摘要:

The error of the block-pulse series expansion of an integral function employing the usual integral operational matrix is evaluated and a new integral operational matrix is obtained from the three-point interpolating polynomial in Lagrange form. It is shown that this new matrix reduces the error.

ISSN:0020-7721    

DOI:10.1080/00207728708963975

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

The method of shifted Jacobi functions is successfully applied to the analysis of stiff systems. The basic idea is that the state variables are expressed in terms of shifted Jacobi series. A very powerful computational algorithm is proposed to solve the stiff differential equations for any length of time. Taking only a single term or the second term of expansion coefficients is enough to calculate the state functions. Four illustrative examples are given, and very satisfactory results are obtained.

ISSN:0020-7721    

DOI:10.1080/00207728708963976

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

In this paper a method is developed for the computation of a separately balanced state-space model for a given two-dimensional transfer function with separable denominator. The procedure relies on the eigenvalue/eigenvector decomposition (or singular-value decomposition) of two real symmetric matrices determined directly from the given transfer function.

ISSN:0020-7721    

DOI:10.1080/00207728708963977

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

A procedure is developed for the design of a minimal-order observer capable of estimating the states of a two-dimensional system in the presence of unknown inputs. This is done using singular-value decomposition. The assignment of eigenvalues to the observer is facilitated by choosing the observer structure.

ISSN:0020-7721    

DOI:10.1080/00207728708963978

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

The parity symmetric property of balanced realizations is used in conjunction with a permutation symmetric Jordan realization to provide a computationally efficient algorithm for obtaining a balanced realization of a transfer function for either discrete- or continuous-time systems.

ISSN:0020-7721    

DOI:10.1080/00207728708963979

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

This paper discusses statistical and political-economic methods for evaluating different macro-econometric models and suggests three optimization approaches, based on maximizing expected utility of economic welfare, and a design approach to the formulation of economic policy rules under model uncertainty. When one compromise model can be found, an objective risk-averse policy optimization may be appropriate, but otherwise a political approach is required where the government attaches subjective probabilities to each model being the correct description of the economy. A mini-max frequency-domain design of the policy feedback rules is suggested, which ensures suitable correction for exogeneous shocks, satisfactory decoupled dynamic responses of the regulated economy and robustness under all views of the economy. The desired paths, used in the rules, are obtained by maximizing the expected utility of welfare subject to the constraints of the regulated economy. Applications to the derivation of New Keynesian policy rules from reduced forms of the LBS, NIESR and a condensed version of the HMT models of the U.K. economy are provided.

ISSN:0020-7721    

DOI:10.1080/00207728708963980

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

Moving identification using weighted least-squares estimation is developed. Two weighting factors are used: one for discarding old data, the other for adding new data, and these two weighting factors are chosen to ensure that the estimated parameters are convergent. The sufficient conditions for the convergent property are also presented. The proposed method is suitable for time-varying systems.

ISSN:0020-7721    

DOI:10.1080/00207728708963981

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

A min-max filtering technique is presented which uses a semi-adaptive policy to filter out a narrowband jammer in a spread-spectrum channel. This technique is compared with adaptive whitening and is shown to be superior because of its reduced computational requirements and its improved signal-to-noise ratio for cases of very fast frequency-hop jamming where there is insufficient time for adequate signal identification as required for least-squares whitening filters.

ISSN:0020-7721    

DOI:10.1080/00207728708963982

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

A method is presented for obtaining the optimal quadratic state feedback control law of a bordered bilinear system in terms of the optimal control law of the system before bordering. The method is based on the Cholesky factorization of the system matrix which is assumed to be symmetric and positive definite. Under a certain condition on the norm of the bordering vector a simple closed-form expression for the stabilizing state feedback gain matrix is obtained.

ISSN:0020-7721    

DOI:10.1080/00207728708963983

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor

摘要:

The problem of fault detection in a turbojet engine is formulated as a binary programming problem by denning the output of the various units of the engine by an appropriate boolean equation. The objective function, which is required to be maximized, is a likelihood function, whereas the constraints describe the input-output relations of the units of the engine and prohibit non-causal illegal outputs. The results obtained by applying various test inputs and observing some of the outputs have been verified experimentally. A modified version of the method used is also proposed for fault diagnosis in large-scale systems.

ISSN:0020-7721    

DOI:10.1080/00207728708963984

出版商:Taylor & Francis Group    

年代:1987

数据来源: Taylor