1. |
FIML estimation of dynamic econometric systems from inconsistent data |
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International Journal of Systems Science,
Volume 16,
Issue 1,
1985,
Page 1-29
F.VAN DER PLOEG,
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摘要:
Economic data are typically inconsistent, contain measurement errors and are sometimes unavailable. The paper therefore proposes a bayesian and a generalized least-squares procedure for adjusting the data to satisfy accounting identities, to incorporate subjective views and to recover unobserved data. The resulting posterior observations may be used to estimate the parameters of a multivariate ARMAX model of the economy by maximizing the appropriate log-likelihood criterion subject to the constraints of the Kalman-Bucy filter (generating the optimal estimates of the states of the economy). The paper proposes a generalized reduced-gradient algorithm, based on a state space realization of the ARMAX model, for the estimation procedure, and discusses a number of special cases where the filter need not be implemented. Extensions to the estimation of continuous-time or non-linear models from noisy data are also provided. When the original data contain systematic errors time-decomposition is not valid, hence the paper develops a final form estimation procedure for the general case. The paper reports applications of the proposed techniques to U.K. data.
ISSN:0020-7721
DOI:10.1080/00207728508926652
出版商:Taylor & Francis Group
年代:1985
数据来源: Taylor
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2. |
The convex controller: controllability in finite time |
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International Journal of Systems Science,
Volume 16,
Issue 1,
1985,
Page 31-47
M. E. EVANS,
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摘要:
The controllability of the discrete-time linear system xk+1= Axk+ uk; ukεΩ = 0, 1, …, where the input set n is an arbitrary convex set, is studied. The problem of controllability in finite time is examined, that is, conditions on A, Ω are established which ensure the existence of a finiteNsuch that the system is controllable in N steps for any initial state x0.
ISSN:0020-7721
DOI:10.1080/00207728508926653
出版商:Taylor & Francis Group
年代:1985
数据来源: Taylor
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3. |
Decentralization model with flexible multi-goals and concessions |
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International Journal of Systems Science,
Volume 16,
Issue 1,
1985,
Page 49-60
HAJIME ETO,
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摘要:
A mathematical model is proposed for hierarchical decentralization with flexible goals. The upper decision-level board co-ordinates the goals of the lower units by choosing goals from the alternatives of each lower unit. This decision procedure is proved to possess desirable properties of autonomy and agreement-based management by applying the decomposition procedure of mixed-integer programming.
ISSN:0020-7721
DOI:10.1080/00207728508926654
出版商:Taylor & Francis Group
年代:1985
数据来源: Taylor
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4. |
On eigenvalue assignment in discrete systems with fast and slow modes |
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International Journal of Systems Science,
Volume 16,
Issue 1,
1985,
Page 61-70
MAGDIS. MAHMOUD,
YULIU CHEN,
MADANG. SINGH,
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摘要:
This paper deals with eigenvalue assignment in linear discrete control systems which have a two time-scale property. It has been shown that such systems can be decomposed into a fast subsystem with small eigenvalues and a slow subsystem with large eigenvalues. Separate eigenvalue assignment is attained using independent feedback gains.
ISSN:0020-7721
DOI:10.1080/00207728508926655
出版商:Taylor & Francis Group
年代:1985
数据来源: Taylor
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5. |
A hybrid edge detector and its properties |
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International Journal of Systems Science,
Volume 16,
Issue 1,
1985,
Page 71-80
B. CHANDA,
B. B. CHAUDHURI,
D.DUTTA MAJUMDER,
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摘要:
A hybrid measure of picture gradient for a noisy situation is proposed. The definition of gradient has been initiated from the algorithm for finding the border in a binary picture. The merit of this operator is compared with those of other widely used operators. A measurement of error in extracting edges by thresholding the gradient is also suggested and it is shown that the optimum threshold can be chosen corresponding to the minima in the error function.
ISSN:0020-7721
DOI:10.1080/00207728508926656
出版商:Taylor & Francis Group
年代:1985
数据来源: Taylor
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6. |
Stability in discrete dynamical systems containing independent subsystems |
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International Journal of Systems Science,
Volume 16,
Issue 1,
1985,
Page 81-97
E. M. GILLET,
H.-R. GREGORIUS,
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摘要:
Motivated by problems frequently occurring in the analysis of evolutionary ecological and population genetic models, discrete dynamical systems on the product of compact topological spaces are considered which contain an independent subsystem on one component space. If this subsystem possesses an equilibrium point, then a dynamical system is defined on the other component space whenever the independent system is in equilibrium. It is shown that in the presence of global asymptotic stability in the two component systems, perturbation will result in a return of the entire system to equilibrium (i.e. in particular, the equilibrium is globally asymptotically stable). A weakening of these conditions to combinations of global attractivity and global asymptotic stability either no longer guarantees convergence, or else the equilibrium is globally attractive but unstable, and thus sensitive to further perturbation.
ISSN:0020-7721
DOI:10.1080/00207728508926657
出版商:Taylor & Francis Group
年代:1985
数据来源: Taylor
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7. |
A method for decomposing mixed-integer linear programs with staircase structure |
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International Journal of Systems Science,
Volume 16,
Issue 1,
1985,
Page 99-111
NOBUO SANNOMIYA,
KATSUHIKO OKAMOTO,
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摘要:
An algorithm is presented for solving mixed-integer linear programs with a staircase structure. The basic idea of the algorithm is to decompose the original problem into a series form of small-scale mixed-integer problems. For each problem decomposed, the solution is obtained by the conventional branch-and-bound method. In this algorithm the feasibility of the solution is always assured, but in order to save computation time the optimality condition is checked restrictedly for the solution obtained. The difference between the optimal objective value and the objective value obtained can be estimated. By examining numerical results, it is observed that the algorithm is efficient, requiring less computation time than other methods.
ISSN:0020-7721
DOI:10.1080/00207728508926658
出版商:Taylor & Francis Group
年代:1985
数据来源: Taylor
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8. |
Influence of the length of disturbance measurement period and measurement costs on the costs of process control |
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International Journal of Systems Science,
Volume 16,
Issue 1,
1985,
Page 113-130
ANDRZEJ GOŚCIŃSKI,
BOŻENA PIEKARZ,
KRZYSZTOF ZIELINSKI,
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摘要:
This paper deals with the influence of the time of disturbance measurement on the costs paid as a result of process control, i.e. the so-called operational costs. The total operational costs have been defined as the sum of operational costs and the costs of disturbance measurement. The character of the dependency of the total operational costs on the length of disturbance measurement period has also been studied. One of the ways of reducing the total operational costs connected with disturbance measurement can be the disturbance prediction method, the application of which we have discussed here. Moreover, we have proposed the study of an algorithm for choosing the optimal length of disturbance measurement period. The algorithm is constructed in such a way that it can minimize the total operational cost. Our theoretical considerations have been empirically confirmed by means of simulation.
ISSN:0020-7721
DOI:10.1080/00207728508926659
出版商:Taylor & Francis Group
年代:1985
数据来源: Taylor
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9. |
Track/vehicle system identification by a revised group method of data handling (GMDH) |
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International Journal of Systems Science,
Volume 16,
Issue 1,
1985,
Page 131-144
TOSHIO YOSHIMURA,
DESH DEEPAK,
HITOSHI TAKAGI,
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摘要:
This paper is devoted to the identification of a track/vehicle system of Indian Railways. The model is assumed to be completely unknown except for the sequences of input and output. The model structure is determined using a revised group method of data handling (GMDH) algorithm which is based on Akaike's information criterion (AIC) as a criterion to select the optimal partial descriptions. Numerical results show that the model identification by the proposed method is effective.
ISSN:0020-7721
DOI:10.1080/00207728508926660
出版商:Taylor & Francis Group
年代:1985
数据来源: Taylor
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