摘要:

In this note the interaction prediction method and the goal coordination method for the multi-level optimization of large-scale interconnected dynamical systems with separable quadratic coat functions and linear dynamics are compared. The vehicle for the comparison is a twelth-order complex counter-current example taken from the literature. The computational load for the two methods is compared qualitatively whereas the convergence characteristics arc tested on the example. A simple condition is also given for the convergence of the interaction prediction method. This is also tested on the example.

ISSN:0020-7721    

DOI:10.1080/00207727608941944

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The design of optimal fixed-configuration filters for estimating, without bias, a linear transformation of the state of a dynamic system in the presence of coloured measurement noise is studied. The performance index employed is the integral of error variance, and this leads to a matrix variational problem in the filter gains. It is demonstrated that the optimal time-varying filter gains may be computed by solving this variational problem using standard conjugate gradient algorithms. Consideration is also given to both algebraic and differential approximation of the optimal filter gains. The problem is formulated as one of ordinary minimization in parameters defining the approximation, and the required gradient expressions are derived for its solution using standard function minimization algorithms. An illustrative numerical example is presented.

ISSN:0020-7721    

DOI:10.1080/00207727608941945

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The direct continued fraction method of model reduction for single-input-output and multi-input—output cases sometimes produces unstable reduced models. A generalization is made by using the squared magnitude continued fraction and factorization technique to obtain reduced models which are always stable.

ISSN:0020-7721    

DOI:10.1080/00207727608941946

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The method of damped least-squares is proposed for the solution of time-domain approximation problems, system-modelling problems and data-fitting problems. The method is based on the Levenberg-Marquardt damping technique together with the recent Massara—Fidler algorithm. The method is very efficient and it can be applied to a variety of problems. A number of examples illustrate the method.

ISSN:0020-7721    

DOI:10.1080/00207727608941947

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

In this paper the problem of simultaneous estimation and Control in macroeconometric models is considered, Using the adaptive control scheme of Deshpandeet al. (1073)on a linear 28-variable model of the U.S. economy, it is shown that the unknown parameters in the model can be identified while simultaneously controlling the economy, A comparison of the average value of the criterion function (with and without ‘ learning ’) is made to emphasize the importance of using the adaptive systems approach in econometrics.

ISSN:0020-7721    

DOI:10.1080/00207727608941948

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

The aim of this paper is to show a way to relate point mappings (defined by a recurrence relationship) and differential equations, and to establish the conditions upon which it is possible to undertake the study of the former by means of the methods already developed for the latter, especially the problems of stability analysis of a fixed point of the mapping. An example related to a non-linear sampled-data system is given at the end.

ISSN:0020-7721    

DOI:10.1080/00207727608941949

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

A collection of jobs requires service. Each job has an associated cost function; normally costs accrue when a job is completed. The amount of service needed to complete a job is a random variable with a known probability distribution. Service may be allocated to jobs according to a sot of order constraints between the jobs. The problem is to find a strategy of allocating service which minimizes the total expected costs of all jobs in the system and which observes the order constraints.

ISSN:0020-7721    

DOI:10.1080/00207727608941950

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

An optimal control formulation of the preview control problem is presented and optimal tracking results reviewed. An information weighting pattern for previewed input information is developed and used to obtain a control realizable with finite preview which closely approximates the optimal control which requires infinite preview, The information weighting pattern is also used to establish bounds on the preview requirements for the class of systems considered.

ISSN:0020-7721    

DOI:10.1080/00207727608941951

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

This note presents a simple gradient technique for least squares estimation of system parameters without involving matrix inverses. This technique is expected to be useful in the determination of system parameters for systems modelling and also in solving two point boundary value problems as noted in § 6. Computational steps are outlined in § 5.

ISSN:0020-7721    

DOI:10.1080/00207727608941952

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor

摘要:

Given anyM-matrix A, a constructive procedure is derived for obtaining finite perturbationsBsuch thatA+Bis also anM-matrix.

ISSN:0020-7721    

DOI:10.1080/00207727608941953

出版商:Taylor & Francis Group    

年代:1976

数据来源: Taylor