摘要:

The class {∑} of all linear multivariable systems is partitioned into equivalence classes by the group consisting of all basis, all state feedback and all output injection transformations. This paper provides a new derivation of a set, of complete invariants and a corresponding canonical form first given by Morse. Strong reachability and strong observability concepts are the key tools. The method yields relatively simple proofs and economical matrix algorithms.

ISSN:0020-7179    

DOI:10.1080/00207177808922474

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor

摘要:

This paper provides an alternative, constructive derivation of Friedland's (1966) method for recursive bias filtering ; and, extends his method to the case where we may wish to increase (or decrease) the number of biases. We show that it is possible to add (or delete) bias states in such a manner that previously computed quantities can be used to obtain new estimates of the dynamical state vector and the now larger bias vector. Adding (or deleting) bias states is important when, for example, the bias states are used to model constant but unknown instrumentation error sources, of which there can be a large number.

ISSN:0020-7179    

DOI:10.1080/00207177808922475

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor

摘要:

We define the concepts of conditional reachability and observability. Necessary and sufficient conditions are obtained for a linear, time-invariant system to be conditionally reachable and observable. Some new results on the perfect reachability and observability are also presented. It is shown that the rank of the transfer function matrix and the geometric multiplicity of the invariant zeros play a key role in these conditions.

ISSN:0020-7179    

DOI:10.1080/00207177808922476

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor

摘要:

This paper is concerned with the properties of optimal control policies for linear stochastic discrete-time systems in which knowledge of the current state of the system is contained in a uniform sequence of noisy linear measurements which has been pre-processed by a data compression technique before being used to generate the control policy. The specific goal is the generation of analytical methods for comparing the performance indices of different control policies which result when different data-compression schemes are used. A general solution for generating all of the optimal control policies can be found by applying the usual procedures of dynamic programming. The optimal policies are found to be independent of the probability of processing a data point (the data-compression scheme) ; however, the performance index depends on this probability. The estimation error covariance expected value is defined, certain of its bounds are discussed, and it is then used to generate bounds on the performance index of the control policies.

ISSN:0020-7179    

DOI:10.1080/00207177808922477

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor

摘要:

Two suboptimal dual controllers are applied to a first-order linear system. The first controller is developed by Sternby and the second by Tse. Bar-Shalom and Meier. The second controller is slightly modified to serve in a stationary situation. The only unknown parameter of the system is the gain, which varies sinusoidally. It is shown that the effect on the system of the two controllers is much the same, even though they are based on completely different calculations.

ISSN:0020-7179    

DOI:10.1080/00207177808922478

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor

摘要:

Controllability results are obtained for a matrix bilinear delay-differential equation. This is achieved by the use of a new form for the solution of this equation.

ISSN:0020-7179    

DOI:10.1080/00207177808922479

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor

摘要:

In this paper the generalized partitioned algorithms for the discrete linear estimation problem are presented. These serve as the unifying framework for linear estimation. The fundamental nature of the generalized partitioned algorithms (GPA) is demonstrated by showing that previous major filtering and smoothing algorithms can be obtained as special cases from the forward and the backward formulation of the GPA. A particularly effective algorithm is given for the steady-state solution of the discrete Riccati equation.

ISSN:0020-7179    

DOI:10.1080/00207177808922480

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor

摘要:

The development of conditions sufficient to ensure that a proposed solution to a continuous-time optimal control problem is indeed a solution has proceeded along two general lines. One of these, with origins in field theory, is identified with the works of Weierstrass, Hamilton, Jacobi and Bellman; the other line, which we call the direct theory, is related to the saddle-point theory of mathematical programming, to Pontryagin's theory of optimal processes, and to some extent to the variational calculus. The direct sufficient conditions are the subject of this paper. It is found that four important direct sufficient conditions are of varying scope and that one of these conditions subsumes the others. The differences among the conditions are illustrated by both theorem and example, and speculations are offered on the possibilities for the development of additional direct sufficient conditions. The most powerful results found are mustered in the paper's final theorem.

ISSN:0020-7179    

DOI:10.1080/00207177808922481

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor

摘要:

In an important class of linear stochastic control problems distributed-lag state or control variables appear in the dynamics or in the observations. Optimal control and estimation procedures are derived for such problems in discrete time.

ISSN:0020-7179    

DOI:10.1080/00207177808922482

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor

摘要:

This paper presents procedures for the low-trajectory sensitivity design of reduced-order output feedback dynamic controllers for linear stochastic systems with uncertain parameters having zero-mean random variations around their expected values. Both the finite and infinite terminal time designs are discussed. Matrices are conveniently partitioned to reduce computational effort. Several special cases are considered, leading to simpler problem designs. Two numerical examples are included.

ISSN:0020-7179    

DOI:10.1080/00207177808922483

出版商:Taylor & Francis Group    

年代:1978

数据来源: Taylor