IEEE Transactions on Automatic Control

Issue 6 • December 1974

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Displaying Results 1 - 25 of 46
  • [Front cover and table of contents]

    Publication Year: 1974, Page(s): 0
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  • Introduction

    Publication Year: 1974, Page(s):638 - 640
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  • Some recent advances in time series modeling

    Publication Year: 1974, Page(s):723 - 730
    Cited by:  Papers (206)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (801 KB)

    The aim of this paper is to describe some of the important concepts and techniques which seem to help provide a solution of the stationary time series problem (prediction and model identification). Section I reviews models. Section II reviews prediction theory and develops criteria of closeness of a "fitted" model to a "true" model. The central role of the infinite autoregressive transfer function... View full abstract»

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  • A class of bootstrap estimators and their relationship to the generalized two stage least squares estimators

    Publication Year: 1974, Page(s):831 - 835
    Cited by:  Papers (14)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (428 KB)

    This paper deals with the identification of a process modeled by a stable, linear difference equation of known order. Its output is subject to additive observation noise that is identically and independently distributed with zero mean and a constant variance. On-line estimators in which the process parameters as well as the process outputs are estimated simultaneously in real time are considered. ... View full abstract»

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  • Identification and autoregressive spectrum estimation

    Publication Year: 1974, Page(s):894 - 898
    Cited by:  Papers (58)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (521 KB)

    In recent years there has been increasing interest in autoregressive spectrum estimation. This procedure fits a finite autoregression to the time series data, and calculates the spectrum from the estimated autoregression coefficients and the one step prediction error variance. For multivariate time series, the estimated autoregressive matrices and one step prediction covariance matrix produce esti... View full abstract»

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  • [Back cover]

    Publication Year: 1974, Page(s): 0
    Cited by:  Papers (3)
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  • Dynamic estimation of air pollution

    Publication Year: 1974, Page(s):904 - 910
    Cited by:  Papers (27)  |  Patents (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (776 KB)

    The advection-diffusion model of air pollution over an urban area is developed. The region is subdivided into a grid and the three-dimensional partial differential equation of the pollution concentration is reduced to a linear vector difference equation. Along with this discrete equation, a stochastic model of air pollution is considered and pollution concentrations over the area are estimated fro... View full abstract»

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  • Identification of multiinput-multioutput transfer function and noise model of a blast furnace from closed-loop data

    Publication Year: 1974, Page(s):944 - 951
    Cited by:  Papers (34)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (712 KB)

    A procedure is described for the identification of multiinput-multioutput transfer function and the disturbance model from closed-loop data. The basic step of the identification procedure is to obtain a multivariate time series model for the input and the output series. A new method-viz., the method of successive orthogonalization is given for the modeling of multiple time series. Real data on clo... View full abstract»

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  • On the spectral factorization of nonstationary vector random processes

    Publication Year: 1974, Page(s):674 - 679
    Cited by:  Papers (10)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (648 KB)

    Conditions which depend on the covariance of a vector random process, sufficient to ensure the process can be generated by a linear, invertible system of finite order driven by white noise are derived, and equations which determine the parameters of the system are found. Some structural properties of lumped covariances are given; these stress the close relation between the structure of linear syst... View full abstract»

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  • Identification of human driver models in car following

    Publication Year: 1974, Page(s):911 - 915
    Cited by:  Papers (36)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (456 KB)

    This paper presents the development of two new mathematical models of driver behavior in single-lane car following situations. Optimum parameter values in each of these models were obtained using standard parameter identification algorithms. The basic approach to model development was to derive the model structure using optimal control theory. The problem was formulated as a model-tracking problem... View full abstract»

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  • A new look at the statistical model identification

    Publication Year: 1974, Page(s):716 - 723
    Cited by:  Papers (16635)  |  Patents (45)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (896 KB)

    The history of the development of statistical hypothesis testing in time series analysis is reviewed briefly and it is pointed out that the hypothesis testing procedure is not adequately defined as the procedure for statistical model identification. The classical maximum likelihood estimation procedure is reviewed and a new estimate minimum information theoretical criterion (AIC) estimate (MAICE) ... View full abstract»

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  • Strongly consistent parameter estimation by the introduction of strong instrumental variables

    Publication Year: 1974, Page(s):825 - 830
    Cited by:  Papers (33)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (600 KB)

    This paper introduces the concept of strong instrumental variables and strong instrumental matrix sequences for the estimation of the transfer function parameters of discrete-time, time-invariant models of linear systems. It is shown that the strong instrumental variable estimators are strongly consistent and a sufficient condition for the estimator to be asymtotically unbiased is given. Moreover,... View full abstract»

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  • Coupled design of test signals, sampling intervals, and filters for system identification

    Publication Year: 1974, Page(s):748 - 752
    Cited by:  Papers (18)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (432 KB)

    This paper discusses the problem of optimal design of experimental conditions for linear system identification. It is demonstrated that, in general, to achieve maximal return from an experiment, coupled design of all the experimental conditions, namely the test signal, sampling intervals and filters, should be carried out simultaneously. For the case of uniform sampling it is shown that joint desi... View full abstract»

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  • Parametrizations of linear dynamical systems: Canonical forms and identifiability

    Publication Year: 1974, Page(s):640 - 646
    Cited by:  Papers (148)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (760 KB)

    We consider the problem of what parametrizations of linear dynamical systems are appropriate for identification (i.e., so that the identification problem has a unique solution, and all systems of a particular class can be represented). Canonical forms for controllable linear systems under similarity transformation are considered and it is shown that their use in identification may cause numerical ... View full abstract»

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  • Time series analysis and sleep research

    Publication Year: 1974, Page(s):932 - 943
    Cited by:  Papers (30)  |  Patents (2)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (1200 KB)

    The characterization of biological data during sleepwaking state changes requires the utilization of time series and point process techniques of analysis. The time series procedures that have been found useful in describing biological activity during sleep include frequency domain techniques, such as the autospectrum, digital filtering, complex demodulation, coherence, and cross-spectrum calculati... View full abstract»

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  • A recursive (on-line) maximum likelihood identification method

    Publication Year: 1974, Page(s):816 - 820
    Cited by:  Papers (30)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (408 KB)

    A recursive (on-line) identification algorithm is developed based upon the off-line maximum likelihood method by Åström and Bohlin. The basic idea of the algorithm consists in two modifications to the classical method. First an approximate noisemodel is applied to eliminate auto-regressive filtering in the computation of the noise-derivatives. Second, some approximations are introduced t... View full abstract»

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  • Biological modeling with variable compartmental structure

    Publication Year: 1974, Page(s):922 - 926
    Cited by:  Papers (26)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (560 KB)

    Many biological processes such as water balance and temperature regulation may be modeled by a variable-structure compartmental system of ordinary differential equations. In some cases the system is naturally bilinear, and in others the bilinear system may be a valid approximation of a complex nonlinear process. Tracer dynamics and associated methodology, which can be used to realize certain prope... View full abstract»

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  • Parameter estimation in the canine cardiovascular system

    Publication Year: 1974, Page(s):927 - 931
    Cited by:  Papers (7)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (624 KB)

    A new method of parameter estimation has been developed to estimate a newly chosen group of eight parameters of the canine arterial system. These parameters, which are physically meaningful, include arterial radii, Young's modulus for the aortic wall, aortic length, and peripheral resistances. The method is model-based, and depends upon minimization of a criterion which combines weighted integrals... View full abstract»

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  • Code for a general purpose system identifier and evaluator (GPSIE)

    Publication Year: 1974, Page(s):852 - 854
    Cited by:  Papers (12)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (352 KB)

    The modeling process may be viewed as a three-step iteration: 1) hypothesize a structure, 2) estimate (identify) unknown parameters, and 3) test for consistency between the model and available data. This paper describes a new, publicly-available computer program which performs the second and third tasks. The program, called General Purpose System Identifier and Evaluator (GPSIE), can handle nonlin... View full abstract»

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  • Linear time dependent systems

    Publication Year: 1974, Page(s):735 - 737
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (312 KB)

    In studies of linear open-loop systems, the assumption of time invariance is often tacitly made. In this paper we show how a time dependent system can arise quite naturally. The estimation of time dependent transfer function, on the basis of a single realization, when the input/output processes are nonstationary is considered. We also consider the problem of testing a given open-loop system for ti... View full abstract»

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  • Gradient estimation algorithms for equation error formulations

    Publication Year: 1974, Page(s):820 - 824
    Cited by:  Papers (6)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (464 KB)

    This paper presents the theory for and illustrates the application of gradient parameter estimation algorithms which have been developed for equation error formulations of parameter identification problems. These algorithms are computationally simple; hence, they are ideal candidates for on-line applications. They are limited, however, by availability of first- and second-order statistics of noise... View full abstract»

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  • Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations

    Publication Year: 1974, Page(s):774 - 783
    Cited by:  Papers (144)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (960 KB)

    This paper discusses numerical aspects of computing maximum likelihood estimates for linear dynamical systems in state-vector form. Different gradient-based nonlinear programming methods are discussed in a unified framework and their applicability to maximum likelihood estimation is examined. The problems due to singular Hessian or singular information matrix that are common in practice are discus... View full abstract»

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  • Identification and estimation in econometric systems: A survey

    Publication Year: 1974, Page(s):855 - 862
    Cited by:  Papers (3)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (952 KB)

    This is an introductory survey of some of the ideas and methods in the identification and estimation of simultaneous equation systems in econometrics. After pointing out the special features of econometric systems, it defines the problem of identification and presents several methods for estimating the parameters in such systems. Hopefully such a survey will be useful to research workers in relate... View full abstract»

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  • On the structure of a class of nonlinear systems

    Publication Year: 1974, Page(s):701 - 706
    Cited by:  Papers (24)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (584 KB)

    Nonlinear systems composed of linear dynamic sub-systems in cascade with static power nonlinearities are considered. A structure theory is developed based on the representation of input/output behavior by rational functions in several variables. An algorithm is given which solves the minimal complete realization problem for two forms of the representation. Examples are worked in detail to illustra... View full abstract»

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  • Identification of linear, multivariable systems operating under linear feedback control

    Publication Year: 1974, Page(s):836 - 840
    Cited by:  Papers (79)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (520 KB)

    The possibility of estimating process parameters using input-output data collected when the system operates in closed loop is discussed in this paper. Concepts that are useful for a systematic treatment of the problem are introduced. The results refer to the case where the regulator is a linear feedback law or alternates between several such laws. It is shown that a straightforwardly applied ident... View full abstract»

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Aims & Scope

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