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Baram, Yoram

Publications and source records attributed to Baram, Yoram.

24 records · Page 2

Recursive inversion of externally defined linear systems

The approximate inversion of an internally unknown linear system, given by its impulse response sequence, by an inverse system having a finite impulse response, is considered. The recursive least squares procedure is shown to have an exact initialization, based on the triangular Toeplitz structure of the matrix involved. The proposed approach also suggests solutions to the problems of system identification and compensation.

Bach, Ralph E., Jr.

Estimability and Regulability of Linear Systems

A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. Estimability and regulability are shown to be dual properties, equivalent to the nonreducibility of the Kalman filter and of the optimal linear quadratic regulator, respectively.

Baram, Yoram

Order reduction in linear state estimation under performance constraints

The design and analysis of minimal-order state estimators for possibly time-varying linear systems, under constraints on the maximal allowable mean-square error, are considered. A global lower bound on the optimal error is derived, along with a lower bound on the minimal estimator order, needed for meeting the performance constraint. The ideal reduced-order estimator which satisfies the lower bound is derived, along with conditions for its realizability. When the ideal estimator is not realizable, its structure forms a suboptimal estimator, which maintains, in some sense, a local optimality property and is called the pseudoideal estimator. The mean-square error of the pseudoideal estimator defines upper bounds on the optimal error and on the estimator order needed for meeting the performance constraint. The lower and the upper bounds on the order define a reduced search set for the design problem. When the distance between the ideal and the pseudoideal estimators is sufficiently small in a certain numerical sense, the pseudoideal estimator may be considered optimal for practical purposes.

Baram, Yoram

Polynomial compensation, inversion, and approximation of discrete time linear systems

The least-squares transformation of a discrete-time multivariable linear system into a desired one by convolving the first with a polynomial system yields optimal polynomial solutions to the problems of system compensation, inversion, and approximation. The polynomial coefficients are obtained from the solution to a so-called normal linear matrix equation, whose coefficients are shown to be the weighting patterns of certain linear systems. These, in turn, can be used in the recursive solution of the normal equation.

Baram, Yoram

Estimability and regulability of linear systems

A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time.

Baram, Yoram

Estimability and regulability of linear systems

A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time.

Baram, Yoram