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Decision and Control, 1984. The 23rd IEEE Conference on

Date 12-14 Dec. 1984

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Displaying Results 1 - 25 of 401
  • [Front cover and table of contents]

    Publication Year: 1984 , Page(s): c1
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    Freely Available from IEEE
  • Foreword [General Chairman's welcome]

    Publication Year: 1984 , Page(s): iii
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    Freely Available from IEEE
  • Linear smoothing for descriptor systems

    Publication Year: 1984 , Page(s): 1 - 6
    Cited by:  Papers (3)
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    The linear smoother for an n-th order two-point boundary value descriptor system (TPBVDS) [1] is formulated by using the general linear estimator solution developed by the method of complementary models in [2]. The smoother is shown to take the form of a 2nth order TPBVDS. By employing the solutions to generalized Riccati equations [3] it is shown that the smoother dynamics can be decomposed into two nth order descriptor form equations. The implementation of the smoother solution is also addressed. View full abstract»

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  • Characterizing finite dimensional filters for the linear innovations of continuous time random processes

    Publication Year: 1984 , Page(s): 7 - 10
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    Motivated by recent work on nonlinear filtering, we examine the finite dimensional realizability issues associated with certain linear filtering problems. These problems depend only on the second order statistics of the underlying random process, with optimal linear filters being determined by linear integral equations of the Wiener-Hopf type. We are able to exploit linearity of the filter (i.e. of its linear input/output map) to obtain the conditions which are valid for a fairly general class of realizations, including linear and nonlinear ones. We show that a "semiseparable" covariance structure is necessary and sufficient for finite dimensionality, just as in the case when only linear realizability is considered. View full abstract»

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  • White noise model for random fields

    Publication Year: 1984 , Page(s): 11 - 15
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    Two dimensional random fields are studied where white noise is modelled directly and not via the usual integrated version of two dimensional Brownian motion. An explicit likelihood ratio formula is given for the usual signal-plus-noise set-up using the direct modeling of white noise. View full abstract»

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  • Exact finite dimensional nonlinear filters for continuous time processes with discrete time measurements

    Publication Year: 1984 , Page(s): 16 - 22
    Cited by:  Papers (6)
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    An exact finite dimensional filter is derived for random processes with certain nonlinear dynamics, that evolve continuously in time and which are observed at discrete points in time with linear measurements corrupted by additive white Gaussian noise. The nonlinear continuous time dynamics must satisfy two conditions that are nearly identical to those recently used by V. E. Benes to derive exact finite dimensional filters for continuous time dynamics and continuous time measurements. As usual, the mathematical tools required to deal with discrete time measurements are much simpler than for continuous time measurements, which makes the discrete time theory accessible to a wider audience. Furthermore, the computational requirements to implement the new discrete time filter are comparable to the Kalman filter. A number of simple approximation techniques are suggested for practical applications in which the dynamics do not satisfy the conditions used by Benes. These approximations are analogous to the so-called "extended Kalman filter," and they represent a generalization of the standard linearization method. View full abstract»

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  • On a transformation theory for diffusions and nonlinear filtering problems

    Publication Year: 1984 , Page(s): 23 - 28
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    Nonlinear diffusions defined by stochastic differential equations (s.d.e.) which admit exact recursive filtering solutions for the associated (unnormalized) conditional density (UCD) are presented. The diffusions are characterized by conditions on the s.d.e. drift and diffusion coefficient pair which admit a C?? transformation to an equivalent diffusion having linear dynamics. View full abstract»

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  • Orbit determination via UD-filters

    Publication Year: 1984 , Page(s): 29 - 30
    Cited by:  Papers (1)
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    The application of UD Filter (UDF) and UD-Filter-RTS Smoother (UDRS) to estimate the orbital states of a search and rescue satellite aided tracking (SARSAT) satellite is considered. Inertial co-ordinates' six states (IC6) for the filter and Altman's Unified State Model's (USM)-seven states (U7) for the time propagation are used. The angles and range data simulated for groundbased tracking site are considered as observables. The UD algorithms performed with acceptable accuracy in satellite position estimation. View full abstract»

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  • Monte-Carlo methods in nonlinear filtering and importance sampling

    Publication Year: 1984 , Page(s): 31 - 32
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    For the calculation of conditional expectations in nonlinear filtering of Markov processes, one may think to use Monte-Carlo techniques, as an alternative to the numerical solution of Zakai equation (a stochastic PDE). We show that a direct implementation of this idea is unefficient, and we propose a modified algorithm, that uses importance sampling, where our choice of the new probability is based on large deviations arguments. View full abstract»

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  • On the adaptive control of stochastic systems with random parameters

    Publication Year: 1984 , Page(s): 33 - 38
    Cited by:  Papers (5)
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    First Page of the Article
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  • Stochastic adaptive control for exponentially convergent time-varying systems

    Publication Year: 1984 , Page(s): 39 - 44
    Cited by:  Papers (7)
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    This paper shows that the standard stochastic adaptive control algorithms for time-invariant systems have an inherent robustness property which renders them applicable, without modification, to time-varying systems whose parameters converge exponentially. One class of systems satisfying this requirement is those having non-steady-state Kalman Filter or innovations representations. This allows the usual assumption of a stationary ARMAX representation to be replaced by a more general state space model. View full abstract»

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  • Entropy and dual control

    Publication Year: 1984 , Page(s): 45 - 50
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    The purpose of this paper is to show how the introduction of the concept of Shannon Information into Optimal Stochastic Control theory allows certain problems with partial observations to become tractable. In particular, adaptive control problems can be formulated sometimes as such problems; this leads to a class of adaptive regulators that extend the usual Linear Quadratic regulator. We start with a linear setting first. View full abstract»

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  • Some thoughts on stochastic adaptive control

    Publication Year: 1984 , Page(s): 51 - 56
    Cited by:  Papers (6)
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    Some recent concepts and results on asymptotically optimal control rules in several classical stochastic adaptive control problems are reviewed and discussed. In particular, ways to resolve the apparent dilemma between the need for information and the objective of efficient control in these problems are presented. Asymptotic lower bounds on the minimal amount of information needed and a general heuristic principle are also given. View full abstract»

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  • Will self-tuning occur for general cost criteria?

    Publication Year: 1984 , Page(s): 57
    Cited by:  Papers (1)
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    A popular approach to adaptive control consists of I.) estimating the parameters of the system at each time instant and II.) applying a control input at each time instant which is optimal with respect to a specified cost criterion if the estimated parameters are indeed the true values. The natural question for such a scheme is whether the control law based on the estimated parameters will converge asymptotically to the optimal control law with regard to the specified cost criterion for the true parameter values. In other words, will the adaptive control law self-tune to the optimal control law? Much attention has recently been paid to the problem of controlling an unknown ARMAX system where the specified cost criterion is the variance of the output process and recently it has been shown that an adaptive control law, as above, does self-tune to the minimum variance control law, see (1). Our main contention here is that the self-tuning result for a minimum variance cost criterion rests on self-tuning to an optimal control law will not generally occur for general cost criteria. The particular case of a quadratic cost criterion penalizing not only the variance of the output but also the variance of the input is analyzed by Ljung's O.D.E.'s to demonstrate this. One special situation in which self-tuning can be expected is when the ARMAX system has a large enough delay. View full abstract»

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  • Stochastic adaptive controllers with and without a positivity condition

    Publication Year: 1984 , Page(s): 58 - 63
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    The study of robust adaptive controllers has led us to introduce a new modified least squares algorithm. It incorporates a normalization signal, a covariance matrix regularization, and a parameter projection. In this paper we investigate properties of minimum variance controllers using this parameter adaptation. First, we show that for any mean square bounded driving noise, the input output signals are mean square bounded. Secondly, if the noise is a moving average and its noise model parameters satisfy a very strict passivity condition, then the controller is asymptotically optimal. The price paid to remove the passivity condition, in the first part, is the a priori knowledge of a compact set containing a stabilizing regulator and the sign and a lower bound on its leading coefficient. View full abstract»

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  • An exact formula for a linear quadratic adaptive stochastic optimal control law

    Publication Year: 1984 , Page(s): 64 - 68
    Cited by:  Papers (1)
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    First Page of the Article
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  • Design of nonlinear compensators for nonlinear systems by an extended linearization technique

    Publication Year: 1984 , Page(s): 69 - 73
    Cited by:  Papers (5)
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    A disadvantage of nonlinear system design by linearization about a constant operating point is that the characteristics of the linearized closed-loop system will change with changes in the operating point. This paper introduces an approach to design of a nonlinear output-feedback controller such that the linearized closed-loop system has specified pole locations that are insensitive to changes in the closed-loop operating point to a specified order. View full abstract»

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  • Global feedback linearization of nonlinear systems

    Publication Year: 1984 , Page(s): 74 - 83
    Cited by:  Papers (3)
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    Considering a nonlinear system, ??: x = f(x) + ??i=1 m gi (x)ui, over an open subset of Rn (maybe Rn) this paper presents necessary conditions and sufficient conditions for ?? to be globally feedback equivalent to a controllable linear system. View full abstract»

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  • Vibrational control of nonlinear systems

    Publication Year: 1984 , Page(s): 84 - 89
    Cited by:  Papers (1)
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    The purpose of this paper is to establish the basis of vibrational control theory for nonlinear systems. The notions of vibrational stabilizability and vibrational controllability of nonlinear finite-dimensional systems are introduced and analyzed. Calculation formulae are derived. Transient behavior of vibrationally controlled nonlinear systems is studied. Several examples, including forced Duffing, Rayleigh and Van der Pol equations are discussed. View full abstract»

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  • Partial realization of a nonlinear discrete-time system from an equilibrium point

    Publication Year: 1984 , Page(s): 90 - 95
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    It is shown that the truncated Volterra series of a nonlinear analytic discrete-time system initialized at an equilibrium point can be realized by a polynomial affine system: i.e. a system which is polinomial in the input and affine in the state. View full abstract»

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  • "Pseudolinearization of multi-input nonlinear systems"

    Publication Year: 1984 , Page(s): 96 - 97
    Cited by:  Papers (6)
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    A new method for linearizing non linear systems - the pseudolinearization - is presented. Necessary and sufficient conditions for its applicability are discussed. View full abstract»

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  • Stabilization of a class of elastic systems using dynamic absorbers

    Publication Year: 1984 , Page(s): 98 - 99
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    For a class of elastic systems of spatial coordinate dimension ns ?? 2, sufficient conditions for stabilization of elastic oscillations using passive dynamic absorbers are derived. Asymptotic stability result is derived using Lyapunov method. It is shown that the elastic oscillations are stabilizable if certain observability condition is satisfied. The stability condition involves the parameters and the location of the absorbers on the elastic system. The approach of this paper applies to many elastic systems such as beams, large space structures, etc., for which the total vibration can be expressed as sum of orthogonal modes. View full abstract»

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  • A result on stability of nonlinear discrete time systems and its application to recursive digital filters

    Publication Year: 1984 , Page(s): 100 - 102
    Cited by:  Papers (3)
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    In this paper, absolute stability conditions for a class of nonlinear discrete-time systems are given. This class is directly related with a given class of recursive digital filters presenting nonlinearities provoked by rounding and truncation in finite word operations. From the given result, based on the filter coeficients, new algebraic absolute stability conditions are provided. A comparison with known digital filter stability conditions is presented. View full abstract»

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  • Output feedback stabilization of uncertain dynamical systems

    Publication Year: 1984 , Page(s): 103 - 105
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    Given an uncertain dynamical system with a linear nominal part, matched uncertainties, and a measured output, a sufficient condition is given for the existence of an output feedback stabilizing controller. For the general multiinput multioutput case, checking the sufficient condition involves the selection of a matrix F. For the special class of single input single output systems, F is a positive or negative scalar and it is shown that if the nominal system transfer function is strictly positive real then an output feedback stabilizing controller does indeed exist. View full abstract»

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  • A new state-space block-tridiagonal realization algorithm for matrix transfer functions and its use in absolute stability problems

    Publication Year: 1984 , Page(s): 106 - 110
    Cited by:  Papers (1)
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    For linear multivariable systems, given by a matrix fraction description, a new realization algorithm is constructed to produce a state-space equation in blocktridiagonal form. This state-space equation is used to derive sufficient matrix algebraic conditions for the absolute stability of multivariable systems with multiple nonlinear feedback elements. View full abstract»

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