摘要:

In this paper, the theory of disturbance-accommodating control i" extended to the case of disturbances which may have both wave form-type and noise-type components. Moreover, the plant output measurements are allowed to be corrupted by additive noise. Continuous-time plants and controls are considered in the present paper. The discrete-time case is considered in a companion paper (Part II) which follows.

ISSN:0020-7179    

DOI:10.1080/00207178408933214

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

This paper considers the discrete-time counterpart, of the ‘ noisy ’ disturbance-utilizing control problem treated in the preceding paper. The results are applicable to the design of high-performance digital control systems for plants with both waveform-type and noise-type disturbances.

ISSN:0020-7179    

DOI:10.1080/00207178408933215

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

This paper considers the problem of pole assignment of linear time-invariant multivariable two-dimensional systems. The desirable closed-loop characteristic function is considered to be separable. An algorithm is presented for the solution of the problem using state feedback. The necessary condition for the problem to have a solution is established and an illustrative example is given.

ISSN:0020-7179    

DOI:10.1080/00207178408933216

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The paper considers optimal control for continuous-time stochastic systems with noisy measurements of the state. It is known that the optimum coat for this problem may not be achieved within the class of strict-sense controls. However, allowing for tolerances of size e, a characterization is given for e-optimal controls in terms of a semigroup formulation involving the unnormalized conditional density of the distribution of the state, given the observations.

ISSN:0020-7179    

DOI:10.1080/00207178408933217

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

Stochastic optimal control of systems subject to noisy measurements of the states is considered. The formulation is based on the concept of admissible systems. It is shown that the costs achieved in the class of wide-sense admissible systems and in the class of separated admissible systems are equal over a fixed discretization of the time interval. It is also shown that strongly separated controls can be used to achieve ε-optimality.

ISSN:0020-7179    

DOI:10.1080/00207178408933218

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The paper considers the optimal control of a dynamic system described by a stochastic differential equation when the observations of the state are in a discretized form, as for plants employing a digital data acquisition system. The methodology consists in applying the variational theory of L. W Neustadt to derive a necessary condition for optimality which is analogous to the Pontriagin maximum principle in the deterministic optimal control. The existence result required to support the present theory is also briefly introduced.

ISSN:0020-7179    

DOI:10.1080/00207178408933219

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

This paper studies the state-space equivalence of affine non-linear control systems with outputs to linear systems with outputs. Necessary and sufficient conditions are derived for performing a local diffeomorphism on the state space such that in these new coordinates the complete system becomes a minimal linear one.

ISSN:0020-7179    

DOI:10.1080/00207178408933220

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

The original descriptions of the approximate maximum likelihood (AML) method have left unclear an aspect of its application to the estimation of ARMA models. If the wrong interpretation is taken, poor convergence results. Also a ‘ heuristic ’ used in the instrumental variable (IV) and AML algorithms is critically examined and found sometimes to be harmful.

ISSN:0020-7179    

DOI:10.1080/00207178408933221

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

A solution of a problem of synthesizing a functionF0(t, x)such that any time-optimal trajectoryx0(t)will be a solution of the equationdx/dt=A(t)x+B(t)F0(t, x)+f(t)is proposed. The structure ofF0(t, x)is examined in detail. Parametric equations of non-stationary switching surfaces of time-optimal feedback controlF0(t, x)are obtained.

ISSN:0020-7179    

DOI:10.1080/00207178408933222

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor

摘要:

A time-suboptimal feedback control algorithm synthesis problem in linear non-stationary non-oscillatory systems is considered. The solution is obtained by a piecewise linear approximation of a time-optimal non-stationary switching surface and it has the formFδ(t,x)= sgn (pm(t)xx+ … +sgn P1(t)x +P1(t)xx)…) A method of calculation of row-vector parameters P1(l), P2(l).… PM(t)s developed.

ISSN:0020-7179    

DOI:10.1080/00207178408933223

出版商:Taylor & Francis Group    

年代:1984

数据来源: Taylor