Stochastic approximation algorithms for linear discrete-time system identification.
Stochastic approximation algorithms for adaptive linear discrete time system identification using noisy input
Saridis, G. N.↗
SEARCH · Engineering Papers
Results for “time discretization”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
Stochastic approximation algorithms for linear discrete-time system identification.
Stochastic approximation algorithms for identification of linear discrete time systems
Saridis, G. N.↗
Tree encoding of memoryless time-discrete sources with a fidelity criterion.
Tree codes for memoryless time discrete sources with bounded fidelity criterion
Jelinek, F.↗
Modeling error analysis of stationary linear discrete-time filters
The performance of Kalman-type, linear, discrete-time filters in the presence of modeling errors is considered. The discussion is limited to stationary performance, and bounds are obtained for the performance index, the mean-squared error of estimates for suboptimal and optimal (Kalman) filters. The computation of these bounds requires information on only the model matrices and the range of errors for these matrices. Consequently, a design can easily compare the performance of a suboptimal filter with that of the optimal filter, when only the range of errors in the elements of the model matrices is available.
Patel, R.↗
Discrete-time pilot model
Pilot behavior is considered as a discrete-time process where the decision making has a sequential nature. This model differs from both the quasilinear model which follows from classical control theory and from the optimal control model which considers the human operator as a Kalman estimator-predictor. An additional factor considered is that the pilot's objective may not be adequately formulated as a quadratic cost functional to be minimized, but rather as a more fuzzy measure of the closeness with which the aircraft follows a reference trajectory. All model parameters, in the digital program simulating the pilot's behavior, were successfully compared in terms of standard-deviation and performance with those of professional pilots in IFR configuration. The first practical application of the model was in the study of its performance degradation when the aircraft model static margin decreases.
Cavalli, D.↗
Initial investigations of an adaptive discrete-time controller for nonlinear time-varying robotic models
The objective of this paper is to design a discrete-time controller which forces y(t) = F(q(t),q'(t)) to follow a desired trajectory, when non-linearities may be uncertain. A self-tuning adaptive control algorithm is then developed that addresses three types of errors: (1) error due to model linearization; (2) errors due to controlling a time-varying plant; and (3) errors due to discretization.
Giang, S. S.↗
A discrete-time differential dynamic programming algorithm with application to optimal orbit transfer
Discrete time differential dynamic programming algorithm with application to optimal orbit transfer
Gershwin, S. B.↗
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↗
On the periodicity of symbolic observations of piecewise smooth discrete-time systems
A study is made of the behavior of discrete-time systems composed of a set of smooth transition maps coupled by a quantized feedback function. The feedback function partitions the state space into disjoint regions and assigns a smooth transition function to each region. The main result is that under a constraint on the norm of the derivative of the transition maps, a bounded state trajectory with limit points in the interior of the switching regions leads to a region index sequence that is eventually periodic. Under these assumptions, it is shown that eventually the feedback function is determined by a finite state automaton. A similar result is proved in the case of finite state dynamic feedback.
Ramadge, Peter J.↗
Discrete-time entropy formulation of optimal and adaptive control problems
The discrete-time version of the entropy formulation of optimal control of problems developed by G. N. Saridis (1988) is discussed. Given a dynamical system, the uncertainty in the selection of the control is characterized by the probability distribution (density) function which maximizes the total entropy. The equivalence between the optimal control problem and the optimal entropy problem is established, and the total entropy is decomposed into a term associated with the certainty equivalent control law, the entropy of estimation, and the so-called equivocation of the active transmission of information from the controller to the estimator. This provides a useful framework for studying the certainty equivalent and adaptive control laws.
Tsai, Yweting A.↗
Design of a compensation for an ARMA model of a discrete time system
The design of an optimal dynamic compensator for a multivariable discrete time system is studied. Also the design of compensators to achieve minimum variance control strategies for single input single output systems is analyzed. In the first problem the initial conditions of the plant are random variables with known first and second order moments, and the cost is the expected value of the standard cost, quadratic in the states and controls. The compensator is based on the minimum order Luenberger observer and it is found optimally by minimizing a performance index. Necessary and sufficient conditions for optimality of the compensator are derived. The second problem is solved in three different ways; two of them working directly in the frequency domain and one working in the time domain. The first and second order moments of the initial conditions are irrelevant to the solution. Necessary and sufficient conditions are derived for the compensator to minimize the variance of the output.
Mainemer, C. I.↗
Discrete-time model reduction in limited frequency ranges
A mathematical formulation for model reduction of discrete time systems such that the reduced order model represents the system in a particular frequency range is discussed. The algorithm transforms the full order system into balanced coordinates using frequency weighted discrete controllability and observability grammians. In this form a criterion is derived to guide truncation of states based on their contribution to the frequency range of interest. Minimization of the criterion is accomplished without need for numerical optimization. Balancing requires the computation of discrete frequency weighted grammians. Close form solutions for the computation of frequency weighted grammians are developed. Numerical examples are discussed to demonstrate the algorithm.
Horta, Lucas G.↗
A nonlinear perturbation theory for estimation and control of time discrete stochastic systems
Nonlinear perturbation theory for optimal estimation and control of time-discrete, stochastic, dynamic systems when measurement data is noisy
Sorenson, H. W.↗
The application of the analog signal to discrete time interval converter to the signal conditioner power supplies
The Analog Signal to Discrete Time Interval Converter microminiaturized module was utilized to control the signal conditioner power supplies. The multi-loop control provides outstanding static and dynamic performance characteristics, exceeding those generally associated with single-loop regulators. Eight converter boards, each containing three independent dc to dc converter, were built, tested, and delivered.
Schoenfeld, A. D.↗
An algebraic structure of discrete-time biaffine systems
New results on the realization of finite-dimensional, discrete-time, internally biaffine systems are presented in this paper. The external behavior of such systems is described by multiaffine functions and the state space is constructed via Nerode equivalence relations. We prove that the state space is an affine space. An algorithm which amounts to choosing a frame for the affine space is presented. Our algorithm reduces in the linear and bilinear case to a generalization of algorithms existing in the literature. Explicit existence criteria for span-canonical realizations as well as an affine isomorphism theorem are given.
Tarn, T.-J.↗
Design of nonlinear discrete-time controllers using a parameter space sampling procedure
The design of nonlinear discrete-time controllers is investigated where the control algorithm assumes a special form. State-dependent control actions are obtained from tables whose values are the design parameters. A new design methodology capable of dealing with nonlinear systems containing parameter uncertainty is used to obtain the controller design. Various controller strategies are presented and illustrated through an example.
Young, G. E.↗
Dual-rate finite-settling-time discrete systems
Finite settling time for feedback control systems using dual rate, sampled data control algorithm
Gatlin, J. A.↗
Discrete-time demodulation of continuous-time signals.
Nonlinear stochastic estimation theory is applied to the problem of obtaining discrete-time demodulator structures for the common types of analog communication signals. A stochastic communication model is presented that can be treated with current results in estimation theory. Approximate algorithms are developed for the estimation problem that yield mathematically realizable receiver structures for the cases of AM, PC, and FM. The digital receivers yield performance characteristics that compare favorably with those of their analog counterparts.
Kelly, C. N.↗