摘要:

Sensitivity relations have been derived for discrete-continuous systems with sampling interval criteria having linear integrands and results are presented which compare these and other criteria on the basis of the asymptotic equivalence of their corresponding systems.

ISSN:0020-7179    

DOI:10.1080/00207176708921794

出版商:Taylor & Francis Group    

年代:1967

数据来源: Taylor

摘要:

This paper presents some of the underlying principles relevant to the implementation of system constraints using signal dependent sampling, as distinct from direct signal constraints. Furthermore, the concept of a location hypersurface is introduced and related to basic sampling interval criteria. Some theorems are presented.

ISSN:0020-7179    

DOI:10.1080/00207176708921795

出版商:Taylor & Francis Group    

年代:1967

数据来源: Taylor

摘要:

Expressions are derived that relate the sensitivity to parameter and disturbance variations of nominally equivalent open-loop and closed-loop non-linear and non-linear optimal systems. A numerical example is presented that demonstrates that even in a mildly non-linear optimal system, the sensitivity of the closed-loop system is not much lower than that of the nominally equivalent open-loop system.

ISSN:0020-7179    

DOI:10.1080/00207176708921796

出版商:Taylor & Francis Group    

年代:1967

数据来源: Taylor

摘要:

The problem of the optimal feedback control of a class of linear stochastic systems with quadratic performance measure is studied. Employing an analogue of the Pontryagin maximum principle, a set of ordinary differential equations are derived for the gain parameters of the controller. It is shown that these equations exhibit an elemental form of adaptivity. By means of an example, the applicability of the certainty equivalence principle to problems of this type is investigated.

ISSN:0020-7179    

DOI:10.1080/00207176708921797

出版商:Taylor & Francis Group    

年代:1967

数据来源: Taylor

摘要:

The algorithm for optimal fixed point data smoothing for continuous linear systems is developed by solving the appropriate Wiener-Hopf matrix integral equation. Two formulations are given for generating the optimal smoothing filter gain matrix. It is found that one of the formulations is preferable for computations since it avoids inversion of a matrix that may be ill-conditioned, a feature inherent in the other formulation. Three equivalent expressions are derived for the determination of the smoothing error covariance matrix. The results substantiate and extend those obtained previously for the same problem via another method.

ISSN:0020-7179    

DOI:10.1080/00207176708921798

出版商:Taylor & Francis Group    

年代:1967

数据来源: Taylor