摘要:

A comprehensive treatment of the discrete-time, steady-state linear quadratic Gaussian stochastic control problem which is based entirely on the z-transfer-function point of view is presented. The optimal solution is found for the general multi-variable case by exploiting the properties of the newly defined discrete generalized spectral factor. The proposed method of solution is developed independently of the results found by the time-domain approach. This method can easily cope with cases of discrete stationary coloured signals and dynamical operators in the performance index and its computational superiority over existing time-domain techniques is discussed.

ISSN:0020-7179    

DOI:10.1080/00207177908922704

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

A recently derived computational approach to tine analysis of the asymptotic behaviour of the root locus of a square invertible systemQo(s) is used to construct easily realizable compensation elements. It is demonstrated that the asymptotic directions and pivots can be manipulated at will by the use of dyadic controllers with subsystem dynamics represented by classical compensation elements.

ISSN:0020-7179    

DOI:10.1080/00207177908922705

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

A MacLaurin's series expansion is used to approximate the individual sheets of the characteristic gain function of a linear multivariable system in terms of its state space matrices, at the point at infinity on the frequency plane for small values of characteristic gain. This yields the asymptotic root locus directions for systems with one or more sets of closed loop poles going to infinity for large feedback gains. A bilinear transformation on the frequency variable is used to allow the approximation at any point on the frequency plane. This gives the angles of approach to finite zeros in terms of the state space matrices, and gives a simple way of calculating zeros for square systems. A bilinear transformation on the gain variable is then introduced allowing the characteristic gain function to be approximated at any values of frequency and gain. This enables the directions of departure from the open-loop poles to be determined in terms of the state space matrices of the system.

ISSN:0020-7179    

DOI:10.1080/00207177908922706

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

The problem of designing an observer to reconstruct the state vector of discrete-time linear systems subject to a broad class of unmeasurable and inaccessible disturbance inputs is considered. Existence of an observer is determined by a set of necessary and sufficient conditions which are related to the structure of the discrete-time system and disturbance model. A minimal-order observer is presented together with an outline of some currently available synthesis techniques.

ISSN:0020-7179    

DOI:10.1080/00207177908922707

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

A new procedure for the design of a constant gain feedback control law which reduces trajectory sensitivity to parameter variations of linear regulators is presented through a hamiltonian approach. The approach is based on minimizing a performance index which includes the conventional quadratic cost and a trajectory-sensitivity measure, the minimization being carried out with respect to the constant-feedback matrix. This procedure does not increase the order of the optimization problem and does not require the generation and feedback of a trajectory-sensitivity vector and, in addition, is also applicable to cases where only the outputs are available for feedback.

ISSN:0020-7179    

DOI:10.1080/00207177908922708

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

This paper explores the interrelation between two recent approaches to autoregressive order determination.

ISSN:0020-7179    

DOI:10.1080/00207177908922709

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

A technique is presented for obtaining low order state estimators for time-invariant, linear systems where estimates of a restricted set of state variables are required. The technique is based on reducing the order of the system and then designing a Kalman filter for the reduced order system.

ISSN:0020-7179    

DOI:10.1080/00207177908922710

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

This paper shows that an observer Σob(Â, [Bcirc], Ĉ, [Dcirc], ˆJ) for a linear function Kx of the state of a time-invariant linear system Σ(A., B, C) is characterized by a new system ΣOB(Â, [Bcirc], Ĉ, [Dcirc]) with the initial state Ĵ which receives Markov parameters {CAtB}t =0, … v+μ−1as the input and gives {KAtB}t=,v+μ−1as the output, where v is the controllability index of (A, B) and ;μ is the observability index of (Â, Ĉ), It admits that the observer is constructed by a realization of σOB(Â, [Bcirc], Ĉ, [Dcirc]) from the input-output data and a determination of the initial state Ĵ. An algorithm is presented to construct the lower order observer with arbitrarihy assigned poles in a canonical form.

ISSN:0020-7179    

DOI:10.1080/00207177908922711

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

The matrix Riccati differential equation with periodic coefficients is discussed in this paper. As is well known, such equations are frequently encountered in the applications of the optimal filtering and control theory. The necessary and sufficient condition is derived for the existence of a unique, non-negative definite and periodic solution and the asymptotically stable closed-loop system.

ISSN:0020-7179    

DOI:10.1080/00207177908922712

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

An optimal control problem for systems with random time-delay is discussed. As a model of the random delay process, a distributed parameter system with random coefficients is introduced, which is a state description of the delay process and is preferable to input—output description in optimal control problems. Relation between the state model and the input—output model is discussed in detail. Based on the state description of the system, the optimal control is obtained in an explicit form for a linear system with a quadratic cost functional.

ISSN:0020-7179    

DOI:10.1080/00207177908922713

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor