摘要:

A decision-theoretic approach to the estimation of unknown parameters from a linear discrete-time dynamic measurement model in the presence of disturbance uncertainty is considered. The unknown disturbance statistics are characterized by a certain class of distributions to which the real disturbance distribution is confined. Using game theory and the asymptotic estimation error covariance matrix as the criteria of how good an estimator is, the stochastic gradient-type algorithm is shown to be optimal in the min-max sense. Since the optimal solution is not tractable in practice, several suboptimal procedures are derived on the basis of suitable approximations. The convergence of the derived algorithms is established theoretically using the ordinary differential equation approach. Monte Carlo simulation results are presented for the quantitative performance evaluation of the algorithms.

ISSN:0020-7721    

DOI:10.1080/00207729008910560

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor

摘要:

The problem of simultaneously stabilizing a finite collection of non-linear systems is considered. A new and simple approach to designing a single state (linear) feedback control which simultaneously stabilizes this collection of non-linear systems is presented. The concepts of the function norm and the Bellman-Gronwall inequality are used to investigate the conditions for simultaneous stabilization. A design procedure for single state feedback control, is also presented. Several examples are given to demonstrate the validity of our results.

ISSN:0020-7721    

DOI:10.1080/00207729008910561

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor

摘要:

The problem is addressed of assigning a task with a precedence constraint to a distributed computing system. Task turnaround time with regard to communication overhead and idle time is adopted to measure the performance of task assignment. The assignment of the module is determined as is the sequence of message transmission to balance the processor load and reduce communication overhead. The search for the optimal task assignment with a precedence constraint is known to be NP-complete (Garey et al. 1979) in the strong sense. A heuristic algorithm with polynomial time complexity is then proposed in order to solve the task-assignment problem effectively. Experimental results show that the proposed approach produces a near-optimal or even optimal task assignment.

ISSN:0020-7721    

DOI:10.1080/00207729008910562

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor

摘要:

A computational recursive least-squares method is proposed of identifying the parameters of parabolic distributed parameter systems with noise-contaminated outputs. The identification algorithm of the spatially varying parameter µ(z1, z2) in the two-dimensional diffusion equation X1 = (µXz1)z1 + (µXz2)z2 + U based on measurements of X at all nodes of the spatial grid is considered. The finite-difference and finite-element methods to approximate the infinite-dimensional problem to a finite-dimensional one have been used. Finally, two examples are given to demonstrate the effectiveness of the present approach.

ISSN:0020-7721    

DOI:10.1080/00207729008910563

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor

摘要:

Poisson moment functional are used here to identify the state matrix of linear time-invariant systems. The method provides an effective system identification algorithm in the presence of arbitrary unknown initial conditions of control systems. The method has the desirable attributes of good accuracy, direct sample data, case of calculation, and suitability for state-space models and arbitrary initial conditions. Examples are included to illustrate the applicability of the proposed method.

ISSN:0020-7721    

DOI:10.1080/00207729008910564

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor

摘要:

A method for tracking a manoeuvring multitarget in a cluttered environment is presented. The clutter or false alarms are assumed to occur uniformly and to be independently distributed. The algorithm is performed by taking a sliding window of length uT (T is the sampling time) at time K. Instead of solving a large problem, the entire set of targets and measurements is divided into clusters so that a number of smaller problems are solved independently. When a set of measurements is received, we form a new data-association hypothesis for the set of measurements lying in the validation gales; with each cluster from time K — u + 1 to K the probability of each track history is computed, and ihen by choosing the largest of these histories we perform the target measurement updated with the adaptive state esiimator. Meanwhile, the covariance-matching technique is adopted so that the accuracy of the adaptive state estimator will be improved. Simulation has shown the effectiveness of the tracking algorithm.

ISSN:0020-7721    

DOI:10.1080/00207729008910565

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor

摘要:

Quality is a vital concept that has important bearing on the functioning of any system. In order to control the quality effectively, it has to be systematically planned. Further, the quality in the system has a significant impact on the cost. The cost and flow dimensions of any manufacturing or socioeconomic system can be very well modelled and analysed in the framework of physical system theory (PST), which is based on the concept of a linear graph and deals with two categories of variables; an ‘across’ variable and a ‘through’ variable. The “across’ variables are governed by the law of compatibility, whereas the ‘through’ variables are governed by the law of continuity. The quality variables are not governed by the strict definitions of the “across’ and ‘through’ variables and the constraints imposed on them. Hence, in order to utilize the PST framework for modelling the quality variables in addition to the cost and flow variables, we attempt to develop an extended framework with quality as a third category of variables. An overview of the PST concepts is provided and the need for an extended framework is discussed. Then, the extended framework of the PST is presented with the modelling of basic processes, i.e. transformation, transportation and storage, in the developed framework with additional quality equations and functions. The proposed framework is illustrated with the simple example of a manufacturing system with three stages of production.

ISSN:0020-7721    

DOI:10.1080/00207729008910566

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor

摘要:

This paper investigates the identification of discrete-time non-linear systems using radial basis functions. A forward regression algorithm based on an orthogonal decomposition of the regression matrix is employed to select a suitable set of radial basis function centers from a large number of possible candidates and this provides, for the first time, fully automatic selection procedure for identifying parsimonious radial basis function models of structure-unknown non-linear systems. The relationship between neural networks and radial basis functions is discussed and the application of the algorithms to real data is included to demonstrate the effectiveness of this approach.

ISSN:0020-7721    

DOI:10.1080/00207729008910567

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor

摘要:

A method for estimating the modelling errors of a process using closed-loop data is proposed. The theoretical analysis and implementation of the method are illustrated. A new algorithm of system identification which identifies the plant as an impulse response sequence or a transfer function model using the output of a feedback control system is derived. An illustrative example which shows the use of the proposed method for the estimation of modelling errors and its application to closed-loop identification is also included.

ISSN:0020-7721    

DOI:10.1080/00207729008910568

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor

摘要:

An exponential queuing network of two service stations is considered. The service rate at each station can either be fast or slow. A policy in which the service rate to be used at each station is specified as a function of the state of the system is investigated in order to minimize a given objective cost function. Howard's policy space algorithm is used to characterize the form of the optimal policy. Results show that the optimal policy is a simply connected one and of montone structure.

ISSN:0020-7721    

DOI:10.1080/00207729008910569

出版商:Taylor & Francis Group    

年代:1990

数据来源: Taylor