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Automatic Control, IEEE Transactions on

Issue 2 • Date April 1971

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Displaying Results 1 - 25 of 33
  • [Front cover and table of contents]

    Publication Year: 1971 , Page(s): 0
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    Freely Available from IEEE
  • Comment on "Parameter and state estimation of a nonstationary process"

    Publication Year: 1971 , Page(s): 200 - 201
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (254 KB)  

    The recently proposed method to identify a parameter and to estimate a state variable of a certain class of nonstationary processes is applied to the adaptive control with a quadratic criterion function and Gaussian noise added to the state transition. View full abstract»

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  • [Back cover]

    Publication Year: 1971 , Page(s): 0
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    Freely Available from IEEE
  • Casual systems and feedforward loops

    Publication Year: 1971 , Page(s): 209
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (192 KB)  

    It is shown that a causal linear system with an equal number of inputs and outputs can be made to be simultaneously invertible and output reproducible by employing a feedforward loop. This feed-forward loop does not affect the stability, of the system one way or the other. View full abstract»

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  • Pole placement: Stability and sensitivity of dynamic compensators

    Publication Year: 1971 , Page(s): 210
    Cited by:  Papers (5)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (168 KB)  

    Recent results for arbitrary closed-loop pole placement are discussed with regard to the stability of the corresponding dynamic feedback compensators, as well as the sensitivity of closed-loop pole locations to imperfections in such compensators. View full abstract»

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  • Controllability and observability of multivariable systems

    Publication Year: 1971 , Page(s): 207 - 209
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (440 KB)  

    The controllability and observability of linear stationary multivariable control systems is investigated in the frequency domain. If the minimal polynomial of the system is of maximum degree, then a simple test involving mode cancellations determines controllability (observability). For the general case, a simple test based on a partial fraction expansion yields the necessary and sufficient condit... View full abstract»

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  • Decoupling of systems with plant and measurement noise

    Publication Year: 1971 , Page(s): 202 - 203
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (304 KB)  

    Necessary and sufficient conditions for decoupling in linear multivariable systems with known plant and observation noise are presented. View full abstract»

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  • Series solution to the general linear time varying system

    Publication Year: 1971 , Page(s): 210 - 211
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (288 KB)  

    The homogeneous solution (i.e., state transition matrix) to the general linear time varying system is shown to be a matrix power series generated by a time-varying matrix-differential operator operating recursively and noncommutatively on the identity matrix. The particular solution is shown to be a similar series generated by the same matrix operator operating recursively and noncommutatively on ... View full abstract»

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  • On the controllability of composite systems

    Publication Year: 1971 , Page(s): 205 - 206
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (296 KB)  

    This correspondence presents a result on the controllability of two interconnected linear systems. Specifically, it is shown that the cascade connection of two controllable systems can always be made controllable by static output feedback around the second system, if this system is also observable. View full abstract»

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  • Accelerated procedures for the solution of discrete Markov control problems

    Publication Year: 1971 , Page(s): 147 - 152
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (800 KB)  

    Accelerated procedures for computing optimal controls for a Markov chain model are discussed and numerical results are presented. For the example, one of the methods described gave a ten-fold decrease in computation time over a more usual procedure of dynamic programming. View full abstract»

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  • An algorithm for the computation of the integral of the state transition matrix

    Publication Year: 1971 , Page(s): 204 - 205
    Cited by:  Papers (3)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (272 KB)  

    An efficient algorithm for the computation of the integral of the state transition matrix over the interval [ 0, T_{1} ] is developed, It is assumed that there exists some T < T_{1} such that the state transition matrix and the integral of the state transition matrix can be computed as accurately as required over the int... View full abstract»

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  • On the generalization of state feedback decoupling theory

    Publication Year: 1971 , Page(s): 133 - 139
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (904 KB)  

    The theory of state-variable feedback decoupling in multivariable control systems is generalized to include the case where a subset of the output set is the candidate for decoupling. Systems in which such decoupling is employed will be termed "partially decoupled." Decoupling a selected set of outputs, when achieved by using a state feedback matrix F and a nous... View full abstract»

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  • Two-level form of the Kalman filter

    Publication Year: 1971 , Page(s): 128 - 133
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (928 KB)  

    Sequential estimation of the states of several high-order interconnected systems may be prohibitive on computer time and storage if the problem is formulated as for a single system. Therefore, multilevel systems theory has been applied to derive a coordination algorithm, with one-step convergence, for a number of subsystem Kalman estimators. The procedure may be computationally attractive for spar... View full abstract»

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  • On the application of Pontryagin's criterion to distributed feedback systems

    Publication Year: 1971 , Page(s): 203 - 204
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (304 KB)  

    Let h(x, t) be a polynomial with complex coefficients in the two complex variables z and t . Pontryagin[1] has developed necessary and sufficient conditions that the function H(z) = h(z, e^{z}) have zeros with only negative real parts. The usual c... View full abstract»

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  • Digital simulation of continuous systems

    Publication Year: 1971 , Page(s): 215 - 216
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (368 KB)  

    First Page of the Article
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  • Finite series solutions for the transition matrix and the covariance of a time-invariant system

    Publication Year: 1971 , Page(s): 173 - 175
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (440 KB)  

    The transition matrix \varphi corresponding to the n -dimensional matrix A can be represented by \varphi (t) = g_{1}(t)I + g_{2}(t)A + ... + g_{n}(t)A^{n-1} , where the vector g^{T} = (g_{1}, ... , g_{n}) is g... View full abstract»

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  • Urban dynamics

    Publication Year: 1971 , Page(s): 214 - 215
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (360 KB)  

    First Page of the Article
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  • Design of time-variable multivariable systems by decoupling and by the inverse

    Publication Year: 1971 , Page(s): 183 - 185
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (400 KB)  

    System decoupling by state variable feedback is demonstrated for the time-variable case. Conditions under which decoupling is possible are formulated and the matrices effecting decoupling are given. The inverse of a general time-variable multivariable system is also determined. By applying this inverse a new synthesis method is developed. View full abstract»

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  • Digital generation of random sequences

    Publication Year: 1971 , Page(s): 213 - 214
    Cited by:  Papers (1)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (272 KB)  

    A procedure for the digital generation of random number sequences having specified autocorrelation and probability density functions is given. Computations required to set up this algorithm are described. Examples illustrate the accuracy and versatility of the procedures described. View full abstract»

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  • Recursive state estimation for a set-membership description of uncertainty

    Publication Year: 1971 , Page(s): 117 - 128
    Cited by:  Papers (179)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (1760 KB)  

    This paper is concerned with the problem of estimating the state of a linear dynamic system using noise-corrupted observations, when input disturbances and observation errors are unknown except for the fact that they belong to given bounded sets. The cases of both energy constraints and individual instantaneous constraints for the uncertain quantities are considereal. In the former case, the set o... View full abstract»

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  • Linear optimal estimation with state dependent disturbances and time-correlated measurement noise

    Publication Year: 1971 , Page(s): 198 - 200
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (344 KB)  

    The linear filtering, prediction, and smoothing problems are treated for linear message processes with state-dependent noise and time-correlated measurement noise. In particular, a general smoothing formula for these classes of message processes is developed. The derivation evolves directly from the Wiener-Hopf equation and does not use the innovations process. View full abstract»

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  • On quadratic optimization in distributed parameter systems

    Publication Year: 1971 , Page(s): 153 - 159
    Cited by:  Papers (2)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (992 KB)  

    Systems described by parabolic partial differential equations are formulated as ordinary differential equations in a Hilbert space. Quadratic cost criteria are then formulated as inner products on this Hilbert space. Existence of an optimal control is proved both in the case where the system operator is "coercive" and in the case where the system operator is the infinitesimal generator of a semigr... View full abstract»

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  • Synthesis of optimal control systems with near sensitivity feedback

    Publication Year: 1971 , Page(s): 194 - 196
    Cited by:  Papers (4)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (416 KB)  

    Design of optimal control systems with reduced sensitivity to parameter variations is attempted by employing trajectory sensitivity feedback and minimizing a cost term that includes the trajectory sensitivity. Since the trajectory, sensitivity, cannot be assessed directly, a successive approximation method that results in "near" sensitivity feedback is given for the case of linear regulators. The ... View full abstract»

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  • Optimal state-vector estimation for non-Gaussian initial state-vector

    Publication Year: 1971 , Page(s): 197 - 198
    Cited by:  Papers (9)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (272 KB)  

    The optimal estimate, in the mean-square-error sense, of state-vector of a linear system excited by zero-mean white Gaussian noise with non-Gaussian initial state-vector is obtained. Both the optimal estimate and the corresponding error covariance matrix are given. It is shown that the optimal estimator consists of two parts: a linear estimator that is obtained from a Kalman filter and a nonlinear... View full abstract»

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  • An optimal stochastic control problem with observation cost

    Publication Year: 1971 , Page(s): 185 - 189
    Cited by:  Papers (9)
    Save to Project icon | Request Permissions | Click to expandAbstract | PDF file iconPDF (712 KB)  

    The problem of simultaneously determining an optimal control strategy and an optimal observation strategy for a linear system is considered. Quadratic costs on state and control and an "on-off" type observation cost are assumed. Dynamic programming is used to obtain a solution. An example is provided that shows some interesting relations between the optimal observation strategy and various system ... 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