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Automatic Control, IEEE Transactions on

Issue 6 • Date December 1981

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Displaying Results 1 - 21 of 21
  • [Front cover and table of contents]

    Publication Year: 1981 , Page(s): 0
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    Freely Available from IEEE
  • Comment on "On selecting a low-order model using the dominant mode concept"

    Publication Year: 1981 , Page(s): 1301
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    In the above-mentioned paper [1], the authors presented a criterion for selecting the order of a low-order system to approximate a high-order model. Their criterion is very similar to what has been presented before in [2] and [3]. The authors claimed that the extension to handle systems with complex eigenvalues [3] is incorrect. Also, they used examples to show the superiority of their criterion. In this comment, it will be demonstrated that their claims are not absolutely correct. View full abstract»

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  • Authors' reply

    Publication Year: 1981 , Page(s): 1301 - 1302
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    First Page of the Article
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  • A complex variable approach to the analysis of linear multivariable feedback systems [Book reviews]

    Publication Year: 1981 , Page(s): 1302 - 1304
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    Freely Available from IEEE
  • [Back cover]

    Publication Year: 1981 , Page(s): 0
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    Freely Available from IEEE
  • Criterion for the convergence of the solution of the Riccati differential equation

    Publication Year: 1981 , Page(s): 1232 - 1242
    Cited by:  Papers (17)
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    The optimal control problem for a linear system with a quadratic cost function leads to the matrix Riccati differential equation. The convergence of the solution of this equation for increasing time interval is investigated as a function of the final state penalty matrix. A necessary and sufficient condition for convergence is derived for stabilizable systems, even if the output in the cost function is not detectable. An algorithm is developed to determine the limiting value of the solution, which is one of the symmetric positive semidefinite solutions of the algebraic Riccati equation. Examples for convergence and nonconvergence are given. A discussion is also included of the convergence properties of the solution of the Riccati differential equation to any real symmetric (not necessarily positive semidefinite) solution of the algebraic Riccati equation. View full abstract»

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  • Global convergence for adaptive one-step-ahead optimal controllers based on input matching

    Publication Year: 1981 , Page(s): 1269 - 1273
    Cited by:  Papers (12)
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    This paper establishes global convergence for adaptive one-step-ahead optimal controllers applied to a class of linear discrete time single-input single-output systems. The class of systems includes all stable systems whether they are minimum phase or not, all minimum phase systems whether they are stable or not, and some unstable nonminimum phase systems. The key substantive assumption is that the one-step-ahead optimal controller designed using the true system parameters leads to a stable closed-loop system. Subject to this natural restriction, it is shown that a simple adaptive control algorithm based on input matching is globally convergent in the sense that the system inputs and outputs remain bounded for all time and the input converges to the one-step-ahead optimal input. Both deterministic and stochastic cases are treated. View full abstract»

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  • Two equivalent approaches in the decentralized control of linear systems

    Publication Year: 1981 , Page(s): 1283 - 1285
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    A fundamental problem for the study of the decentralized control of N -channel systems is the D -controllability. This problem is solved with the methods of the polynomial matrix system theory, from which the relation to the controllability of the cascade connection of two systems immediately follows. Next, this solution is proved to be equivalent to the one achieved with the methods of the geometric system theory. View full abstract»

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  • Explicit solutions of the discrete-time Lyapunov matrix equation and Kalman-Yakubovich equations

    Publication Year: 1981 , Page(s): 1291 - 1294
    Cited by:  Papers (18)
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    A general solution for the nonsquare nonsymmetric Lyapunov matrix equation in a canonical form is presented. The solution is shown to be a Toeplitz matrix which may be calculated using the backwards Levinson algorithm This solution is then applied to the Kalman-Yakubovich equations to derive a method for generating strictly positive-real functions via the positive-real lemma. This latter result has an application in system identification. View full abstract»

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  • An existence theorem for observers of bilinear systems

    Publication Year: 1981 , Page(s): 1299 - 1300
    Cited by:  Papers (22)
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    Under suitable "uniformity" assumptions, the existence of nonlinear state observers with exponentially decaying error for bilinear systems is proved to be equivalent to that of observers whose corresponding error dynamics is linear with respect to the error. View full abstract»

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  • On reliability of prediction in linear models

    Publication Year: 1981 , Page(s): 1297 - 1299
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    For a linear noisy system assume an estimate \hat{\beta } of the unknown parameter vector was obtained from a certain past data on inputs and outputs of the system. The prediction of the output for any input vector x is a linear combination of x and \hat{\beta } . The question of concern is: For what - values of the inputs would the error in their predicted outputs be the smallest? It is found that they are the inputs which lie on the fitted plane of the orthogonal regression among the past data of the clean inputs. View full abstract»

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  • Realization and reduction of Markovian models from nonstationary data

    Publication Year: 1981 , Page(s): 1225 - 1231
    Cited by:  Papers (15)
    Save to Project icon | Request Permissions | Click to expandQuick Abstract | PDF file iconPDF (488 KB)  

    The realization of Markovian models for nonstationary processes generated by time invariant linear systems is considered. A model is obtained by constructing an orthogonal finite-step predictor for the process. Optimal model approximation by order reduction is naturally defined in this framework. The construction and reduction of Markovian models from multiple data records and the numerical considerations involved are illustrated by examples. View full abstract»

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  • Eigenvalue bounds in the Lyapunov and Riccati matrix equations

    Publication Year: 1981 , Page(s): 1290 - 1291
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    Two related theorems of Strang [1] are extended to provide upper and lower bounds on the eigenvalues of the Lyapunov and Riccati matrices, given by Q=AB^{H}+BA and R=AB^{H}+BA+2AHA , where A and H are Hermitian, positive definite, complex matrices. We discuss inversion to obtain eigenvalue bounds on the matrix A for the usual case in which Q , R , and H are known. View full abstract»

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  • Two lower bounds on the covariance for nonlinear estimation problems

    Publication Year: 1981 , Page(s): 1294 - 1297
    Cited by:  Papers (10)
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    Two Convariance lower bounds for nonlinear state estimation problems are presented. These bounds are based upon the Cramer-Rao bound for treating nuisance parameters and they can be applied to filtering, smoothing, and prediction problems. The tightness of these bounds are examined using a nonlinear system where the recursive equation for covariance computation can be obtained. These results are also compared with the bound of Bobrovsky and Zakai. View full abstract»

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  • Minimal-time minimal-order deadbeat regulator with internal stability

    Publication Year: 1981 , Page(s): 1276 - 1282
    Cited by:  Papers (4)
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    This paper is concerned with the output deadbeat (finite settling time) regulation with internal stability for linear discrete-time multivariable systems. The two cases are treated separately; the one is the regulation by state feedback and the other is the regulation through function observers. For both cases, the basic solvability conditions, the minimal settling time and the characterizations of the minimal-time regulators are derived. Throughout the paper, the well-posedness condition plays a fundamental role. A deterministic version of the so-called separation theorem in LQG problem is derived, namely, the minimal-time state-feedback regulator combined with the minimal-time minimal-order function observer yields the overall minimal-time minimal-order regulator by output feedback. View full abstract»

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  • Viability of methods for generating stable reduced order models

    Publication Year: 1981 , Page(s): 1285 - 1286
    Cited by:  Papers (4)
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    Various methods for generating stable reduced order models are shown to have a serious disadvantage, in that the reduced model may approximate the nondominant poles of the system and hence lead to erroneous approximations. An example is given to compare these methods with the standard Pade approximation method for which this disadvantage does not exist. View full abstract»

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  • Routh approximant state space reduced order models for systems with uncontrollable modes

    Publication Year: 1981 , Page(s): 1286 - 1288
    Cited by:  Papers (2)
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    The problem of deriving time domain reduced order models to systems which are not completely state controllable is considered, and the procedure does not involve the computation of eigenvaiues and eigenvectors of the high-order system. The details are explained and illustrated via a numerical example. View full abstract»

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  • Lower bounds on the solution of Lyapunov matrix and algebraic Riccati equations

    Publication Year: 1981 , Page(s): 1288 - 1290
    Cited by:  Papers (10)
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    In this note various lower bounds for all the eigenvalues of the solution matrix K of the Lyapunov matrix equation are established. A special case of this result is a generalization of that presented in [1]-[3], where lower bounds for the maximum and minimum eigenvalues of K are given. Moreover, the approach used here enables one to establish various lower bounds for some of the (largest) eigenvalues of the solution matrix of the algebraic Riccati equation. View full abstract»

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  • A process-model control for linear systems with delay

    Publication Year: 1981 , Page(s): 1261 - 1269
    Cited by:  Papers (89)
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    This paper is concerned with linear systems containing time delay in control. A process-model control which utilizes a mathematical model of the process in the minor feedback loop around the conventional controller to overcome delay is developed. A new process-model control system which can yield zero steady-state error and desired transient responses to step disturbances and arbitrary initial conditions is proposed. The remarkable feature of the proposed system is that the states of the model and the integrator are unobservable in the output of the model. It is shown that this structural property is the key by which the major problems of process-model control can be solved. View full abstract»

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  • AR and ARMA identification algorithms of Levinson type: An innovations approach

    Publication Year: 1981 , Page(s): 1243 - 1261
    Cited by:  Papers (29)
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    Fast recursive-in-time identification procedures for both AR and ARMA processes (e.g., Chandrasekhar, square root algorithms,... ) have been available for a few years. These algorithms realize the desired transfer functions in the classical polynomial or rational form. On the other hand, the synthesis of polynomial and rational transfer functions in lattice and ladder form has fostered great interest in network theory by virtue of its pleasant properties. This type of synthesis is strongly related to the theory of orthogonal polynomials on the unit circle. An identification procedure with the realization of the desired whitening filter in lattice form was available for AR processes. We give here a simple approach for obtaining such algorithms, investigating furthermore the connections between the so obtained algorithms and the classical ones (least squares procedure). In the same way, we obtain identification procedures with realization of the desired filter in lattice and ladder form for ARMA processes, together with the connection with the classical extended least squares procedure. The method is based upon a fairly general Levinson orthogonalization lemma in Hilbert space, involving innovation techniques. We extend the method to various other estimation problems. The algorithms we obtain are fast (even somewhat faster than the previous fast ones) and seem to be well conditioned. View full abstract»

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  • A system theoretic interpretation for GCD extraction

    Publication Year: 1981 , Page(s): 1273 - 1276
    Cited by:  Papers (4)
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    A new algorithm for the GCD extraction of a set of polynomial matrices is given. The approach is based on system theoretic notions of feedback. 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