摘要:

The parameter estimation problem is formulated for the situation in which the measurement of every variable is subject to noise. The method of maximum likelihood is shown to produce estimators for which the amount of computation is prohibitive but these estimators fire used as a standard against which the accuracy of more easily computed methods may be judged, A number of alternative methods are introduced, a form of weighted least squares being shown to require the least computation and to approximate the accuracy of the maximum likelihood estimators. An example of the appli-cation of this method is given.

ISSN:0020-7179    

DOI:10.1080/00207176608921386

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

Optimal control of linear systems with random inputs over a finite operating time is studied using dynamic programming. A quadratic cost functional is used because an analytic solution can be obtained. Minimizing the cost functional over the finite time operation lends to a mode of control towards the end of the interval which is unsatisfactory. This does not occur if our mode of control during the finite interval is the same as it would have boon if that interval was just the first part of a much longer period of operation during which the quadratic cost functional was minimized.

ISSN:0020-7179    

DOI:10.1080/00207176608921387

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

In the present paper n method of improving the transient performance of a lightly damped linear third-order system has been described. It has been shown that any two of the three state variables defining the dynamic behaviour of the system could be forced to zero simultaneously by signal processing with n single switching operation. Of these the particular easy when the system's velocity and acceleration attain zero value simultaneously has been discussed in detail.

ISSN:0020-7179    

DOI:10.1080/00207176608921388

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

A new method of obtaining the impulse response of second-order time varying systems of the form a2(t)x″ + a1(t)x′ + ao(t)x = f(t) without the knowledge of the independent solutions of the associated homogeneous equation is presented. The proposed procedure amounts to obtaining the particular solution of the equation: (N′ + N2)a2 + 2a2′N + a2″ = a1′ + a1N − a0, prime denotes differentiation. Many examples are given to indicate the unique feature of the method.

ISSN:0020-7179    

DOI:10.1080/00207176608921389

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

摘要:

For some simple control sytems, controllers are found which minimize integral-square-error- and similar performance criteria, subject to a constraint on control signal magnitude. The method used is that of setting up and solving Bellman's partial differential equation of continuous dynamic programming. Dimensional methods are used in the solution of Bellman's equation. The techniques are close to those of Wonham (1963), which are discussed and clarified.

ISSN:0020-7179    

DOI:10.1080/00207176608921390

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor

ISSN:0020-7179    

DOI:10.1080/00207176608921391

出版商:Taylor & Francis Group    

年代:1966

数据来源: Taylor