摘要:

AbstractThe widely known LQG design method for linear time invariant SISO plants may lead under certain circumstances to closed loop systems that have no stability margins; their sensitivity is infinite and the resulting system is non‐causal. We refer to such systems as inadmissible ones. This rather surprising phenomenon is analysed in the paper and is shown to be a generic property, depending on structural features of the plant, noises and criteria involved. Necessary and sufficient conditions guaranteeing admissibility of LQG design, in both the frequency and the time domains, are presented and proved. These conditions enable ana prioridetection of such possible ‘traps’ in the LQG method. Although the paper focuses on LQG, some of the results are shown to be of wider applicability. It is shown that the common combination observer‐static state feedback is inadmissible if input derivatives are used by the observer. The conditions derived in the paper are used to identify suboptimal methods, developed for other purposes, by which the causality problem may be avoided. A new suboptimal method is suggested and the stability properties of suboptimal designs are discussed. In addition some apparent ambiguities regarding the stability properties of singular observation LQG designs are clarified by means of the results derived in th

ISSN:0143-2087    

DOI:10.1002/oca.4660070302

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

年代:1986

数据来源: WILEY

摘要:

AbstractRecently, much effort has been expended in establishing the well‐posedness of optimal structural design problems. Experience indicates, however, that awareness of the non‐existence of a solution may also be beneficial and can eliminate time wasted in searching for non‐existing numerical or analytical optima. Two standard approaches to non‐existence proofs are presented: the construction of suitable sequences and the use of necessary conditions — both within the context of contradiction proofs. The methods are illustrated with examples from optimal structural design ranging from the minimum weight design of an axially loaded rod to that of axisymmetrically loaded shells of revolution. It is shown that the causes of non‐existence can be the choice of function space, boundary conditions, and a discontinuous dependence on parameters, among others. Some possible guidelines for a successful formulation of well‐posedness in structural design

ISSN:0143-2087    

DOI:10.1002/oca.4660070303

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

年代:1986

数据来源: WILEY

摘要:

AbstractA dynamic optimization model is formulated to derive the optimal mix of output achieved manually and from automatic equipment. Therefore, the composition of the productive capacity is obtained for a firm over time. The actual times and levels at which automation should be acquired and the levels of change in manual output are determined over the planning horizon. Optimal policies are derived in order to minimize costs associated with deviation from the goal levels of total output, acquiring automation, changing the level of manual output, operating automation and operating manual equipment over time. Ordinary and impulsive optimal control theory techniques are applied to obtain solutions.

ISSN:0143-2087    

DOI:10.1002/oca.4660070304

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

年代:1986

数据来源: WILEY

摘要:

AbstractAn adaptive filter is developed to estimate the low frequency (LF) drift and high frequency (HF) wave‐induced oscillations of a floating vessel. The parameters of the HF model depend on the weather and must be updated. By applying a singular perturbation approximation, we decompose the filtering problem into two separate LF and HF designs. This results in an LF Kalman filter and an HF parameter estimator. The parameter estimator is implemented as an extended Kalman‐filter‐type robust algorithm. To some extent, our approach provides a bridge between existing dynamic positioning filter synthesis techniques. Simulation results are inc

ISSN:0143-2087    

DOI:10.1002/oca.4660070305

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

年代:1986

数据来源: WILEY

摘要:

AbstractLinear‐quadratic regulator theory is commonly used in feedback optimization problems for power system stabilization. In this paper an extension of Gamkrelidze's maximum principle, which applies directly to non‐linear systems, is used to find an optimal feedback control law from a given practically implementable class of parametrized control structures. An algorithm for finding the optimal set of parameters is presented. The results obtained, using the optimal feedback control law determined by the given algorithm, indicate a substantial improvement of the transient performance of the sys

ISSN:0143-2087    

DOI:10.1002/oca.4660070306

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

年代:1986

数据来源: WILEY

摘要:

AbstractLinear‐quadratic Gaussian control with quadratic state and input constraints is studied. A primal‐dual method is considered in which the solution of a dual maximization problem is found by solving a sequence of unconstrained linear‐quadratic Gaussian control problems. Second derivatives are derived for the dual problem and Newton‐type methods are applied to its solution. Non‐negativity constraints on the Lagrange multipliers of the primal problem lead to corresponding constraints in the dual problem, and for these both an active set strategy and a method based on quadratic subproblems are considered. A numerical example is presented to illustrate the performance of the numerical a

ISSN:0143-2087    

DOI:10.1002/oca.4660070307

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

年代:1986

数据来源: WILEY

摘要:

AbstractA method of on‐line optimal control is proposed. A control system with a quadratic performance index is investigated. The system is represented by a first‐order moving model. The difficulties involved in solving the two‐point boundary problems of the optimal control problem are avoided by the use of the proposed method. Illustrative examples are presented to show the promise that the method pro

ISSN:0143-2087    

DOI:10.1002/oca.4660070308

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

年代:1986

数据来源: WILEY

摘要:

AbstractA direct solution is proposed to an optimal control problem of linear econometric systems with a quadratic welfare loss function when there are linear equality constraints on the control variables. The direct solution proposed here eliminates the problem of non‐uniqueness of the optimal solution, which is present when this optimal control problem is solved using the recursive algorithm proposed by Chow,1Pindyck2and Tan.3If a unique solution to the optimal control problem exists, then the direct solution and the recursive solution coincid

ISSN:0143-2087    

DOI:10.1002/oca.4660070309

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

年代:1986

数据来源: WILEY

ISSN:0143-2087    

DOI:10.1002/oca.4660070310

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

年代:1986

数据来源: WILEY

ISSN:0143-2087    

DOI:10.1002/oca.4660070311

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

年代:1986

数据来源: WILEY