IEEE Transactions on Automatic Control

Issue 6 • December 1971

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Displaying Results 1 - 25 of 36
  • [Front cover and table of contents]

    Publication Year: 1971, Page(s): 0
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    Freely Available from IEEE
  • Bibliography on the linear-quadratic-Gaussian problem

    Publication Year: 1971, Page(s):847 - 869
    Cited by:  Papers (9)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (4740 KB)

    This bibliography contains over 900 references arranged in four sections: books and chapters in books, journal papers, proceedings papers, and contractor reports and Ph.D. dissertations. All references are indexed into categories and subcategories. The main categories are: Deterministic Optimal Control of Linear Systems with Respect to Quadratic Criteria, State Estimation, Stochastic Control, Comp... View full abstract»

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  • [Back cover]

    Publication Year: 1971, Page(s): 0
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    Freely Available from IEEE
  • Controller design for time lag systems via a quadratic criterion

    Publication Year: 1971, Page(s):664 - 672
    Cited by:  Papers (57)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1256 KB)

    Theoretical results on the optimal control of linear time lag systems with respect to a quadratic criterion are shown to provide a practical feedback controller design procedure. A computational procedure is given for obtaining a stable linear feedback controller. A comprehensive illustration is given of the application of the quadratic criterion results to the design of a feedback controller for ... View full abstract»

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  • A tutorial introduction to estimation and filtering

    Publication Year: 1971, Page(s):688 - 706
    Cited by:  Papers (103)  |  Patents (1)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (3016 KB)

    In this tutorial paper the basic principles of least squares estimation are introduced and applied to the solution of some filtering, prediction, and smoothing problems involving stochastic linear dynamic systems. In particular, the paper includes derivations of the discrete-time and continuous-time Kalman filters and their prediction and smoothing counterparts, with remarks on the modifications t... View full abstract»

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  • Optimal limited state variable feedback controllers for linear systems

    Publication Year: 1971, Page(s):785 - 793
    Cited by:  Papers (123)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1496 KB)

    This paper considers the problem of designing compensators, the dimensions of which are fixed a priori, for linear systems. Two types of compensators are considered: first, static (gain only) compensators which operate directly upon the output signals to generate the controls, and second, dynamic compensators of fixed dimension. The equations that define the parameters of such compensators are dev... View full abstract»

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  • The estimation of the constituent densities of the upper atmosphere by means of a recursive filtering algorithm

    Publication Year: 1971, Page(s):817 - 823
    Cited by:  Papers (3)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1008 KB)

    The structure of the upper atmosphere can be indirectly probed by light in order to determine the global density structure of ozone, aerosols, and neutral atmosphere. Scattered and directly transmitted light is measured by a satellite and is shown to be a nonlinear function of the state which is defined to be a point-wise decomposition of the density profiles. Dynamics are imposed on the state vec... View full abstract»

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  • Optimal linear regulators: The discrete-time case

    Publication Year: 1971, Page(s):613 - 620
    Cited by:  Papers (195)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1312 KB)

    In this paper the optimal discrete-time linear-quadratic regulator problem is carefully presented and the basic results are reviewed. Dynamic programming is used to determine the optimization equations. Special attention is given to problems unique to the discrete-time case; this includes, for example, the possibility of a singular system matrix and a singular control-effort weighting matrix. Some... View full abstract»

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  • Application of optimal smoothing to the testing and evaluation of inertial navigation systems and components

    Publication Year: 1971, Page(s):806 - 816
    Cited by:  Papers (13)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1624 KB)

    Optimal smoothing is applied to the problem of the testing and evaluation of inertial navigation systems at both the component and systems level. The areas studied are gyro testing, system testing in the laboratory, component failure detection during a mission, and post-mission system evaluation. In each case, the problem is cast into the optimal smoothing formalism and preliminary numerical resul... View full abstract»

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  • On the optimal control of stochastic linear systems

    Publication Year: 1971, Page(s):776 - 785
    Cited by:  Papers (17)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1424 KB)

    The problem of controlling stochastic linear systems with quadratic criteria is considered. It is proved that the optimal control law can be realized by the cascade of a Kalman filter and a linear feedback. The importance of different assumptions required in this proof is discussed in detail. This discussion provides some motivation for different extension results. View full abstract»

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  • Least squares stationary optimal control and the algebraic Riccati equation

    Publication Year: 1971, Page(s):621 - 634
    Cited by:  Papers (797)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (2264 KB)

    The optimal control of linear systems with respect to quadratic performance criteria over an infinite time interval is treated. Both the case in which the terminal state is free and that in which the terminal state is constrained to be zero are treated. The integrand of the performance criterion is allowed to be fully quadratic in the control and the state without necessarily satisfying the defini... View full abstract»

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  • On the LQG Problem

    Publication Year: 1971, Page(s): 528
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (184 KB)

    First Page of the Article
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  • The role and use of the stochastic linear-quadratic-Gaussian problem in control system design

    Publication Year: 1971, Page(s):529 - 552
    Cited by:  Papers (286)  |  Patents (2)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (3968 KB)

    The role of the linear-quadratic stochastic control problem in engineering design is reviewed in tutorial fashion. The design approach is motivated by considering the control of a non-linear uncertain plant about a desired input-output response. It is demonstrated how a design philosophy based on 1) deterministic perturbation control, 2) stochastic state estimation, and 3) linearized stochastic co... View full abstract»

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  • Dynamic programming for stochastic control of discrete systems

    Publication Year: 1971, Page(s):767 - 775
    Cited by:  Papers (34)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1344 KB)

    This paper treats the general discrete-time linear quadratic stochastic control problem. This problem is solved in two steps. Dynamic programming is used to obtain a solution to the stochastic control problem in which perfect measurements of the state are available. Then the stochastic control problem in which only noisy measurements of a linear operator on the state are available is converted int... View full abstract»

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  • Optimal stochastic control of linear systems with state- and control-dependent disturbances

    Publication Year: 1971, Page(s):793 - 798
    Cited by:  Papers (81)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (944 KB)

    A review of the solution of the linear regulator problem for linear systems with state- and control-dependent disturbances is presented. Both the finite and infinite terminal time cases are treated. The solution to the complete state feedback case is given in detail and that for the output feedback case is noted. The general conclusion is that control-dependent noise calls for conservative control... View full abstract»

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  • An innovations approach to least squares estimation--Part IV: Recursive estimation given lumped covariance functions

    Publication Year: 1971, Page(s):720 - 727
    Cited by:  Papers (61)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1368 KB)

    We show how to recursively compute linear least squares filtered and smoothed estimates for a lumped signal process in additive white noise. However, unlike the Kalman-Bucy problem, here only the covariance function of the signal process is known and not a specific state-variable model. The solutions are based on the innovations representation for the observation process. View full abstract»

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  • A control theoretic approach to manned-vehicle systems analysis

    Publication Year: 1971, Page(s):824 - 832
    Cited by:  Papers (115)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1408 KB)

    Modern control and estimation theory is used to establish a framework for the analysis of manned-vehicle systems. By assuming that the human behaves "optimally" in some sense, subject to his inherent psychophysical limitations, a quantitative model is developed for the response characteristics of the human operator. The resultant model can be used to predict task performance and human control char... View full abstract»

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  • Modern state estimation methods from the viewpoint of the method of least squares

    Publication Year: 1971, Page(s):707 - 719
    Cited by:  Papers (20)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (2152 KB)

    A tutorial guide is presented to the subject of state estimation. The development is presented as an elaboration of the Gauss method of least squares, and consequently differs in viewpoint somewhat from the more conventional development, which is from the viewpoint of linear filter theory. It is shown that all results obtained via the linear filter development are special cases of results obtainab... View full abstract»

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  • Controllability, observability, pole allocation, and state reconstruction

    Publication Year: 1971, Page(s):582 - 595
    Cited by:  Papers (44)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (2512 KB)

    In this paper we discuss the concepts of controllability, reachability, reconstructibility, and observability and attempt to show why these concepts are important in linear systems theory. We show how the above concepts allow us to solve the existence problem of closed-loop regulation of a linear time-invariant finite-dimensional system. The main results related to this are Theorems 4 and 5. Simil... View full abstract»

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  • Totally singular quadratic minimization problems

    Publication Year: 1971, Page(s):651 - 658
    Cited by:  Papers (37)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1280 KB)

    A survey of necessary, sufficient, and necessary and sufficient conditions for optimality for a class of time-varying singular quadratic minimization problems is presented. The development of the theory is traced from the time of discovery of the generalized Legendre-Clebsch condition. The most important conditions are stated in the form of theorems and are proved. Certain lengthy proofs are only ... View full abstract»

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  • Divergence of the Kalman filter

    Publication Year: 1971, Page(s):736 - 747
    Cited by:  Papers (235)  |  Patents (1)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1832 KB)

    The Kalman estimation technique is examined from the point of view of the asymptotic behavior of the errors in the estimates. It is shown that, under certain conditions, the mean-square errors may become unbounded with time, and that this divergence may or may not be correctable by increasing the intensity of process noise assumed in the filtering model General results are derived for multidimensi... View full abstract»

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  • Satellite tracking by combined optimal estimation and control techniques

    Publication Year: 1971, Page(s):833 - 840
    Cited by:  Papers (5)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1208 KB)

    Combined optimal estimation and control techniques are applied for the first time to satellite tracking systems. Both radio antenna and optical tracking systems of NASA are considered. The optimal estimation is accomplished using an extended Kalman filter, resulting in an estimated state of the satellite and of the tracking system. This estimated state constitutes an input to the optimal controlle... View full abstract»

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  • Discrete square root filtering: A survey of current techniques

    Publication Year: 1971, Page(s):727 - 736
    Cited by:  Papers (263)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1488 KB)

    The conventional Kalman approach to discrete filtering involves propagation of a state estimate and an error covariance matrix from stage to stage. Alternate recursive relationships have been developed to propagate a state estimate and a square root error covariance instead. Although equivalent algebraically to the conventional approach, the square root filters exhibit improved numerical character... View full abstract»

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  • Status of noninteracting control

    Publication Year: 1971, Page(s):568 - 581
    Cited by:  Papers (217)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (2416 KB)

    The current status of decoupling theory for linear constant multivariable systems is described. The subject is treated in vector space terms and appropriate background concepts including invariant and controllability subspaces are discussed. Suggestions are given for translating vector space operations into matrix operations suitable for computation. The controllability subspace is used to formula... View full abstract»

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  • Accomodation of external disturbances in linear regulator and servomechanism problems

    Publication Year: 1971, Page(s):635 - 644
    Cited by:  Papers (311)  |  Patents (1)
    Request permission for commercial reuse | Click to expandAbstract |PDF file iconPDF (1744 KB)

    Modern linear regulator and servomechanism theories (of the deterministic type) either ignore system disturbances altogether or assume they can be represented by initial conditions on the plant state vector. Controllers designed by such theories may fail to meet performance specifications when the system is subjected to persistently acting disturbances. In this paper, we show how one can modify ex... View full abstract»

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In the IEEE Transactions on Automatic Control, the IEEE Control Systems Society publishes high-quality papers on the theory, design, and applications of control engineering.  Two types of contributions are regularly considered

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Meet Our Editors

Editor-in-Chief
P. J. Antsaklis
Dept. Electrical Engineering
University of Notre Dame