent to the algebraic equations obtained by spectral factorization. The stationary and single-output assumptions are for convenience. In fact, the basic method works also in a more general setting.

ISSN:0020-7179    

DOI:10.1080/00207177608932864

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

This paper is concerned with the problem of designing dynamic compensators for linear time-invariant systems to obtain arbitrary pole placement, while preassigning the poles of the compensator. A sufficient condition for complete pole placement is specified. A practical algorithm for both complete and incomplete pole placement is developed which can easily be programmed on a digital computer.

ISSN:0020-7179    

DOI:10.1080/00207177608932865

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

Minimal-order inverses of a linear continuous time-invariant system are defined and an algebraic algorithm for constructing them is presented. A necessary and sufficient condition for the applicability of the algorithm is shown to be the same as that for the invertibility of the given system. Some important properties of the minimal-order inverses relevant to the design of linear multivariable systems are derived. In particular the characteristic polynomials of all minimal-order inverses of a given system are shown to be identical and invariant under duality, coordinate transformations and proportional state feedback.

ISSN:0020-7179    

DOI:10.1080/00207177608932866

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

This paper is devoted to a study of relative controllability of linear time-varying systems with time-variable delays in control. The algebraic necessary and sufficient conditions for relative controllability of these systems are derived. The problem of minimum energy control is also examined, and the control law is obtained.

ISSN:0020-7179    

DOI:10.1080/00207177608932867

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

ISSN:0020-7179    

DOI:10.1080/00207177608932868

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

ISSN:0020-7179    

DOI:10.1080/00207177608932869

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor