摘要:

It. is becoming increasingly clear that in the area of environmental systems analysis, where systems are often badly defined and models are subject to considerable uncertainty, recursive methods of time-series analysis can be particularly useful both in the initial and critical stages of system identification, as well as in the final stages of parameter estimation and model validation. Of the existing methods of time-series analysis, those based upon the method of instrumental variables are amongst the simplest and. at the same time, demonstrably most useful in practical applications. This paper discusses the instrumental variable (IV) and approximate maximum likelihood (AML) methods of recursive time-series analysis and shows how they can be unified to some extent within the context of maximum likelihood estimation. In this manner the virtues and limitations of the existing IV and AML techniques become more apparent and possible procedures for improving their statistical efficiency are exposed.

ISSN:0020-7179    

DOI:10.1080/00207177608922186

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

This paper derives new estimation algorithms for discrete non-linear systems and observations with multiple time delays. The results directly yield the fixed-interval, fixed-lag, fixed-point smoothing and the filtering algorithms. The derivation makes use of the matrix minimum principle to minimize the error variance, taken to be the estimation criterion.

ISSN:0020-7179    

DOI:10.1080/00207177608922187

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The behaviour of the humanistic systems is too complex or too ill-defined to be analysed using definitive mathematics. In this paper we propose a method for the analysis of such systems using the concept of fuzzy sets. The methods for the manipulation of fuzzy variables are considered. These methods enable us to represent quantitatively the sum (or product) of fuzzy variables like large and small, and the convolution of fuzzy sequences. Since, while working with fuzzy variables, the data may become enormous, a technique for the data reduction is proposed. Using these techniques for the manipulation of fuzzy variables we are in a position to analyse fuzzy systems.

ISSN:0020-7179    

DOI:10.1080/00207177608922188

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

In an earlier paper using the ‘regression approach’ to factor analysis the well-known Kalman-Bucy filter is derived. In this note we obtain expressions for the bias of this filter. Using Bartlett's method of estimation of the ‘factors’, we obtain a new recursive filter which is always unbiased and derive its variance-covariance matrix.

ISSN:0020-7179    

DOI:10.1080/00207177608922189

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The estimation of the time-dependent parameters of non-stationary time-series models is considered. The method described hero is a frequency domain approach and the concepts of evolutionary spectral analysis are used to obtain the criterion function. The method is numerically illustrated.

ISSN:0020-7179    

DOI:10.1080/00207177608922190

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The application of the inverse Nyquist array method is proposed for the improvement of the dynamic response of a turbo-alternator. This approach is computationally more attractive than optimal control, output-feedback or state feedback decoupling and pole assignment which have recently been applied to the control of a single machine system. It results in a simpler control scheme and also provides insight into the interaction and phase lags present in the system. The steam-flow and excitation controllers are designed in isolation after achieving diagonal dominance and their combined operation results in a stable, diagonally dominant system with improved dynamic response. A new method is also proposed for maintaining diagonal dominance in the overall system subject to small parameter variations.

ISSN:0020-7179    

DOI:10.1080/00207177608922191

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

This paper relates to the design of a control system for a mechanical system which contains an unstable mode and to an experiment for demonstrating that the control theory may be applied to practical real systems. In this paper the object treated is the control of the pendulum-cart system, which has been studied by many control theorists and engineers as an inverted pendulum problem, and a composite control system is designed not only to stabilize the inverted pendulum but to swing the pendulum from the natural pendent position up to the inverted position, which is actually made. The experimental results are presented.

ISSN:0020-7179    

DOI:10.1080/00207177608922192

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

Consideration is given to the design of feed-forward/feedback control configurations for the class of systems described by dyadic transfer-function matrices. It is demonstrated that the system modes can be decoupled enabling the control system to be designed loop by loop. The concepts are applied to the regulation of pressure and water-level loops in a power station boiler model. Although this model is not dyadic, a modified dyadic expansion enables control systems to be designed in a similar manner. The relevance of dyadic expansions in the investigation of system structure is illustrated by a general analysis of the boiler model and their use in the investigation of the effect of modelling errors is outlined.

ISSN:0020-7179    

DOI:10.1080/00207177608922193

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

An exact method for the analysis of a two-variable non-linear system containing two-position relays and a linear-asymmetric plant is given. The elements of the transfer-function matrix of such a linear-asymmetric plant depend on the direction of a step-input applied to it. Based on the necessary conditions for limit cycling behaviour, a scheme for computing the frequency, amplitude and other characteristic parameters of a self-oscillation is given, using an approach in the state space. The method is developed for relays with hysteresis only, but can be extended to those containing a dead-zone as well.

ISSN:0020-7179    

DOI:10.1080/00207177608922194

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

This proposed method of identification is particularly well, adapted to the study of linear systems whose transfer function has real simple poles. It also permits the identification of systems with real multiple poles as well as complex conjugate poles. No prior knowledge of the number of poles and of zeros is necessary. The identification is accomplished by means of a digital process of the impulse response of the system. This process corresponds to the resolution of a Mellin convolution equation.

ISSN:0020-7179    

DOI:10.1080/00207177608922195

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor