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Decision and Control including the 12th Symposium on Adaptive Processes, 1973 IEEE Conference on

Date 5-7 Dec. 1973

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Displaying Results 1 - 25 of 149
  • [Front cover and table of contents]

    Publication Year: 1973, Page(s): c1
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    Freely Available from IEEE
  • The strong consistency of maximum likelihood estimates for nonlinear systems

    Publication Year: 1973, Page(s):1 - 5
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (341 KB)

    We consider families of stochastic processes indexed by a finite number of alternative parameter values. For general classes of stochastic processes it is shown that maximum likelihood estimates converge almost surely to the correct parameter value. This is established by use of a submartingale property of the sequence of maximized likelihood ratios together with a technique first employed by Wald... View full abstract»

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  • Kalman filtering with no A-priori information about noise-White noise case: Part I: Identification of covariances

    Publication Year: 1973, Page(s):6 - 9
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (511 KB)

    Kalman Filtering in the presence of white process and measurement noises of unknown means and covariances is considered. Only stationary linear discrete stochastic systems are considered. It is shown that noise covariances can be identified without knowledge of noise means. Thus, the identification of noise statistics can be divided into two sub-problems: identification of noise covariances and id... View full abstract»

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  • Kalman filtering with no A-priori information about noise-White noise case: Part II: Indentification of noise means

    Publication Year: 1973, Page(s):9 - 12
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (312 KB)

    Two new algorithms are proposed for identifying the noise means required before Kalman Filtering. These algorithms use the results of Part I of this paper, i.e., the identified noise intensities (or the optimal predictor gain if the noise intensities cannot be identified). To be Compatible with the algorithms of Part I, the algorithms described here are also nonrecursive. They are based on the max... View full abstract»

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  • Application of Kalman filtering techniques in the processing of data on physical experiments

    Publication Year: 1973, Page(s):13 - 19
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (442 KB)

    This paper is a survey of a study implemented during the last two years, considering the correction (unfolding) of smearing effects due to instrumental resolution in physical experiments (neutron - and X-ray scattering). In order to obtain as well on-line as interactive situations of treatment of data, sequential methods were studied. Two classes of problems have been treated. In the first one no ... View full abstract»

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  • A continuous-discrete data filter for pre-filtered observations

    Publication Year: 1973, Page(s):20 - 27
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (492 KB)

    Data filtering with presmoothed measurements is a useful technique for data compression in high data rate, noisy measurement systems. A sequential filtering algorithm is derived for processing integrated measurements, and the algorithm is applied to data filtering with discrete presmoothed measurements. Prefilter trade studies with a two dimension system show that the algorithm may provide a large... View full abstract»

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  • State estimation for continuous-time system with interrupted observation

    Publication Year: 1973, Page(s):28 - 32
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (387 KB)

    This paper considers the estimation problem for linear continuous-time systems with the interrupted observation mechanism which is characterized in terms of the jump Markov process taking on the values of 0 or 1. The minimum variance estimator algorithm is derived. The approach adopted here is that we express the jump process in terms of the initial value and the jump times instead of its instanta... View full abstract»

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  • The urban institute housing model

    Publication Year: 1973, Page(s):36 - 40
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (453 KB)

    This paper reports on the basic structure of the Urban Institute Housing Model, a model of 10-year changes in housing quality and household location within a metropolitan area. The model represents a metropolitan area housing market by a few dozen "model" households and dwellings (each one representing several hundred or thousand actual cases), a building industry, and a composite "government." Ho... View full abstract»

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  • Information patterns and classes of stochastic control laws

    Publication Year: 1973, Page(s):43 - 46
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (337 KB)

    This paper deals with the various classes of controls according to information patterns. The classification is made according to the utilization of past measurements and the available information about future measurements. It is shown how the utilization of the future measurement program and the associated statistics distinguishes the stochastic closed-loop class from the stochastic feedback class... View full abstract»

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  • The martingale theory of jump processes

    Publication Year: 1973, Page(s):48 - 57
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (664 KB)

    A jump process is best analyzed by investigating the space of all martingales which are generated by the process. The structure of this space of martingales becomes clear in the martingale representation results. Having understood this structure one can completely resolve the most important problems in i) modelling and description, ii) detection or hypothesis testing and iii) filtering of jump pro... View full abstract»

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  • Control of stochastic systems with non-Markov parameter processes

    Publication Year: 1973, Page(s):58 - 62
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (401 KB)

    First Page of the Article
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  • A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

    Publication Year: 1973, Page(s):63 - 67
    Cited by:  Papers (5)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (383 KB)

    A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-c... View full abstract»

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  • Stochastic penalty function optimization

    Publication Year: 1973, Page(s):68 - 71
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (243 KB)

    We investigate a stochastic penalty algorithm, which can be used to find a constrained optimum point for a concave or convex objective function subject to a nonlinear constraint which forms a connected region, even when we do not have the objective function available, but only have a noisy estimate of the objective function. When the constraint consists of one linear equation, we prove convergence... View full abstract»

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  • A segmented algorithm for solving a class of state constrained discrete optimal control problems

    Publication Year: 1973, Page(s):73 - 79
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (436 KB)

    A segmented algorithm for solving state constrained optimal control problems is presented. Its main feature is that it may be implemented on an array of digital computers. Such an implementation exhibits two attractive properties. The first one is that the computational time is reduced due to the parallelism of computations achieved. The second property is that a graceful degradation of performanc... View full abstract»

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  • A rapidly convergent method for equality constrained function minimization

    Publication Year: 1973, Page(s):80 - 81
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (104 KB)

    This paper presents a new function minimization algorithm for minimizing nonlinear functions of a finite number of variables subject to nonlinear equality constraints. The algorithm also provides for the explicit handling of upper and lower bounds on each of the independent variables. Although other more general inequality constraint can be transformed into an equality constraint at the expense of... View full abstract»

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  • Closed loop control design for nonlinear, nonquadratic systems

    Publication Year: 1973, Page(s):82 - 87
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (384 KB)

    The problem of optimal control of a nonlinear system with non quadratic final cost function admits a closed-loop suboptimal solution by approximation of the Lyapounov function by means of the control-equivalent Gaussian sum method. Using the duality between optimal control for deterministic systems and estimation for stochastic systems, the solution is presented as the superposition of solutions o... View full abstract»

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  • Pattern recognition programs with level adaptation

    Publication Year: 1973, Page(s):88 - 91
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (379 KB)

    This paper describes different types of patterning which exist in such diverse types of data as speech, text, and pictorial scenes. Several programs which process such data are discussed in terms of contextual, syntactic, semantic, and problem-domain dependent factors. Each of these factors constitutes a potential level of computer processing. By introducing different processing levels each having... View full abstract»

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  • On adaptive operating systems in multi-programming environments

    Publication Year: 1973, Page(s):92 - 93
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (116 KB)

    When a computer system is handling its workload in a multiprogramming environment, it has to control a concurrent execution of a number of user programs or processes. These processes make use of various hardware and software resources of the system, some of which are capable of autonomous, parallel operation. The computer system sources while allowing a systematic execution of user jobs via its Op... View full abstract»

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  • A new class of search algorithms for adaptive computation

    Publication Year: 1973, Page(s):94 - 100
    Cited by:  Papers (2)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (525 KB)

    An adaptive probability state variable (PSV) parameter search algorithm Possessing long-term memory has been formulated to cope with systems that must avoid high performance-penalty operating regions. The information gained from all previous experiments is efficiently encoded in multivariate probability distribution functions (pdf's). This long-term memory capability enables the PSV algorithm effe... View full abstract»

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  • An airborne digital computer as an estimator and decision tool

    Publication Year: 1973, Page(s):101 - 104
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (203 KB)

    An airborne digital computer is used to estimate gun misalignment, ballistic wind and wind at altitude. The navigator interacts with the computer in making decisions as to whether observed data is reliable and whether certain parameters in the computer should be changed. The use of this system still retains human judgment while at the same time gives the navigator the power of digital computation. View full abstract»

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  • Design of optimal controllers for distributed systems using finite dimensional state observers

    Publication Year: 1973, Page(s):105 - 109
    Cited by:  Papers (2)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (294 KB)

    The problem of constructing an "observer" to enable us to implement an approximate optimal control for a distributed parameter system is examined where the state is measured at a few pre-specified points. The observer is formulated as the output of a dynamical system described by a set of ordinary differential equations. Both distributed and boundary control problems are studied and the observer-f... View full abstract»

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  • Optimal observers for time varying linear systems

    Publication Year: 1973, Page(s):110 - 115
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (414 KB)

    A method is presented for generating the optimal control of a linear system from measurements of the system input and output. The systems considered are n-th order, time invariant or time varying forced linear systems which are restricted to be bounded and uniformly completely state reconstructible. The control is generated from an estimate of the state vector which is obtained from an observer. T... View full abstract»

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  • Finite-time observer for nonlinear dynamic systems

    Publication Year: 1973, Page(s):116 - 119
    Cited by:  Papers (2)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (247 KB)

    This paper introduces finite-time observers for a class of non-linear dynamic systems. The concept of observability is first shown to be a necessary condition for the existence of a finite-time observer for the system. Then a finite-time observer for an important class of systems is constructed with a novel structure which avoids the use of differentiators. View full abstract»

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  • Observers for systems with unknown and inaccessible inputs

    Publication Year: 1973, Page(s):120 - 124
    Cited by:  Papers (3)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (293 KB)

    Observer theory for constant-coefficient, linear systems is extended to systems with unknown, inaccessible inputs. Two types of observers for such systems are defined, and simplified criteria for their existence are developed. A theorem regarding the structure of these observers is given which allows the application of results for systems with single unknown inputs to systems with multiple unknown... View full abstract»

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  • Observing a function of the state

    Publication Year: 1973, Page(s):125 - 130
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (424 KB)

    This paper discusses a well known change of co-ordinates for multiple output systems from a different viewpoint, and a new, simplified, low order observer design. The discussion of the transformation given here exhibits more of the system structure than previous presentations. The observer design procedure does not require explicitly performing a change of basis on the system, and includes the con... View full abstract»

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