摘要:

There are many functions having the property of orthogonality. Among them are Walsh functions, block-pulse functions, Chebyshev functions and Legendre functions. Recently, many scholars and researchers made new approaches to solving variational problems via orthogonal functions. This paper suggests a more simple and powerful orthogonal method—the Fourier series operational matrix for integration—which is derived and used to solve a variational problem.

ISSN:0020-7721    

DOI:10.1080/00207728708964010

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

In this paper, we consider a class of optimal control problem with discrete-time delayed arguments and bounded control regions. A conditional gradient algorithm has been obtained by Wong and Teo for solving this class of optimal control problem. It is also shown that any Lx accumulation points of the control sequences generated by the algorithm satisfy a necessary condition for optimality. Since such accumulation points need not exist, it is shown that control sequences generated by the algorithm always have accumulation points in the sense of a control measure, and that these accumulation points satisfy a necessary condition for optimality for the corresponding relaxed problem.

ISSN:0020-7721    

DOI:10.1080/00207728708964011

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

The paper categorizes shocks as major (Type A) and minor (Type B). While a major shock can become fatal to the system, minor shocks have been taken as non-fatal. Given that the rth order of a major shock is fatal (where r is a random variable; r = 0,1, 2,.), an attempt has been made to predict the survival time by the method of factorial moments. The main feature of this work is that the parameters that are usually unobservable or about which it is difficult to gain information, are estimable from the time-of-death data of the system or the patient. A second type of probability model with an accelerated failure rate for shocks in general has been developed to predict the residual survival time of the system (or the patient) given that the system (or the patient) has just received a major shock (of order r, say). A comparison of the residual survival time under an accelerated failure rate shows that by taking a constant hazard rate (while the real hazard rate is time-dependent and accelerated), the residual survival time is often overestimated. The second probability model has been developed by employing the technique of Palm probability.

ISSN:0020-7721    

DOI:10.1080/00207728708964012

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

State space is one of the key concepts of system theory. In general, a state space is introduced into a system description without examining its specific physical meaning. It is known, however, that if we select a suitable state space representation, it becomes easier for us to understand or to manipulate the property of a system. Thus, although it may not be meaningful to try to arrive at a physical meaning of the state space, it is important to find a way where a choice of a state space can be made in accordance with the system of interest, taking into account the theoretical meaning of that choice. In this paper, the choice of a state space is discussed in terms of the concepts that general systems theory have provided and the canonical forms of linear control theory are interpreted using the state space representation. Four realizations of a single-input and single-output discrete basic linear system are constructed, whose state spaces are derived from system properties. such as reachability, past-determinacy, one-step ergodicity and least observability. The isomorphism between the realizations and the universal state space representation indicates a systemic meaning of the state spaces. We demonstrate that the matrix representations of the realizations, incidentally, coincide with the canonical forms and give them some meaning in relation to the universal state space representation.

ISSN:0020-7721    

DOI:10.1080/00207728708964013

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

An on-line scheme for identifying stable or unstable linear time-invariant processes subject to a class of deterministic and/or stochastic disturbances is proposed. The disturbances are restricted to be the outputs of some unknown linear time-invariant system. The identification scheme consists of: (a) a probing signal input which is a sum of sinusoids (or an exponentially increasing sum of sinusoids when the process is unstable or the disturbances are unbounded), (6) linear time-varying filters which have the properties of asymptotic stability, asymptotic signal tracking and asymptotic noise annihilation, and (c) a parameter update algorithm which uses the filtered input-output data. The frequency response of the process (at the probing signal frequencies) is also estimated. The proposed scheme is verified by simulation.

ISSN:0020-7721    

DOI:10.1080/00207728708964014

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

A parenthetical notation for genetic words in developmental systems is introduced. A formal description of the grammar for these words is presented. Consequences of the notation are also pointed out.

ISSN:0020-7721    

DOI:10.1080/00207728708964015

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

In this paper, the shifted Chebyshev series is extended to the identification of time-invariant non-linear systems with and without noise, proper shape having been given to the non-linear terms. The method reduces the problem to a computationally convenient form. Two examples are given and the results obtained are compared with those of the exact solutions.

ISSN:0020-7721    

DOI:10.1080/00207728708964016

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

Recursive formulae for repeated integration of a continuous-time function with uniformly sampled data using Simpson's 1/3 and 3/8 integrating rules are derived. Combined with the recursive algorithm of the least-squares solution, a method for recursive parameter estimation of transfer function matrix models in multiple-input-multiple-output systems is proposed. It is demonstrated that the use of the popular integrating rules for parameter estimation can be as effective as sophisticated methods that use orthogonal functions and the associated operational properties reported in the literature. The proposed algorithm is suitable for on-line applications and computer programming. Three numerical examples are included to illustrate the applicability of the proposed method.

ISSN:0020-7721    

DOI:10.1080/00207728708964017

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

Three models for term structure, classical liquidity preference and preferred habitat and the general form of the expectations formation mechanism are studied in the comprehensive format of a state space model. On the assumption of a finite horizon, the advantages of the state space approach are pointed out with reference to parameter estimation and forecasting. One-period current rates are then viewed as policy instruments to control the term structure. A policy based on stochastic optimal control is analysed. Finally, the theoretical implications of the state space approach are discussed with reference to the implicit information market underlying the term structure.

ISSN:0020-7721    

DOI:10.1080/00207728708964018

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

The condition for the positivity of a cubic non-linearity cascaded with a simple time-invariant operator (s + δ)/(s2+ αs + β) is obtained, which is most useful in studies of the Instability of feedback systems using positive operators (Zames 1954,1966). The result obtained is an improvement on the existing result of Narendra and Cho (1967) who considered a general odd-monotone non-linearity in the feedback path.

ISSN:0020-7721    

DOI:10.1080/00207728708964019

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor