摘要:

AbstractOptimal control strategies for both non‐linear and linear plants and indices are notoriously sensitive to modelling errors and external noise disturbances. In this paper a general framework to enhance robustness of an optimal control law is presented, with emphasis on the non‐linear case. The framework allows a blending of off‐line non‐linear optimal control, on‐line linear robust feedback control for regulation about the optimal trajectory and on‐line adaptive techniques to enhance performance/robustness. The adaptive‐Qtechniques are those developed in previous work based on the Youla‐Kucera parametrization for the class of all stabilizing two‐degree‐of‐freedom controllers. Some general fundamental stability properties are developed which are new, at least for the non‐linear plant and linear robust controller case. Also, performance enhancement results in the presence of unmodelled linear dynamics based on an averaging analysis are reviewed. A convergence analysis based on averaging theory appears possible in principle for any specific non‐linear system but is beyond the scope of the present paper. Certain model reference adaptive control algorithms come out as special cases. A non‐linear optimal control problem is studied to illustrate the efficacy of the techniques, and the possibility of further performance enhancement based on f

ISSN:0890-6327    

DOI:10.1002/acs.4480060502

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY

摘要:

AbstractDynamic errors‐in‐variables (EV) models are a new type of linear system models and have found extensive practical applications. One common and important concern with EV models is how to remove noise‐induced bias in parameter estimators. In this paper some significant extensions to the newly established bias‐eliminated least‐squares (BELS) method are made, so that this BELS method can be applied to unbiased identification of a general class of dynamic EV models where input noise is white noise and output noise is correlated noise but the noise statistics are unknowna priori. Though still based on the bias correction principle, this method is very meaningful in that it presents a novel and efficient way of utilizing signal‐processing techniques to draw much more useful information from sampled data in order to get desirable identification results. The performance of the proposed method is illustrated by numeric

ISSN:0890-6327    

DOI:10.1002/acs.4480060503

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY

摘要:

AbstractThis paper considers adaptive instrumental variable methods (IVMs) for estimating the frequencies of noise‐corrupted sinusoidal signals. Adaptive implementations of both the unweighted and the optimally weighted IVMs are given. Since the optimal weighting matrix depends on the (unknown) signal parameters, we examine ways to estimate this quantity on‐line. A theoretical and an experimental study show that the optimally weighted IVM gives more accurate and less biased estimates than the unweighted IVM. The improved accuracy is obtained at the expense of increasing computational complexity.The IVMs determine the AR part of an exactly parametrized ARMA description of the sinusoids‐in‐noise process. A fast, adaptive algorithm to estimate the frequencies from the AR coefficients is proposed. The method is based on simultaneous estimation of all roots of the AR pol

ISSN:0890-6327    

DOI:10.1002/acs.4480060504

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY

摘要:

AbstractChoice of the desired closed‐loop polynomial plays an important role in pole assignment adaptive controller design, but it is difficult to specify a ‘good’ closed‐loop polynomial before the process is known. This paper suggests the desired closed‐loop polynomial to be chosen as a function of the identified model so that the gain of the adaptive controller becomes ‘controllable’ by the designer. Simulation examples are used to show that the proposed strategy has advantages over the conventionally fixed closed‐loop polynomial in both design procedure and performa

ISSN:0890-6327    

DOI:10.1002/acs.4480060505

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY

摘要:

AbstractThis paper addresses certain functional learning tasks in signal processing using familiar algorithms and analytical tools of least squares for autoregressive moving average exogenous input (ARMAX) models, the models can be viewed as conventional ARMAX models but with parameters dependent on variables such as inputs or states, termed function input variables. The functional dependence of the parameters on these variables is represented in terms of basis function expansions or, more generally, interpolation function representations. The interpolation functions in a least‐squares identification of coefficients also turn out to be in essence spread functions that spread learning throughout the space of function input variables. Thus for a set of training sequences or trajectories in function input space, system parameters and thereby system functionals can be updated. The idea is that these will have relevance for similar sequences or neighbouring trajectories.The concept of persistence of excitation to achieve complete function learning or, equivalently, signal model learning is studied using least‐squares convergence results. Application of the proposed algorithms and theory within the signal‐processing context is addressed by means of simple illustrative exa

ISSN:0890-6327    

DOI:10.1002/acs.4480060506

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY

摘要:

AbstractApproximation of analogue filters by digital filters is performed usingH∞ model‐matching theory. In this approach the input signal is assumed to belong to a frequency‐weighted ball in the Lebesgue space L2of continuous square‐integrable signals and a digital filter is designed so as to minimize the norm of the worst error between the outputs of the digital and analogue filters. An analysis of the frequency response shows that if the set of input signals is sufficiently band‐limited, the procedure corresponds to the minimization of a weighted minimax frequency response error criterion. Numerical examples show that the approach offers an efficient procedure for discretizing general multivariabl

ISSN:0890-6327    

DOI:10.1002/acs.4480060507

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY

ISSN:0890-6327    

DOI:10.1002/acs.4480060508

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY

ISSN:0890-6327    

DOI:10.1002/acs.4480060509

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY

ISSN:0890-6327    

DOI:10.1002/acs.4480060510

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY

ISSN:0890-6327    

DOI:10.1002/acs.4480060511

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1992

数据来源: WILEY