A new method of recursive estimation in discrete linear systems
Recursive estimation equation giving algorithms for prediction, filtering, and signal smoothing in discrete linear systems
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Recursive estimation equation giving algorithms for prediction, filtering, and signal smoothing in discrete linear systems
Kalman filter set for state vector and observation error variance estimation in discrete- time linear system, using empirical Bayes techniques
Report presents theoretical study of some issues of controllability and observability of system represented by linear, time-invariant mathematical model of the form. x = Ax + Bu, y = Cx + Du, x(0) = xo where x is n-dimensional vector representing state of system; u is p-dimensional vector representing control input to system; y is q-dimensional vector representing output of system; n,p, and q are integers; x(0) is intial (zero-time) state vector; and set of matrices (A,B,C,D) said to constitute state-space representation of system.
Computational algorithm for determining piecewise-constant feedback gains for linear system optimal control
Loops and paths in Mason signal flow graph of linear systems using algorithm with remote time shared digital computation
Optical stationary control of linear control system with state dependent Gaussian noise
Applications of partial orderings to study of positive definiteness, monotonicity, and convergence of iterative methods for linear systems
Asymptotic properties and simulation of adaptive stochastic control for linear systems
Two methods for solving linear systems of equations on the NAS Cray-2 are described. One is a direct method; the other is an iterative method. Both methods exploit the architecture of the Cray-2, particularly the vectorization, and are aimed at structural analysis applications. To demonstrate and evaluate the methods, they were installed in a finite element structural analysis code denoted the Computational Structural Mechanics (CSM) Testbed. A description of the techniques used to integrate the two solvers into the Testbed is given. Storage schemes, memory requirements, operation counts, and reformatting procedures are discussed. Finally, results from the new methods are compared with results from the initial Testbed sparse Choleski equation solver for three structural analysis problems. The new direct solvers described achieve the highest computational rates of the methods compared. The new iterative methods are not able to achieve as high computation rates as the vectorized direct solvers but are best for well conditioned problems which require fewer iterations to converge to the solution.
Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speedup is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.
A systematic procedure is developed for exploiting the parallel constructs of computation in a highly coupled, linear system application. An overall top-down design approach is adopted. Differential equations governing the application under consideration are partitioned into subtasks on the basis of a data flow analysis. The interconnected task units constitute a task graph which has to be computed in every update interval. Multiprocessing concepts utilizing parallel integration algorithms are then applied for efficient task graph execution. A simple scheduling routine is developed to handle task allocation while in the multiprocessor mode. Results of simulation and scheduling are compared on the basis of standard performance indices. Processor timing diagrams are developed on the basis of program output accruing to an optimal set of processors. Basic architectural attributes for implementing the system are discussed together with suggestions for processing element design. Emphasis is placed on flexible architectures capable of accommodating widely varying application specifics.
The work that follows is concerned with the application of design methodologies for feedback compensation associated with linear systems. In general, the intent is to provide a well behaved closed loop system in terms of stability and robustness (internal signals remain bounded with a certain amount of uncertainty) and simultaneously achieve an acceptable level of performance. The approach here has been to convert the closed loop system and control synthesis problem into the interpolation setting. The interpolation formulation then serves as our mathematical representation of the design process. Lifting techniques have been used to solve the corresponding interpolation and control synthesis problems. Several applications using this multiobjective design methodology have been included to show the effectiveness of these techniques. In particular, the mixed H 2-H performance criteria with algorithm has been used on several examples including an F-18 HARV (High Angle of Attack Research Vehicle) for sensitivity performance.
This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.
Robbins-Monro stochastic approximation method using algorithms for identifying finite memory time-discrete time-stationary linear system from noisy input-output measurements
This paper presents two mean-square stability tests for a jump-linear system driven by a finite-state machine with a first-order Markovian input process. The first test is based on conventional Markov jump-linear theory and avoids the use of any higher-order statistics. The second test is developed directly using the higher-order statistics of the machine s output process. The two approaches are illustrated with a simple model for a recoverable computer control system.
Optimal control generated by Kalman filter and least mean-squared predictor for linear systems with time delay
The problem of obtaining an optimal control law, which is constrained to be a linear feedback of the available measurements, for both continuous and discrete time linear systems subjected to additive white process noise and measurement noise was Necessary conditions are obtained for minimizing a quadratic performance function for both finite and infinite terminal time cases. The feedback gains are constrained to be time invariant for the infinite terminal time cases. For all the cases considered, algorithms are derived for generating sequences of feedback gain matrices which successively improve the performance function. A continuous time numerical example is included for the purpose of demonstration.
A Liapunov-type approach is used to derive two equivalent theorems which govern the stability of coupled linear systems with varying multiple parameters. The theorems generalize some of the existing theorems applicable to systems with constant parameters and the Sonin-Polya theorem applicable to a single-degree-of-freedom system with variable coefficients. As an illustration, the proposed theorems are applied to mechanical systems with varying inertia, stiffness, gyroscopic, and damping terms, and velocity and position-dependent forces.