摘要:

The paper describes a consistent and sequential method for estimating the orders and parameters of mixed autoregressivu-moving-average (ARMA) processes. The method is based on employing sequential least squares estimates of pure autoregressive (AR) models.

ISSN:0020-7721    

DOI:10.1080/00207727508941799

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

In this paper the computation of the transient response of linear time invariant systems is shown to reduce to the computation of an expanded state transition matrix, by adopting the method of auxiliary states to generate system inputs. The evaluation of the composite state transition matrix is shown to be essentially given by the inverse of the transposed confluent Vandermonde matrix of the composite systems' eigenvalues. The inverse of the Vandermonde matrix is given by a now and highly efficient numerical algorithm of the eigenvalue-diagonal transformation type. This algorithm is shown to generate the inversion by a set of recursion equations developed from the composite systems' characteristic equations. These recursion equations are amenable to hand or machine computation and may also be used to evaluate the characteristic equation and its derivatives at sample points other that at its eigenvalues.

ISSN:0020-7721    

DOI:10.1080/00207727508941800

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

In this paper a basis is developed for the systematic design of linear multivariable discrete-time tracking systems. It is shown that the required asymptotic behaviour may be achieved by a controller incorporating a series of discrete-time vector integrators. The controllability conditions for such systems are established and the theory is illustrated by a numerical example.

ISSN:0020-7721    

DOI:10.1080/00207727508941801

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Let f(t1t2, ⃛,tnrpar; be the inverse Laplace transform ℒ1−1FofF(s1s2, ⃛,sn). Then there exists a functionG(s) such that ℒ1−1G(s) =f(t1,t2, ⃛,tn)|t1=t2,= ⃛ =tn=t-Chen and Chiu (1973) proved three theorems for evaluating the associated transformG(s) for certain types ofF(s1,s2, ⃛,sn). In this paper, we give additional theorems for evaluatingG(s).

ISSN:0020-7721    

DOI:10.1080/00207727508941802

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

In this paper we consider the problems of existence of optimal controls for a large class of stochastic systems whose responses are Markor processes with jumps. The usual control problem is deparametrized and the problem is reformulated in such a way that one chooses the drift coefficient from a suitable class in some function space. The associated advantage is that existence theorems are obtained for openloop controls, feed-back controls, as well as controls considered as measures on the Borel algebra of subsets of the control restraint set. The results also cover parameter optimization.

ISSN:0020-7721    

DOI:10.1080/00207727508941803

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

This paper deals with multiple-objective optimization problems for the environment development system. The model of the environment development system, which was introduced by Kulikowski, is described by a system of non linear differential equations which include interconnectednexogenous andmendogenous controlled factors or processes. The problem of multiple-objective optimization for the environment development system is formulated. A main difficulty of multiple-objective optimization is that it is no longer clear what one means by an optimal solution. A possible remedy for this situation is to refine the concept of optimal solution by introducing the so-called Pareto-optimal solution set. Then multiple-objective optimization problem boils down to determining the set of Pareto-optimal solutions. The Pareto-optimal solution set is related in a one-to-one manner to a family of auxiliary scalar index problems. For an unconstrained multiple-objective optimization problem for the environment development system, the entire Pareto-optimal set can be determined by solving the auxiliary scalar problem, using only one value of the weighting vector.

ISSN:0020-7721    

DOI:10.1080/00207727508941804

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Motivated by identification problems in biological and social sciences, this paper considers the identification of systems having inherently random parameters. Identification algorithms are presented for a class of non-linear regression models and differential systems having random coefficients. The results reveal the significant conceptual and computational differences that exist between deterministic and random identification procedures.

ISSN:0020-7721    

DOI:10.1080/00207727508941805

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

The irrational transfer function exp (− √s) which occurs in diffusion processes can be approximated by rational functions derived by using the Ritz method. Comparison of the unit stop responses of the rational function approximates and the original function is illustrated. It is shown that a fourth-order approximate gives satisfactory results.

ISSN:0020-7721    

DOI:10.1080/00207727508941806

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

The purpose of the paper is to develop algebraic conditions for uniform practical stability and uniform finite-time stability of large-scale systems. The stability properties are related to the prespecified time-varying sets, which yield information about trajectory bounds of the systems. The conditions guarantee a stability property of the overall system to be implied by the corresponding stability property of all subsystems.

ISSN:0020-7721    

DOI:10.1080/00207727508941807

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

ISSN:0020-7721    

DOI:10.1080/00207727508941808

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor