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Automatic Control, IEEE Transactions on

Issue 4 • Date August 1975

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Displaying Results 1 - 25 of 45
  • [Front cover and table of contents]

    Page(s): 0
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    Freely Available from IEEE
  • Awards

    Page(s): 453
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    Freely Available from IEEE
  • Comments on "Luenberger's canonical form revisited

    Page(s): 558 - 559
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    The purpose of this note is to point out an error in the proof of the main result given in the above paper. View full abstract»

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  • Author's reply

    Page(s): 559
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    First Page of the Article
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  • Author's reply

    Page(s): 582
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    First Page of the Article
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  • Stochastic economics [Book Reviews]

    Page(s): 583 - 585
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    Freely Available from IEEE
  • Frequency domain criteria for absolute stability [Book Reviews]

    Page(s): 583
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    Freely Available from IEEE
  • [Back cover]

    Page(s): 0
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    Freely Available from IEEE
  • Pole assignment by gain output feedback

    Page(s): 509 - 516
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    This short paper deals with the problem of pole assignment with incomplete state observation. It is shown that if the system is controllable and observable, and ifn leq r + m - 1, an almost arbitrary set of distinct closed-loop poles is assignable by gain output feedback, wheren, r, andmare the numbers of state variables, inputs and outputs, respectively. This result improves considerably the ones obtained so far about this problem. Different from the conventional approach using the characteristic equation, an approach based on the properties of the eigenspaces of the closed-loop dynamics is used in this short paper, which gives a new light on the various problems in the linear system theory. It is also shown, as a direct consequence of this result, that the minimum order of the dynamic compensator required for almost arbitrary pole assignment of overall closed-loop system is not greater thann - m - r + 1. View full abstract»

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  • An alternate form of the conjugate gradient method for dynamic optimization

    Page(s): 581 - 582
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    The Polak-Ribière conjugate gradient technique is here applied to a general optimal control problem. This method is a modification of the method of Lasdon, Mitter, and Waren. A convergence proof is presented. View full abstract»

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  • Observers for systems characterized by semigroups

    Page(s): 523 - 528
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    The theory of observers is generalized from finite dimensional linear systems to abstract linear systems characterized by semigroups on Banach spaces. Sufficient conditions are given for both identity and reduced-order observers to exist for the abstract system. It is shown that the spectrum of a closed-loop control system using an observer is the union of the spectrum of the observer and the spectrum of the closed-loop system with state feedback. The observer theory for the abstract system is used to show that observability is a sufficient condition for the existence of an observer for a system modeled by a linear functional differential equation. View full abstract»

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  • An algorithm for bicriteria optimization based on the sensitivity function

    Page(s): 546 - 548
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    The determination of noninferior points and corresponding noninferior values related to the multicriteria optimization problem is approached through the use of the sensitivity function. The sensitivity function has several attractive properties which provide the basis for efficient generation and representation of points in the set (or surface) of noninferior values, and these are exploited in the development of an efficient bicriteria optimization algorithm. View full abstract»

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  • Oscillation criteria of the Popov type

    Page(s): 577 - 579
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    Criteria of the Popov type are established for the existence of periodic motion in state space for a class of time invariant, autonomous, nonlinear feedback systems. In a restricted sense they constitute an extension of a previously obtained result [1]. View full abstract»

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  • On the determination of an on-demand policy for a multilayer control system

    Page(s): 464 - 472
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    The cost-performance tradeoff problem associated with a multilayer control system for controlling a class of static, nonlinear, multivariable systems is considered. The multilayer control system has a number of layers of control functions each of which updates different subsets of the control variables at different costs. A favorable cost-performance tradeoff is achieved by determining at each control decision time which subset of the control variables is to be updated. In this paper, we present a mathematical model which describes the operation of the multilayer control system. Also we show that the problem of determining a decision rule (policy) which results in an optimal cost-performance tradeoff can be formulated as a problem in Markovian decision processes. Consequently, an optimal policy can be identified by solving a linear program. In order to reduce the computational effort required for identifying the optimal policy, a class of parameterized policies is introduced based on a measure of deviation of the disturbance. This approach provides a designer with a practical method of determining a control policy which achieves a favorable cost-performance tradeoff. An example is given for demonstrating a possible application to process control. View full abstract»

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  • On the factorization of discrete-time rational spectral density matrices

    Page(s): 535 - 537
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    For a discrete-time rational spectral density matrixPhi(z), the relationship between the factorizationsPhi(z) = Z(z) + Z^{T} (z^{-1})andPhi(z) = W(z)QW^{T}(z), in terms of minimal state space realizations ofZ(z)andW(z), are derived in a straightforward way, without resorting to the use of the bilinear transformation. The obvious application of this result to performing a spectral factorizafion ofPhi(z)is discussed. View full abstract»

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  • Feedback between stationary stochastic processes

    Page(s): 498 - 508
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    A simple formulation is given for the notion of feedback between two stationary stochastic processes in terms of the canonical representation of the joint process. The definition presented here has an equivalent formulation in terms of filtering theory, and provides statistical criteria for the detection of feedback. A simulation example is presented and an application to the United Kingdom unemployment-gross domestic product relation is described. View full abstract»

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  • Describing functions revisited

    Page(s): 473 - 478
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    The well-known graphical describing function procedure can be simply modified to provide a completely reliable method for predicting whether or not certain kinds of nonlinear feedback system can oscillate. The modified method is easy to use and quantifies, in a natural way, the usual intuitive ideas about describing function reliability. In addition to the usual graphs, the user has to draw a band which measures the amount of uncertainty introduced by the approximations inherent in the method; in return for this extra work, the method gives error bounds for oscillation predictions, as well as ranges of frequency and amplitude over which oscillation is impossible. The main restriction is that the nonlinear element must be single valued and have bounded slope. View full abstract»

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  • On identifying stochastic closed-loop systems

    Page(s): 553 - 555
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    The identification of closed-loop feedback systems having a white or colored stochastic input and a feedback structure is discussed for cases with and without measurement noise. It is shown that a consistent identification scheme can be obtained for the above cases. View full abstract»

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  • Minimal partial realizations in a canonical form

    Page(s): 529 - 533
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    A canonical realization for a partial sequence of real, constant matrices is obtained by identifying the system invariants defined by Popov [11]. Further, the case where the resulting realization must also be stable is considered. The example used by Tether [5] is solved, and the results compared with those of Tether [5] and Ackermann [12]. View full abstract»

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  • Discrete Riccati equation solutions: Partitioned algorithms

    Page(s): 555 - 556
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    Using the "partitioning" approach to estimation and control, robust and fast computational algorithms for the solution of discrete Riccati equations (RE) are presented. The algorithms have a decomposed or partitioned structure that results through partitioning the total computation interval into subintervals and solving for the RE in each subinterval with zero initial conditions for each subinterval Thus, effectively, the RE solution over the whole interval has been decomposed into a set of elemental piece-wise solutions which are both simple as well as completely decoupled from each other and as such computable in either a parallel or serial processing mode. Further, the overall solution is given in terms of a simple recursive operation on the elemental solutions. The partitioned algorithms are theoretically interesting as well as computationally attractive. View full abstract»

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  • Optimal control of multiplicative control systems arising from cancer therapy

    Page(s): 537 - 542
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    This study deals with ways of curtailing the vapid growth of cancer cell populations. The performance functional that measures the size of the population at the terminal time as well as the control effort is devised. With use of the discrete maximum principle, the Hamiltonian for this problem is determined and the condition for optimal solutions are developed. The optimal strategy is shown to be a bang-bang control. It is shown that the optimal control for this problem must be on the vertices of anN-dimensional cube contained in theN-dimensional Euclidean space. An algorithm for obtaining a local minimum of the performance function in an orderly fashion is developed. Application of the algorithm to the design of antitumor drug andX-irradiation schedule is discussed. View full abstract»

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  • Some properties of extremal solutions of zero-sum differential games

    Page(s): 575 - 577
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    Necessary conditions for infinite-time linear-quadratic two-player differential games with perfect state information are examined in the light of Willems' work on the algebraic Riccati equation [1]. Necessary conditions for the nonzero-sum game do not always reduce precisely to those of the zero-sum game, when the weighting parameters of the cost index are taken as those of a zero-sum game. Formulation of zero-sum game problems in extended L2-spaces reveals the existence of nonstabilizing but infimal controls, and explicit frequency-domain conditions for existence of solutions and stabilizing solutions are established through the algebraic Riccati equation (ARE). View full abstract»

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  • The numerical solution of X = A_{1}X + XA_{2} + D, X(0) = C

    Page(s): 566 - 567
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    The numerical solution of the general matrix differential equationdot{X} = A_{1}X + XA_{2} + D, X(0) = CforXis considered where A1and A2are stable matrices. The algorithm proposed requires only8n^{2}words of memory (for largen) and converges in approximately50n^{3} mus where μ is the multiplication time of the digital computer, andn = max(n_{1},n_{2})whereA_{1} in R^{n_{1} times n_{1}} , A_{2} in R^{n_{2} times n_{2}}. The algorithm is particularly suitable for systems wherenis large (e.g,n gg 10). View full abstract»

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  • A comment on coordination by augmentation

    Page(s): 579 - 581
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    Coordination by augmentation as proposed by Isaksén and Payne [2] is compared with a simple decentralized control structure in which there is no coordination because couplings are simply ignored. A simple comparison test is derived and it is shown that there are nontrivial situations in which coordination by augmentation actually degrades performance. 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