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IEEE Transactions on Automatic Control

Issue 6 • December 1979

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Displaying Results 1 - 25 of 37
  • [Front cover and table of contents]

    Publication Year: 1979, Page(s): 0
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  • In memoriam: Giorgio Quazza

    Publication Year: 1979, Page(s): 833
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  • Invertibility of multivariable nonlinear control systems

    Publication Year: 1979, Page(s):855 - 865
    Cited by:  Papers (223)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (719 KB)

    This paper gives sufficient conditions for the invertibility of nonlinear control systems of the formdot{x}= A(x)+ u_{1}B_{1}(x) +... + u_{m} B_{m}(x);y=c(x), where the state space is a real analytic manifold. These conditions are also necessary in the case of single-input nonlinear systems and multivariable time-invariant linear systems. For invertible systems we construct nonlinear in... View full abstract»

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  • A Hessenberg-Schur method for the problem AX + XB= C

    Publication Year: 1979, Page(s):909 - 913
    Cited by:  Papers (404)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (481 KB)

    One of the most effective methods for solving the matrix equationAX+XB=Cis the Bartels-Stewart algorithm. Key to this technique is the orthogonal reduction ofAandBto triangular form using theQRalgorithm for eigenvalues. A new method is proposed which differs from the Bartels-Stewart algorithm in thatAis only reduced to Hessenberg form. The res... View full abstract»

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  • Robust solution of perturbed dynamical equations from within a convex restraint set

    Publication Year: 1979, Page(s):921 - 926
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (586 KB)

    In [1] and [2], the notion of "robust solution" was defined for a system of perturbed linear dynamical equations. Heuristically speaking, a robust solution (input)x(cdot)is one for which the dependent variable (output) can be guaranteed to lie in a certain interval-independently of nature's choice of perturbation within given bounds. In this paper, we go beyond the results of [1] and [2... View full abstract»

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  • Maximum-likelihood estimation of a process with random transitions (failures)

    Publication Year: 1979, Page(s):932 - 937
    Cited by:  Papers (10)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (509 KB)

    A process with random transitions is represented by the difference equationx_{n} = x_{n-1}+ u_{n}where unis a nonlinear function of a Gaussian sequence w_{n}. The nonlinear function has a threshold such thatu_{n} =0for|w_{n}| leq W. This results in a finite probability of no failure at every step. Maximum likelihood estimation of the sequence... View full abstract»

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  • Linear recursive state estimators under uncertain observations

    Publication Year: 1979, Page(s):944 - 948
    Cited by:  Papers (119)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (483 KB)

    For linear systems with uncertain observations, we investigate the existence of recursive least-squares state estimators. The uncertainty in the observations is caused by a binary switching sequence γk, which is specified by a conditional probability distribution and which enters the observation equation asz_{k} = gamma_{k} H_{k} x_{k}+upsilon_{k}. Conditions are establi... View full abstract»

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  • Adaptive control of Markov chains, I: Finite parameter set

    Publication Year: 1979, Page(s):953 - 957
    Cited by:  Papers (64)  |  Patents (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (470 KB)

    Consider a controlled Markov chain whose transition probabilities depend upon an unknown parameter α taking values in finite setA. To each α is associated a prespecified stationary control lawphi(alpha). The adaptive control law selects at each timetthe control action indicated byphi(alpha_{t})where αtis the maximum likelihood e... View full abstract»

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  • The set of all minimal partial realizations

    Publication Year: 1979, Page(s):966 - 970
    Cited by:  Papers (6)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (464 KB)

    This paper is concerned with the uniqueness of minimal partial realizations. Earlier papers are typically concerned with the problem of the existence and the determination of a matrix triple(tilde{A},tilde{B},tilde{C})which is a minimal partial realization of a sequence{Y_{1},...,Y_{m}}of Markov parameters. In this paper a parameterized realization(A(y),B, C)(... View full abstract»

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  • Factorization methods for discrete sequential estimation [Book reviews]

    Publication Year: 1979, Page(s):990 - 992
    Cited by:  Papers (1)
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  • Dynamical systems and their applications: Linear theory [Book reviews]

    Publication Year: 1979, Page(s):992 - 993
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  • Managerial planning: An optimum and stochastic control approach [Book reviews]

    Publication Year: 1979, Page(s): 993
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  • [Back cover]

    Publication Year: 1979, Page(s): 0
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  • Eigenvalues of a matrix inside an ellipse and Chebyshev filter

    Publication Year: 1979, Page(s):986 - 987
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (160 KB)

    The conditions for a matrix to have all its eigenvalues inside an ellipse are obtained and explained in terms of a vector norm. A set of functions orthogonal on the ellipse is obtained and the relation between the Chebyshev filter and these functions is presented. The Butterworth filter is derived as a particular case. View full abstract»

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  • Technique fixation and the Routh-Hurwitz criterion

    Publication Year: 1979, Page(s):987 - 988
    Cited by:  Papers (6)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (224 KB)

    The ε-method of the Routh-Hurwitz criterion is shown to be sufficiently robust to reject the assumption that a system parameter can be of order ε. View full abstract»

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  • A stochastic realization approach to the smoothing problem

    Publication Year: 1979, Page(s):878 - 888
    Cited by:  Papers (39)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (1096 KB)

    The purpose of this paper is to develop a theory of smoothing for finite dimensional linear stochastic systems in the context of stochastic realization theory. The basic idea is to embed the given stochastic system in a class of similar systems all having the same output process and the same Kalman-Bucy filter. This class has a lattice structure with a smallest and a largest element; these two ele... View full abstract»

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  • Parametric sensitivity of a statistical experiment

    Publication Year: 1979, Page(s):982 - 983
    Cited by:  Papers (15)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (232 KB)

    We describe a general procedure for evaluating the parametric sensitivity of a Monte Carlo experiment and illustrate its effective applications. View full abstract»

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  • A filter for separating time-limited modal signals

    Publication Year: 1979, Page(s):926 - 932
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (576 KB)

    A two-stage deterministic filter is derived which can separate two sets of modal signals when presented with their arbitrary mixed sum on a fixed finite time interval. The assumptions are 1) that the mode locations in the complex plane are known for one set (for example, a finite Fourier series has known modes relative to a given time interval) and 2) the two sets of modes are disjoint. Using inte... View full abstract»

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  • Teams with variable precision information structures: A model for organizational form

    Publication Year: 1979, Page(s):988 - 990
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (328 KB)

    Motivated by considerations of optimal organizational form for a firm, a model is constructed that describes an organization as a team, each of whose members has access to the same basic information seen through noisy channels. The precision of the information received through the channels are the control parameters of the problem and serve to characterize the organization. A general linear-quadra... View full abstract»

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  • Multipartitioning linear estimation algorithms: Continuous systems

    Publication Year: 1979, Page(s):937 - 944
    Cited by:  Papers (6)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (784 KB)

    The partitioned estimation algorithms of Lainiotis for the linear continuous-time state estimation problem have been generalized in this paper in two important ways. First, the initial condition of the estimation problem can, using the results of this paper, be partitioned into the sum of an arbitrary number of jointly Gaussian random variables; and second, these jointly Gaussian random variables ... View full abstract»

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  • A Schur method for solving algebraic Riccati equations

    Publication Year: 1979, Page(s):913 - 921
    Cited by:  Papers (494)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (960 KB)

    In this paper a new algorithm for solving algebraic Riccati equations (both continuous-time and discrete-time versions) is presented. The method studied is a variant of the classical eigenvector approach and uses instead an appropriate set of Schur vectors, thereby gaining substantial numerical advantages. Considerable discussion is devoted to a number of numerical issues. The method is apparently... View full abstract»

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  • Controllability of a discrete-time bilinear system

    Publication Year: 1979, Page(s):974 - 975
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (168 KB)

    In this note we examine the controllability of a discrete-time bilinear system characterized by an nth order difference equation. View full abstract»

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  • Covariance equation for a floating-point regulator system

    Publication Year: 1979, Page(s):980 - 982
    Cited by:  Papers (5)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (280 KB)

    Derived are linear equations that can be solved for the steady-state covariance matrix of the plant and observer states of a closed-loop regulator system which employs finite wordlength A/D conversion and floating-point computation in the observer/controller subsystem. The covariances quantify the effects of finite wordlengths on system performance in the design of digital state regulator systems. View full abstract»

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  • An example of the impact of information structure on decentralized multicriterion control problems

    Publication Year: 1979, Page(s):978 - 980
    Cited by:  Papers (2)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (336 KB)

    In noncooperative decentralized decision making, the information available to the controllers has a far more significant role than in the case of a centralized, or even a decentralized, single objective control problem. In order to illustrate a significant aspect of the role of the information structure, this paper presents and discusses an example of a differential game in which a decision maker ... View full abstract»

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  • The convergence of AML

    Publication Year: 1979, Page(s):958 - 962
    Cited by:  Papers (152)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (344 KB)

    In this work it is shown that provided a certain positive real condition is satisfied, the AML recursion for the parameters of a scalar ARMAX time series model converges with probability one without the need of monitoring. Previous proofs of convergence had effectively required that the recursion be monitored. 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