By Topic

IEEE Transactions on Automatic Control

Issue 6 • December 1974

Filter Results

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

    Publication Year: 1974, Page(s): 0
    Request permission for commercial reuse | PDF file iconPDF (185 KB)
    Freely Available from IEEE
  • Introduction

    Publication Year: 1974, Page(s):638 - 640
    Request permission for commercial reuse | PDF file iconPDF (395 KB)
    Freely Available from IEEE
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • [Back cover]

    Publication Year: 1974, Page(s): 0
    Cited by:  Papers (3)
    Request permission for commercial reuse | PDF file iconPDF (2920 KB)
    Freely Available from IEEE
  • Parameter estimation for power systems in the steady state

    Publication Year: 1974, Page(s):882 - 886
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (592 KB)

    This paper addresses itself to the variety of model inaccuracy problems arising in the implementation of on-line state estimation for power system bulk transmission networks. Two classes of models are investigated for which parameter estimation algorithms are derived and simulated. The first class consist of network and measurement system parameters of the system being monitored. The second class ... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model

    Publication Year: 1974, Page(s):769 - 773
    Cited by:  Papers (119)  |  Patents (2)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (456 KB)

    Estimation of the parameters in a mixed autoregressive moving average process leads to a nonlinear optimization problem. The negative logarithm of the likelihood function, suitably normalized, converges to a deterministic function as the sample length increases. The local and global extrema of this function are investigated. Conditions for the existence of a unique global and local minimum are giv... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • A self-tuning predictor

    Publication Year: 1974, Page(s):848 - 851
    Cited by:  Papers (48)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (416 KB)

    An adaptive predictor for discrete time stochastic processes with constant but unknown parameters is described. The predictor which in real time tunes its parameters using the method of least squares is called a self-tuning predictor. The predictor has attractive asymptotic properties. If the parameter estimation converges and if the predictor contains parameters enough, then it will converge to t... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Identification of stochastic electric load models from physical data

    Publication Year: 1974, Page(s):887 - 893
    Cited by:  Papers (59)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (760 KB)

    The three step identification process of model development, parameter estimation, and performance analysis is illustrated through the identification of models for the prediction of electric power demand. Each step is carefully supported by numerical results based on physical data. Three types of progressively more complex but more accurate load models are identified which describe 1) time periodic... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Channel identification for high speed digital communications

    Publication Year: 1974, Page(s):916 - 922
    Cited by:  Papers (21)  |  Patents (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (648 KB)

    A channel identification problem arises in high speed digital communication systems that transmit information over time-dispersive channels such as telephone channels and radio channels. This paper deals with algorithms for performing the channel identification rapidly in conjunction with the signal detection to recover the information. The stability and convergence properties of the algorithms ar... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Stochastic approximation methods for identification and control--A survey

    Publication Year: 1974, Page(s):798 - 809
    Cited by:  Papers (51)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (968 KB)

    Stochastic search techniques have been the essential part for most identification and self-organizing or learning control algorithms for stochastic systems. Stochastic approximation search algorithms have been very popular among the researchers in these areas because of their simplicity of implementation, convergence properties, as well as intuitive appeal to the investigator. This paper presents ... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • State-space models for infinite-dimensional systems

    Publication Year: 1974, Page(s):693 - 700
    Cited by:  Papers (28)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (944 KB)

    Distributed effects are present in almost all physical systems. In some cases these can be safely ignored but there are many interesting problems where these effects must be taken into account. Most infinite dimensional systems which are important in control theory are specifiable in terms of a finite number of parameters and hence are, in principle, amenable to identification. The state-space the... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Stochastic modeling of river flows

    Publication Year: 1974, Page(s):874 - 881
    Cited by:  Papers (8)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (848 KB)

    A family of linear stochastic difference equation models is proposed for monthly river flows, the variance of the disturbance in the model varying sinusoidally with time. The unknown parameters in the model are estimated by using the given data and an algorithm is given for the choice of the appropriate number and type of autoregressive terms, sinusoidal trend terms, etc., in the model. The method... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Applications of principal component analysis and factor analysis in the identification of multivariable systems

    Publication Year: 1974, Page(s):730 - 734
    Cited by:  Papers (13)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (552 KB)

    The identification of a multivariable stochastic system, usually, involves the estimation of a transfer function matrix, which is a general function of frequency. This estimation involves inversion of a large Hermitian matrix, which sometimes may become unwieldly. In this paper we describe how "principal component analysis" in the frequency domain may be used to replace the input/output variables ... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Stochastic theory of minimal realization

    Publication Year: 1974, Page(s):667 - 674
    Cited by:  Papers (177)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (904 KB)

    In this paper it is shown that a natural representation of a state space is given by the predictor space, the linear space spanned by the predictors when the system is driven by a Gaussian white noise input with unit covariance matrix. A minimal realization corresponds to a selection of a basis of this predictor space. Based on this interpretation, a unifying view of hitherto proposed algorithmica... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Least squares estimates of structural system parameters using covariance function data

    Publication Year: 1974, Page(s):898 - 903
    Cited by:  Papers (23)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (656 KB)

    A statistically efficient and computationally economical two-stage least squares procedure for the estimation of the natural frequencies and damping parameters of structural systems under stationary random vibration conditions is considered. The structural system is represented by the system of ordinary differential equations that is characteristic of lumped mass-spring-damper systems with a rando... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • 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»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Macroeconomic modeling for control

    Publication Year: 1974, Page(s):862 - 873
    Cited by:  Papers (7)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (1152 KB)

    This paper describes briefly the modeling of the United Kingdom economy in the least complex structural form allowable for the application of modern control techniques. The method employed is a blend of the "black box" approach where no knowledge of the inner mechanism is assumed and the classical approach of econometrics where economic theory is used to determine structure. The technique is illus... View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.

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

Full Aims & Scope

Meet Our Editors

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