摘要:

This paper is the first in a series concerned with a comprehensive evaluation of the refined instrumental variable-approximate maximum likelihood (IVAML) method of time-series analysis. The implementation of a recursive/iterative version of the refined IVAML algorithm for single input, single output systems is discussed in detail and the performance of the algorithm is evaluated by Monte-Carlo simulation analysis applied to five simulated stochastic systems. As conjectured, the algorithm appears to yield asymptotically efficient estimates of the time-series model parameters and, indeed, it seems to approach minimum variance estimation of the basic system model parameters for even low sample size and low signal/noise ratios. The noise model parameters are not estimated so well at the smaller sample sizes but the estimation performance appears similar to that of other competing methods of analysis, such as recursive maximum likelihood (RML). Subsequent papers on this same general topic will deal with extensions of the refined IVAML procedure to handle multivariate systems, time-variable parameters and the estimation of continuous-time systems described by ordinary differential equations.

ISSN:0020-7179    

DOI:10.1080/00207177908922676

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

The problem of polo assignment by piecewise constant output feedback is considered for linear time-invariant systems with infrequent observation. An algorithm for computing the output feedback gain is presented, together with necessary and sufficient conditions for pole assignment. The resultant output feedback gain is a periodic piecewise constant function of time.

ISSN:0020-7179    

DOI:10.1080/00207177908922677

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

Two Padé methods are discussed for constructing low-degree Hurwitz polynomials from a given high-degree Hurwitz polynomial to approximate its argument. Using the Hurwitz polynomial approximants as characteristic polynomials, the numerator dynamics of reduced-order (matrix) transfer-function models are then easily determined by partial Padé approximation of a given large-order model. Stability of such reduced models is always assured. By suitable linear fractional transformations the methods are made applicable to discrete-time systems. The methods are compared in simulation examples for both continuous and discrete-time systems.

ISSN:0020-7179    

DOI:10.1080/00207177908922678

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

The paper presents a simple method for the design of proportional-plus-integral controllers for multivariable systems where the controllers act directly on the available system outputs. For anm-inputl-output system of ordern, the PI controller can place 2m+l− 1 poles of the (n+l)th-order closed-loop system at any desired locations. In the closed-loop system the outputs follow step commands in the steady state and reject unmeasurable arbitrary disturbances with constant final values. The steady-state properties are preserved for variations or uncertainties in the system parameters provided the closed-loop stability is maintained. The transient responses of the closed-loop system may be improved by tuning the controller as described in the paper. The method is applied to the design of a PI controller for a gas-turbine.

ISSN:0020-7179    

DOI:10.1080/00207177908922679

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

The properties of a principal gain decomposition for matrices are explored and related to those of a characteristic gain decomposition in the context of the multivariate linear feedback problem.

ISSN:0020-7179    

DOI:10.1080/00207177908922680

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

Two design methods for a discrete-time deadbeat reduced order observer are considered in this paper. The first method is parallel to the Gopinath method, while the second method is parallel to the Luenberger method. Both methods lead to the same observer; that is,

ISSN:0020-7179    

DOI:10.1080/00207177908922681

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

Matrices overR[s, z]which are extensions of the usual form of state-space system matrices overR[s]are considered, the main object being to investigate under what conditions such matrices are system similar overR[z]. It is found that these conditions involve not only the concept of decoupling factors of a system matrix overR[s, z]but also the new concept of decoupling zeros of such a system matrix. The connection of these decoupling zeros for a given system matrix with the corresponding transfer-function matrix is also examined.

ISSN:0020-7179    

DOI:10.1080/00207177908922682

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

We present a method for determining a model of the formSMfrom measurements on the steady-state response of a non-linear system to co-sinusoidal inputs at a number of amplitudes and frequencies. In earlier papers the parameter identifiability of theSMstructure for this type of input/output experiment was established using an interpolation approach. Here we use a harmonic analysis technique to choose linear subsystems in the model and then minimization of an integral square-error criterion to select certain free coefficients within these subsystems. The results are illustrated by application to a forced Duffing equation and a forced Van der Pol equation.

ISSN:0020-7179    

DOI:10.1080/00207177908922683

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

A sufficient condition for stabilization of a linear system with a conic control constraint set is given. The stabilizing feedback control constructed herein is linear-in-cones.

ISSN:0020-7179    

DOI:10.1080/00207177908922684

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor

摘要:

This paper considers the problem of designing a linear functional filter (LFF) to estimate a linear function of the state of a linear stochastic system. The LFF is a linear unbiased filter and is generally of lower order than the Kalman-Bucy filter. When the LFF is unbiased in the so-called linear-quadratic-Gaussian (LQG) problem, it is shown that the separation properties are established for the quadratic cost function and the stability. In the steady-state case, the minimal order, a canonical form and the optimal design are obtained for a single LFF which estimates a scalar-valued linear function of the state. Finally, an illustrative example is given to show the effectiveness of the LFF.

ISSN:0020-7179    

DOI:10.1080/00207177908922685

出版商:Taylor & Francis Group    

年代:1979

数据来源: Taylor