By Topic

Automatic Control, IEEE Transactions on

Issue 7 • Date July 1995

Filter Results

Displaying Results 1 - 25 of 29
  • Comments on "A new method of switching surface design for multivariable variable structure system"

    Publication Year: 1995 , Page(s): 1254 - 1255
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (250 KB)  

    This note points out some errors in the above paper (Lee and Zu, ibid., vol. 39, no. 2, p. 414-19, 1994). It is argued that the proof in the main theorem is not mathematically rigorous. The control scheme requires the derivative of the sliding variable to be available, which is equivalent to saying that the uncertainties of the system are measurable. This is highly impractical if not impossible to implement. The theorem also says that the proposed new switching surface and control scheme can guarantee robustness of the system from initial time to final time. This is also incorrect because the theorem only shows that the sliding variable tends to zero approximately, i.e., the sliding motion only occurs approximately at t=/spl infin/. The paper also contains several misprints.<> View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • An adaptive controller based on disturbance attenuation

    Publication Year: 1995 , Page(s): 1220 - 1233
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (1240 KB)  

    This paper discusses the control of linear systems with uncertain parameters in the control coefficient matrix, under the influence of both process and measurement noise. A disturbance attenuation approach is used, and from this a multiplayer game problem is generated. First, the minimax formulation is presented, which represents an upper bound on the game cost criterion. Second, a dynamic programming approach is used to solve the game. It is necessary to significantly extend the method over earlier implementations, as the class of problems does not satisfy certain assumptions generally made. It is shown that for this class of problems, the controller determined from the dynamic programming approach is equivalent to the minimax controller. Therefore, the minimax controller is also a saddlepoint strategy for the differential game. Controller development appears to be much simpler from the dynamic programming standpoint. A simple scalar example is presented View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Control of systems without drift via generic loops

    Publication Year: 1995 , Page(s): 1210 - 1219
    Cited by:  Papers (29)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (920 KB)  

    This paper proposes a simple numerical technique for the steering of arbitrary analytic systems with no drift. It is based on the generation of “nonsingular loops” which allow linearized controllability along suitable trajectories. Once such loops are available, it is possible to employ standard Newton or steepest descent methods, as classically done in numerical control. The theoretical justification of the approach relies on results establishing the genericity of nonsingular controls, as well as a simple convergence lemma View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Addendum to “Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework”

    Publication Year: 1995 , Page(s): 1286 - 1287
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (144 KB)  

    In their original article (ibid., vol. 37, no. 10, p. 1483-1500, 1992), the authors derived smoothed perturbation analysis (SPA) estimators for a class of quite general discrete-event systems in a generalized semi-Markov process framework, and proved the unbiasedness of the estimators. A key assumption used in the proofs required that the distributions have bounded hazard rate functions. Here, we remove this assumption and in addition provide simplified proofs View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Algorithmic modeling of TES processes

    Publication Year: 1995 , Page(s): 1305 - 1312
    Cited by:  Papers (8)  |  Patents (1)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (804 KB)  

    TES (transform-expand-sample) is a versatile class of stationary stochastic processes which can model arbitrary marginals, a wide variety of autocorrelation functions, and a broad range of sample path behaviors. TES parameters are of two kinds: the first kind is used for the exact fitting of the empirical distribution (histogram), while the second kind is used for approximating the empirical autocorrelation function. Parameters of the first kind are easy to determine algorithmically, but those of the second kind require a hard heuristic search on a large parametric function space. This paper describes an algorithmic procedure which can replace the heuristic search, thereby largely automating TES modeling. The algorithm is cast in nonlinear programming setting with the objective of minimizing a weighted sum of squared differences between the empirical autocorrelations and their candidate TES model counterparts. It combines a brute-forte search with steepest-descent nonlinear programming using Zoutendijk's feasible direction method. Finally, we illustrate the efficacy of our approach via three examples: two from the domain of VBR (variable bit rate) compressed video and one representing results from a laser intensity experiment View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Worst case system identification in H: validation of a priori information, essentially optimal algorithms, and error bounds

    Publication Year: 1995 , Page(s): 1260 - 1265
    Cited by:  Papers (27)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (604 KB)  

    Resolves several important open issues pertaining to a worst-case control-oriented system identification problem known as identification in H. First, a method is presented for developing confidence that certain a priori information available for identification is not invalid. This method requires the solution of a certain nondifferentiable convex program. Second, an essentially optimal identification algorithm is constructed. This algorithm is (worst-case strongly) optimal to within a factor of two. Finally, new upper and lower bounds on the optimal identification error are derived and used to estimate the identification error associated with the given algorithm. Interestingly, the development of each of these results draws heavily upon the classical Nevanlinna-Pick interpolation theory. As such, the authors' results establish a clear link between the areas of system identification and optimal interpolation theory. Both the formulation and techniques in this paper are applicable to problems where the frequency data available for identification may essentially be arbitrarily distributed View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Robust parametric transfer function estimation using complex logarithmic frequency response data

    Publication Year: 1995 , Page(s): 1180 - 1190
    Cited by:  Papers (23)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (1052 KB)  

    The statistical properties of a logarithmic least-squares frequency-domain estimator are analyzed in an “error in-variables” framework. It is shown that, contrary to most frequency-domain estimators, the logarithmic least-squares estimator remains “practically” consistent when the variances of the frequency-domain data are not a priori known. If available, the variance at each spectral line of the logarithmic frequency response data can be used to weight the logarithmic least-squares estimator, resulting in parameter estimates with a smaller variability. An estimate of these variances can be derived from the residual errors at the excited spectral lines. Besides its robustness to lack of prior noise information, it is demonstrated that the logarithmic estimator behaves remarkably well in the presence of outliers View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Machine learning and nonparametric bandit theory

    Publication Year: 1995 , Page(s): 1199 - 1209
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (976 KB)  

    In its most basic form, bandit theory is concerned with the design problem of sequentially choosing members from a given collection of random variables so that the regret, i.e., Rnj (μ*-μj)ETn(j), grows as slowly as possible with increasing n. Here μj is the expected value of the bandit arm (i.e., random variable) indexed by j, Tn(j) is the number of times arm j has been selected in the first n decision stages, and μ*=supj μj. The present paper contributes to the theory by considering the situation in which observations are dependent. To begin with, the dependency is presumed to depend only on past observations of the same arm, but later, we allow that it may be with respect to the entire past and that the set of arms is infinite. This brings queues and, more generally, controlled Markov processes into our purview. Thus our “black-box” methodology is suitable for the case when the only observables are cost values and, in particular, the probability structure and loss function are unknown to the designer. The conclusion of the analysis is that under lenient conditions, using algorithms prescribed herein, risk growth is commensurate with that in the simplest i.i.d. cases. Our methods represent an alternative to stochastic-approximation/perturbation-analysis ideas for tuning queues View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • The computational complexity of decentralized discrete-event control problems

    Publication Year: 1995 , Page(s): 1313 - 1319
    Cited by:  Papers (40)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (784 KB)  

    Computational complexity results are obtained for decentralized discrete-event control problems. These results generalize the earlier work of Tsitsiklis (1989), who showed that for a special class of centralized supervisory control problems under partial observation, there is an algorithm for determining in polynomial time whether or not a solution exists. The negative complexity results associated with Tsitsiklis work also carry over to the decentralized case, so that solution existence for the more general class is not decidable in polynomial time, nor does there exist a polynomial-time algorithm for producing supervisor solutions when such solutions exist View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • The infimal controllable and N-observable superpredicate of a given predicate

    Publication Year: 1995 , Page(s): 1249 - 1253
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (476 KB)  

    Addresses a decentralized state feedback control problem in discrete-event systems. The problem requires that the set of reachable states in the closed-loop system is in the given admissible range. In particular, the authors investigate the existence of the infimal solution, that is, the infimal controllable and n-observable superpredicate of the minimally acceptable behavior View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • On infinity norms as Lyapunov functions for linear systems

    Publication Year: 1995 , Page(s): 1270 - 1274
    Cited by:  Papers (19)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (456 KB)  

    The note presents a construction of the Lyapunov function defined by ln vector norm for both continuous- and discrete-time linear systems. In contrast to the previous results, no restrictions on the positions or multiplicity of system matrix eigenvalues are required View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete-event dynamic systems

    Publication Year: 1995 , Page(s): 1154 - 1166
    Cited by:  Papers (6)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (1184 KB)  

    In this paper we present an algorithm for derivative estimation of discrete-event dynamic systems (DED's). This algorithm is applicable to derivative estimation with respect to most structural parameters in DED's. It extends the applicability of existing perturbation analysis techniques (including infinitesimal perturbation analysis) on structural parameters. Furthermore, it offers an alternative approach to derivative estimation in DED's which sheds additional light on discrete-event simulation. Finally, unifying relationships with existing techniques are discussed View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Nonlinear H control and its application to rigid spacecraft

    Publication Year: 1995 , Page(s): 1281 - 1285
    Cited by:  Papers (32)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (420 KB)  

    The problem of H control of a rigid spacecraft with three control torques and disturbances is addressed. The Hamilton-Jacobi-Isaacs inequality for H feedback design is solved. An H suboptimal feedback is given, and the stability properties of the closed-loop system are studied View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Necessary and sufficient conditions for robust stability of linear systems with multiaffine uncertainty structure

    Publication Year: 1995 , Page(s): 1255 - 1260
    Cited by:  Papers (6)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (536 KB)  

    This correspondence is concerned with an image f(Bm) of a box Bm⊂Rm under a multiaffine transformation f:Rm→C. The authors introduce a notion of a principal point of Bm and prove that the boundary of f(Bm) is covered by images of principal points. The authors exploit this result to provide necessary and sufficient robust stability conditions for polynomials whose coefficients are multiaffine functions of parameters. An application of the general criterion obtained in the correspondence to the particular case of systems with a cascade of first-order uncertain blocks leads to a computationally tractable procedure that verifies stability of the systems View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • An Euler-Lagrange inclusion for optimal control problems

    Publication Year: 1995 , Page(s): 1191 - 1198
    Cited by:  Papers (5)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (616 KB)  

    A new first-order necessary condition is proved for nonsmooth, nonlinear optimal control problems with general endpoint constraints and for which the velocity set may be possibly nonconvex. It is in the nature of a generalization of the Euler-Lagrange equation of the calculus of variations to optimal control. It resembles the weak form of the maximum principle but it is distinct from it because it employs a “total” generalized gradient instead of the customary product of partial generalized gradients. The optimality condition is shown to be sufficient for optimality when it is specialized to apply to normal, convex problems. A counterexample illustrates that, for such problems, the maximum principle is not a sufficient condition View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Absolute stability in linear delay-differential systems: ill-posedness and robustness

    Publication Year: 1995 , Page(s): 1288 - 1291
    Cited by:  Papers (7)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (392 KB)  

    The author considers matrix delay-differential systems which are polynomial in several delay operators. Using a necessary and sufficient criterion for stability independent of delay, or absolute stability, the author shows that system stability for all values of the delay vector lying in a sector will imply absolute stability. We then show that absolute stability is ill-posed with respect to arbitrarily small perturbations of the delay ratios if a certain extended delay-differential system which is formed from the original is not also absolutely stable. View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Approximation of discrete-time state-space trajectories using dynamic recurrent neural networks

    Publication Year: 1995 , Page(s): 1266 - 1270
    Cited by:  Papers (30)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (448 KB)  

    In this note, the approximation capability of a class of discrete-time dynamic recurrent neural networks (DRNN's) is studied. Analytical results presented show that some of the states of such a DRNN described by a set of difference equations may be used to approximate uniformly a state-space trajectory produced by either a discrete-time nonlinear system or a continuous function on a closed discrete-time interval. This approximation process, however, has to be carried out by an adaptive learning process. This capability provides the potential for applications such as identification and adaptive control View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Optimal routing into two heterogeneous service stations with delayed information

    Publication Year: 1995 , Page(s): 1234 - 1236
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (312 KB)  

    The problem of optimal routing of messages into two parallel queues is considered in the framework of discrete-time Markov decision processes with countable state space and unbounded costs. We assume that the controller has a delayed state information, the delay being equal to one time slot. Both discount and average optimal policies are shown to be monotone and of threshold type View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Stabilization of linear systems under nonlinear stable diagonal perturbations

    Publication Year: 1995 , Page(s): 1319 - 1323
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (564 KB)  

    Stability of linear, time-invariant, multi-input multi-output unity-feedback systems is considered under nonlinear, time-varying, stable perturbations. Necessary and sufficient conditions are obtained for stability of the perturbed system and specialized for the case of one arbitrary failure whose location is unknown. Controller design methods are developed ensuring stability under an unknown stable failure of at most one arbitrary sensor or actuator View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Equivalence preserving transformations for timed transition models

    Publication Year: 1995 , Page(s): 1167 - 1179
    Cited by:  Papers (6)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (1140 KB)  

    The increasing use of computer control systems in safety-critical real-time systems has led to a need for methods to ensure the correct operation of real-time control systems. Through an example, this paper introduces the use of algebraic equivalence to verify the correct operation of such systems. A controller is considered verified if its implementation is proven to be equivalent to its specification. Real-time systems are modeled using a modified version of Ostroff's (1989, 1990) timed transition models (TTM's), which is introduced along with our adaptation of Milner's (1980, 1989) observation equivalence to TTM's. A set of “behavior preserving” transformations is then developed, shown to be consistent for proving observation equivalence, and applied to solve an industrial real-time controller software verification problem. Finally the incompleteness of a given set of transformations is briefly discussed View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • An asymptotic modal observer for linear autonomous time lag systems

    Publication Year: 1995 , Page(s): 1291 - 1294
    Cited by:  Papers (21)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (372 KB)  

    A full state vector observer is derived for a class of linear autonomous time lag systems represented by differential equations. The major features of the approach are: (1) an observer is constructed just for the set of unstable or poorly damped modes of the delayed system once they have been determined, and (2) the design is accomplished by using a partial-fraction expansion separating the unstable part from the system and then applying well-known finite dimensional state vector techniques. A procedure for the construction is given along with some numerical results to illustrate the simplicity of the observer View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Sufficient stability condition for a sampled-data system with digital controller

    Publication Year: 1995 , Page(s): 1241 - 1243
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (256 KB)  

    A quantitative stability condition for a sampled-data feedback system is formulated. The system is obtained from a stable continuous-time feedback system by digitalization of the controller. The condition shows how to determine a sampling frequency f0 such that for all f larger than f0 the discrete-time system remains stable View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Optimal quadratic filtering of linear discrete-time non-Gaussian systems

    Publication Year: 1995 , Page(s): 1274 - 1278
    Cited by:  Papers (8)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (440 KB)  

    In this work, the state estimation problem for linear discrete-time systems with non-Gaussian state and output noises is dealt with. By following a geometric approach, an optimal recursive second-order polynomial estimate is proposed, which actually improves the widely used optimal linear one View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • Weak L2-stability

    Publication Year: 1995 , Page(s): 1236 - 1240
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (408 KB)  

    Systems including integrators and sectors with lower bound zero are not tractable by L2-stability because the norm of the system output y(t) will usually grow to infinity. This paper outlines a notion of stability (Lpw-stability) that not only allows predictions concerning this special class of systems but represents a general weakening of the notion of Lp-stability. An example demonstrates the applicability of the concept View full abstract»

    Full text access may be available. Click article title to sign in or learn about subscription options.
  • A new formula for the log-likelihood gradient for continuous-time stochastic systems

    Publication Year: 1995 , Page(s): 1295 - 1300
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (460 KB)  

    Using a finitely additive white noise approach, we obtain an explicit expression for the gradient of the log-likelihood ratio for system parameter estimation for continuous-time linear stochastic systems with noisy observations. Our gradient formula includes the smoother estimates of the state vector, and derivatives of only the system matrices, and not the estimates or error covariances. A scheme to calculate the log-likelihood gradient without solving a Riccati equation is described when only one matrix and the initial covariance depend on the unknown parameter 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