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Automatic Control, IEEE Transactions on

Issue 5 • Date October 1969

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Displaying Results 1 - 25 of 54
  • [Front cover and table of contents]

    Publication Year: 1969 , Page(s): 0
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    Freely Available from IEEE
  • Comments on "Numerical application of Szegós method for constructing Liapunov functions"

    Publication Year: 1969 , Page(s): 602
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    It is pointed out that the algorithmic method recently suggested by Hewit and Storey for the construction of Lyapunov functions yields a result which is expressible in closed form. View full abstract»

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  • [Back cover]

    Publication Year: 1969 , Page(s): 0
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    Freely Available from IEEE
  • Control of unknown plants in reduced state space

    Publication Year: 1969 , Page(s): 489 - 496
    Cited by:  Papers (1)
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    A method is proposed in this paper for the synthesis of an adaptive controller for a class of model reference systems in which the plant is not known exactly, but which is of the following type: single variable, time varying, either linear or nonlinear, of n th order, and capable of m th order input differentiation. The model is linear, stable, and of n 'th order, where (n - m) \leq n' \leq n . The only knowledge of the plant that is required in this synthesis procedure is the form of the plant equation and the bounds of b_{m}(t) , the coefficient of the m th order plant input derivative. The synthesis procedure makes use of an unique function, called the characteristic variable, and Lyapunov type synthesis. The introduction of the characteristic variable reduces the synthesis problem to one that involves a known, linear time-invariant lower order plant. The control signal is generated by measuring the plant and model outputs, and their first (n - m) derivative signals. This ensures that the norm of the (n - m)- dimensional error vector is ultimately bounded by ε, an arbitrarily small positive number provided \xi(t) , the characteristic variable, is bounded. Two nontrivial simulation examples are included. View full abstract»

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  • An adaptive control algorithm for linear systems

    Publication Year: 1969 , Page(s): 497 - 503
    Cited by:  Papers (1)
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    A modified gradient procedure is presented for adjusting parameters in a linear control system in the absence of complete knowledge of the plant dynamic characteristics. The algorithm operates to make discrete-time changes in the adjustable parameters during the normal course of system operation and incorporates the best available information on the unknown quantities. Sufficient conditions for the error corrective properties of the algorithm are derived, and the results of a simulation study are discussed. View full abstract»

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  • On optimal terminal control

    Publication Year: 1969 , Page(s): 443 - 448
    Cited by:  Papers (6)
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    This paper is concerned with the behavior, near the terminal time, of a fixed time fixed endpoint linear optimal control problem. The optimal control is represented in feedback form by a time-varying gain matrix operating on the present state of the system. The gain matrix is shown to have a pole at the final time. Furthermore, the limiting behavior of the gain matrix is shown to be independent of most of the parameters of the system and to depend solely on the orders of the matrices involved. Thus, the terminal behavior for this entire class of systems is identical to the behavior of a single limiting system. View full abstract»

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  • Formal solutions for a class of stochastic pursuit-evasion games

    Publication Year: 1969 , Page(s): 504 - 509
    Cited by:  Papers (16)
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    A class of differential pursuit-evasion games is examined in which the dynamics are linear and perturbed by additive white Gaussian noise, the performance index is quadratic, and both players receive measurements perturbed independently by additive white Gaussian noise. Linear minimax solutions are characterized in terms of a set of implicit integro-differential equations. A game of this type also possesses a "certainty-coincidence" property, meaning that its minimax behavior coincides with that of the corresponding deterministic game in the event that all noise values are zero. This property is used to decompose the minimax strategies into sums of a certainty-equivalent term and error terms. View full abstract»

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  • Optimum step size control for Newton-Raphson solution of nonlinear vector equations

    Publication Year: 1969 , Page(s): 572 - 574
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (472 KB)  

    The problem of solving a non-linear vector equation of the form x = f(\theta) for a \theta which corresponds to a given x is attacked by Newton-Raphson. To keep the lengthy evaluations of partial derivatives at a minimum, each step is optimized to get the search as close to the solution as possible. Substantial savings in computation time are realized and solutions can be obtained efficiently even when the initial guess is not close to the ultimate answer. View full abstract»

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  • On sensitivity of time-optimal systems

    Publication Year: 1969 , Page(s): 578 - 579
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (312 KB)  

    It is argued that the most appropriate sensitivity measure in time-optimal control systems is a norm of the terminal error. How do nominally equivalent open-loop and closed-loop time-optimal systems compare with respect to this sensitivity measure? It is shown via an example that the answer depends on the location of the initial point and even on the direction of parameter variations. View full abstract»

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  • Nonsemper systems optimization

    Publication Year: 1969 , Page(s): 568 - 570
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    The optimization of discrete systems constrained in an unusual way is discussed. Moreover, it is supposed that for such systems, here called "nonsemper," the selection of the control policy consists in the choice of the value of the control variables as well as in the allocation over time of the control action itself. A simple functional equation suitable for carrying on the solution of the problem is derived via dynamic programming. View full abstract»

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  • On the convergence of stochastic approximation identification algorithms

    Publication Year: 1969 , Page(s): 587 - 588
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    Some clarification concerning the convergence of one type of stochastic approximation identification algorithms is presented. A quick check for unbiasedness of such algorithms is given. View full abstract»

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  • On the use of Bernoulli's equation as a comparison equation in stability problems

    Publication Year: 1969 , Page(s): 597 - 599
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    Sufficient conditions for finding stability regions are derived. The stability approach is based on the comparison theorems using Bernoulli's scalar comparison equation. View full abstract»

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  • A note on minimax estimation and Kalman filtering

    Publication Year: 1969 , Page(s): 588 - 590
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (544 KB)  

    A minimax estimator for the state of a discrete time-varying linear plant with an a priori unknown control sequence is developed. No statistics for the sequence of control vectors are assumed to exist. It is assumed, however, that the a priori unknown control sequence can be measured in additive Gaussian noise with zero mean and known variance. View full abstract»

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  • Lyapunov function construction for a class of discrete time-varying systems

    Publication Year: 1969 , Page(s): 595
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    The construction of Lyapunov functions for discrete systems which may be arranged in the form of a linear, time-varying subsystem with feedback memoryless nonlinearities is considered. The results constitute a generalization of Popov's stability theory. View full abstract»

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  • Suboptimal closed-loop controller design for minimum probability of inequality constraints violation

    Publication Year: 1969 , Page(s): 449 - 457
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (1344 KB)  

    When a dynamic system is perturbed by random disturbances, the system responses deviate from their nominal values, in general. Because of physical reasons, the deviations are required to satisfy certain inequality constraints. When a closed-loop controller is designed to minimize the deviations, the control efforts are also subject to some inequality constraints. In this paper, a suboptimal closed-loop controller is developed for a linear time-varying process subject to additive random disturbances and additive measurement noises. The controller minimizes the probability that the system responses and the control inputs violate given inequality constraints. The method is based on the quadratic equivalence. The problem is formulated in the normed function space so that Dem'yanov and Rubinov's algorithm can be applied. The convergence conditions are also given. As an illustration, the method is used to design a closed-loop controller for a Saturn-class missile modeled by a tenth-order linear time-varying system. View full abstract»

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  • Design of linear regulators optimal for time-multiplied performance indices

    Publication Year: 1969 , Page(s): 527 - 529
    Cited by:  Papers (7)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (448 KB)  

    A procedure for the design of optimal feedback controls for linear time-invariant systems relative to time-multiplied quadratic performance indices is presented. An iterative scheme for the computation of the optimal control law is proposed. An example is given to demonstrate the control over transient behavior given by the design based on time-multiplied performance indices. View full abstract»

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  • A simpler mean-square stability criterion for a class of linear stochastic systems

    Publication Year: 1969 , Page(s): 584 - 585
    Cited by:  Papers (1)
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    A simpler criterion for establishing the mean-square stability of a class of n th order linear systems with randomly, time varying parameters is presented. In order to find the necessary and sufficient condition for the boundness of second-order moments, use is made of a theory of Lyapunov's second method for stochastic systems. View full abstract»

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  • Comparative study of various minimization techniques used in mathematical programming

    Publication Year: 1969 , Page(s): 572
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    Nine different techniques of unconstrained minimization are applied to the same problem and their relative efficiency is compared. The techniques used are of gradient, variable metric type, used in conjunction with the sequential unconstrained minimization techniques (SUMT) program. The problem tested has nonlinear inequality constraints up to the ninth order. View full abstract»

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  • Computation of optimal control in partially controlled linear systems

    Publication Year: 1969 , Page(s): 575 - 578
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (712 KB)  

    In many optimal control problems the performance criterion depends in part on the behavior of a system that is not subject to control. Since the control affects only a subset of the system state variables, such systems are said to be partially controlled. This paper considers continuous-time systems with linear system equations and quadratic performance criterion. The major result of this correspondence is that the computation of the optimal control for partially controlled systems can be split into the following parts: first, the optimal control for the controlled system is computed using a Riccati equation; next, a linear equation is solved to obtain a term for the control that accounts for the behavior of the uncontrolled system. Hence, the problem of computing the optimal control for an ( n_{1} + n_{2} )-dimensional system, where n1is the dimension of the controlled system and n2is the dimension of the uncontrolled system, is essentially reduced to computing the optimal control for the n1-dimensional controlled system. This results in a significant reduction in the computational requirements. View full abstract»

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  • A hyperstability criterion for model reference adaptive control systems

    Publication Year: 1969 , Page(s): 552 - 555
    Cited by:  Papers (25)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (560 KB)  

    This paper considers the stability problem of the model reference adaptive control systems by means of the properties of hyperstable systems. A theorem concerning the hyperstability of model reference adaptive control systems is presented. This theorem directly gives a structure of the adaption mechanism. The results presented here include all the results obtained by Butchart, Shackcloth, Parks, Winsor, Roy, and Dressler. The hyperstability approach presented in this paper also allows for other solutions to the adaption mechanism and represents a general method for studying this type of adaptive systems. The results are directly applicable to the design of model reference adaptive control systems and they were verified for some particular cases by analogical simulation. View full abstract»

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  • Stochastic differential games with constrained state estimators

    Publication Year: 1969 , Page(s): 476 - 481
    Cited by:  Papers (17)
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    Attention is given to stochastic differential games in which the two controllers have available only noise-corrupted output measurements. Consideration is restricted to the case in which the system is linear, the cost functional quadratic, and the noises corrupting the output measurements are independent, white, and Gaussian. A solution to this problem is presented under the constraint that each controller is limited to a linear dynamic system of fixed dimension for the generation of his estimate of the system state. The optimal controls are shown to satisfy a separation theorem, the optimal estimators are shown to be closely related to Kalman filters, and the various terms in the optimal cost are shown to be readily assignable to the appropriate contributing sources. View full abstract»

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  • Control of an amplifying wave on an infinite continuum

    Publication Year: 1969 , Page(s): 536 - 539
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (616 KB)  

    Previous work on the space-sampled feedback control of continuum instabilities in flowing systems is extended. When the continuum over which control is desired is many wavelengths long, it is often convenient to construct the control system of many sampling stations, each approximately one wavelength in size. The stability of such a system is discussed, and a new type of instability is found which does not appear when the system is small in terms of a wavelength. View full abstract»

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  • Path integrals and Lyapunov functionals

    Publication Year: 1969 , Page(s): 465 - 475
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (1736 KB)  

    A method for generating Lyapunov functionals for time-delay systems by means of path integrals in state space is given. The method is derived by making use of a new description of such systems in terms of convolution equations involving distributions with compact support. The important properties of these equations are discussed and it is shown that a suitable state space can be defined. Path integrals in this state space are defined and conditions for path independence are derived. With the aid of some results dealing with the spectral factorization of entire functions of exponential order, it is shown that these path integrals can be used to define Lyapunov functionals for time-delay systems. The method given represents an extension to infinite-dimensional systems of a technique developed by Brockett for systems described by ordinary differential equations. While the present approach differs fundamentally from that used for finite-dimensional systems, the results given here are similar to, and in the special case of finite-dimensional systems reduce to, the results given by Brockett. Hence the method given can be successfully applied even without a deep understanding of either distributions or distributional convolution equations. This is illustrated by a number of examples which show the application of the results to stability analysis as well as to a class of quadratic minimiization problems. View full abstract»

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  • Modern control principles and applications

    Publication Year: 1969 , Page(s): 603 - 604
    Cited by:  Papers (1)
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    First Page of the Article
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  • Signal stabilization of nonlinear sampled-data control systems

    Publication Year: 1969 , Page(s): 593 - 594
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (344 KB)  

    Different methods are put forth for the analysis of stability and performance of nonlinear sampled-data systems, and many methods of stabilization are suggested. The injection of high-frequency oscillations at the input to the non-linear element is suggested as a possible method of stabilizing nonlinear sampled-data systems. Analytical and experimental investigations are carried out, and the advantages of signal stabilization over other methods are established. 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