摘要:

Recursive algorithms are presented for the on-line state and parameter estimation of a linear time-invariant discrete time system of large size. A variant of the observable canonical model with a one-way coupling form of the state model is chosen for developing a solution to the problem. Exploiting the canonical structure of the model, the proposed solution turns out to be computationally simpler than the existing solution, moreover a decentralized state and parameter estimation scheme can be developed in two steps. In the first step, the parameter of the system matrices are estimated by a recursive least-square algorithm or by a normalized stochastic approximation algorithm in a decoupled manner. These parameters are then employed for state estimation in step 2 using a centralized conventional Kalman filter or a decentralized adaptive Kalman filter, which in turn reduces instrumentation and telemetry costs. The results are illustrated by considering two different systems.

ISSN:0020-7721    

DOI:10.1080/00207728908910101

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor

摘要:

An algorithm for obtaining two different state-space models of all three-dimensional (3-D) transfer function matrices is given. The resulting 3-D models are the 3-D analogue of the Roesser 2-D model and Eising 2-D model. The relation between these two models is also given. The approach is based on the construction of the Hankel matrix from the polynomial coefficients of a negative power series expansion of 3-D, 2-D, and 1-D transfer function matrices, respectively. The proposed algorithm results in a few large system matrices for the 3-D model analogue of the Roesser 2-D model, while there are more system matrices for the 3-D model analogue of the Eising 2-D model but of a smaller order.

ISSN:0020-7721    

DOI:10.1080/00207728908910102

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor

摘要:

Numerical differentiation of discrete observations of a noisy signal is formulated as an optimal state estimation problem. A state vector is defined composed of the signal and its derivatives and a state-space representation is derived from the assumption of a band-limited signal. Under the hypothesis of additive gaussian measurement noise a fixed-lag Kalman smoother is then applied to obtain the optimal state estimate. It is shown that the main advantage of the state-space approach is that the maximum precision theoretically obtainable for the state estimate is sensitive more to the model noise than to the measurement noise, so that the inferior limit of the error covariance matrix can be made small at will provided that an adequate signal model is available. To this purpose it is shown that it is possible to obtain any prescribed accuracy on the first components of the state vector by increasing the model order. Numerical results refer to a signal of interest in ‘human motion analysis’. They are derived in a simulation context in order to obtain a precise evaluation of the smoother performance.

ISSN:0020-7721    

DOI:10.1080/00207728908910103

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor

摘要:

Using the singular system theory, the state observer problem is considered for linear systems with input derivatives control, ẋ = Ax + Bou + … + Bru(r), y = Cx. The existence conditions of the state observer are obtained and its design methods are given. Finally an example is given to illustrate the results.

ISSN:0020-7721    

DOI:10.1080/00207728908910104

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor

摘要:

The problem of reconstructing the solution of Laplace's equation from discrete measurements on the boundary of a disc is considered. It is shown that there is significant reason to choose the measurement points in a prescribed manner. This problem arises in the determination of the electropotential of the epicardial surface from torso measurements.

ISSN:0020-7721    

DOI:10.1080/00207728908910105

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor

摘要:

A need exists for the accurate identification of time series models having fast time–varying parameters. Recent work by Kitagawa and Gersch (1985) provides a comprehensive powerful algorithm for such non-stationary identification but leaves some of the theoretical foundations incomplete. The present paper clarifies some of the complicating factors concerning this algorithm to establish its optimality and stability. Among these are the non-linear and time-varying nature of the formulation. It is shown that this non-stationary identifier's estimate exists and is stable. Proofs are reviewed that show the identifier is optimal for gaussian noise inputs and is also optimal over a limited class of identifiers for non–gaussian noise inputs and for the mean squared error loss function.

ISSN:0020-7721    

DOI:10.1080/00207728908910106

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor

摘要:

The size of developmental systems whose elements are subjected to six elementary operations grouped in a generating word grows monotonically. Introducing into the generating word an operating system which limits the number of times that active operations are performed results in developmental systems that first grow, then dwindle and vanish. If the generating word possesses feedback, the system, once reduced to one or to a few cells, may be ‘reborn’ and the whole process is repeated cyclically.

ISSN:0020-7721    

DOI:10.1080/00207728908910107

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor

摘要:

Conditions have been found under which the exponential stability of a given solution of a system with an impulse effect follows from the exponential stability of the respective system in variations.

ISSN:0020-7721    

DOI:10.1080/00207728908910108

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor

摘要:

The development is considered of a discrete state variable model for memory management problems with more than one spatial dimension. The concept of state controllability and observability has been utilized to resolve the state conflicts. To test the model, the characterizing matrices for the reduced model have been developed.

ISSN:0020-7721    

DOI:10.1080/00207728908910109

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor

摘要:

The sensitivity of serial transfer lines to changes in system parameters can be determined using a simulation technique called finite perturbation analysis (FPA). The accepted method of running experiments at different parameter levels is no longer necessary because the same information can be obtained from only one experiment. However, as is shown, FPA is not a panacea for the analysis of serial transfer lines because of certain limitations.

ISSN:0020-7721    

DOI:10.1080/00207728908910110

出版商:Taylor & Francis Group    

年代:1989

数据来源: Taylor