1. |
A generalized pseudoinverse algorithm for unbiased parameter estimation |
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International Journal of Systems Science,
Volume 6,
Issue 12,
1975,
Page 1103-1109
A. SEN,
N. K. STNHA,
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摘要:
Unbiased estimates of the parameters of a discrete-time system from noisy measurements of input-output data can be obtained by using a generalized pseudo-inverse algorithm. Because of its recursive nature, the algorithm can be used for on-line identification. Results of simulation are presented comparing this algorithm with earlier methods.
ISSN:0020-7721
DOI:10.1080/00207727508941889
出版商:Taylor & Francis Group
年代:1975
数据来源: Taylor
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2. |
Optimal control for linear continuous-time systems with general noises based upon sampled data |
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International Journal of Systems Science,
Volume 6,
Issue 12,
1975,
Page 1111-1118
SATORU FUJISHlGE,
YOSHIKAZU SAWARAGl,
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摘要:
This paper is concerned with the optimal control problem for continuous-time systems with general noises, based upon sampled data, under the quadratic cost functional. The system is described by a linear stochastic integral equation, the observations are made at discrete times, and the noise processes are not assumed zero-moan Gaussian and/or white. Derived is the optimal controller algorithm, where the optimal input consists of the following two: (1) the optimal input for usual linear-quadratic-Gaussian control systems and (2) its correction input due to the fact that the noise processes arc non-white and have non-zero means.
ISSN:0020-7721
DOI:10.1080/00207727508941890
出版商:Taylor & Francis Group
年代:1975
数据来源: Taylor
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3. |
An algebraic approach to canonical forms and invariants for linear time-invariant differential and difference systems |
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International Journal of Systems Science,
Volume 6,
Issue 12,
1975,
Page 1119-1134
JUHANI HIRVONEN,
HANS BLOMBERGt,
RAIMO YLINEN,
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摘要:
This paper deals with canonical forms and invariants for linear time-invariant differential and difference systems. The signal spaces of differential systems are regarded as modules over the ring C[p] of polynomials in the differentiation operator p with complex coefficients. Systems are considered as sets of input-output pairs (u,y;) satisfying modulo equations of the form A(p)y= B(p)u, where A{p) and B(p) are matrices with entries in C[p]. It is shown that under certain conditions all S3Tstem matrices [A(p) — B(p)] associated with a given system are equivalent in the sense that they can be obtained from each other by elementary row operations. The main result is that every system matrix can be brought to a unique canonical upper triangular (CUT) form. Difference systems are considered similarly by replacing p by a shift operator. For these systems there exists a CUT-form which is strongly dependent on causality.
ISSN:0020-7721
DOI:10.1080/00207727508941891
出版商:Taylor & Francis Group
年代:1975
数据来源: Taylor
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4. |
On decision making and worth assessment |
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International Journal of Systems Science,
Volume 6,
Issue 12,
1975,
Page 1135-1178
D. R. FARRIS,
A. P. SAGE,
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摘要:
In this paper we present a tutorial review of the decision-making problem and of some of the tools available for treating it. We present a systems engineering framework developed by Hall and expanded by Warfield and Hill. Within that, framework we identify the decision-making and worth-assessment problems. As tools to effectively treat these problems, we present a summary review of the extensive form of decision analysis, modern utility theory, and the theory for evaluating preferences involving alternatives with multiple attributes. We also present a reasonably complete discussion of the worth-assessment procedure
ISSN:0020-7721
DOI:10.1080/00207727508941892
出版商:Taylor & Francis Group
年代:1975
数据来源: Taylor
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5. |
Saddle-point characterization of a class of optimal signal detectors |
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International Journal of Systems Science,
Volume 6,
Issue 12,
1975,
Page 1179-1184
W. L. CHAN,
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摘要:
Problems of detecting a known signal in the presence of additive coloured noise involve solutions to the Fredholm integral equations. This note presents three variational principles for this problem. It. is shown that the solution of the fundamental Fredholm integral equation or its equivalent differential formulation can be characterized by the saddle-point of a concave-convex functional which reduces to a pair of dual variational principles when side constrained are imposed. Furthermore these three principles are related in that, for the exact solution, the values of the variational integrals are equal and it is directly related to the performance measure of the optimal detector.
ISSN:0020-7721
DOI:10.1080/00207727508941893
出版商:Taylor & Francis Group
年代:1975
数据来源: Taylor
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6. |
State-space constrained optimal control problems with control variables appearing linearly |
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International Journal of Systems Science,
Volume 6,
Issue 12,
1975,
Page 1185-1194
MASATOSHI SAKAWA,
YOSEIKAZU SAWARAGI,
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摘要:
This paper deals with the state-space constrained optimal control problems with control variables appearing linearly by the concept of decomposition. To solve this continuous optimal control problem, we first discretize the time and replace the system of differential equations by difference equations. For this resulting discrete optimal control problem, fixing the value of state variables reduces the given problem to a finite number of independent linear programming problems which are parameterized by the value of state variables. From this point of view, after para. meterizing by the value of state variables, we outer-linearize the resulting itifimal valuo functions in the minimond and apply the relaxation strategy to the new constraints arising as a consequence of outer-linearization. An algorithm is proposed which requires baek-and-forth iteration between a master problem and a finite number of linear programming subproblems. Finite convergence of this algorithm follows directly from the finite number of constraints of the master problem.
ISSN:0020-7721
DOI:10.1080/00207727508941894
出版商:Taylor & Francis Group
年代:1975
数据来源: Taylor
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7. |
Extensions of a set-theoretic method of synthesizing optimal manufacturing systems |
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International Journal of Systems Science,
Volume 6,
Issue 12,
1975,
Page 1195-1202
G. A. E. SEWELL,
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摘要:
A sot-theoretic method of identifying constraints on the solution of system selection problems is applied to specific cases allied to the general problem in which the systems are resources used in manufacturing processes.
ISSN:0020-7721
DOI:10.1080/00207727508941895
出版商:Taylor & Francis Group
年代:1975
数据来源: Taylor
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