Nonlinear diffusions defined by stochastic differential equations (s.d.e.) which admit exact recursive filtering solutions for the associated (unnormalized) conditional density (UCD) are presented. The diffusions are characterized by conditions on the s.d.e. drift and diffusion coefficient pair which admit a C¿ transformation to an equivalent diffusion having linear dynamics.
{"title":"On a transformation theory for diffusions and nonlinear filtering problems","authors":"T. Dyson, S. Schwartz","doi":"10.1109/CDC.1984.272244","DOIUrl":"https://doi.org/10.1109/CDC.1984.272244","url":null,"abstract":"Nonlinear diffusions defined by stochastic differential equations (s.d.e.) which admit exact recursive filtering solutions for the associated (unnormalized) conditional density (UCD) are presented. The diffusions are characterized by conditions on the s.d.e. drift and diffusion coefficient pair which admit a C¿ transformation to an equivalent diffusion having linear dynamics.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121496242","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper we examine the Markovian properties of three important random fields: Lévy's Brownian motion, free Euclidean field, and Wiener process. In so doing, we advance the proposition that appropriate candidates for Markov fields are stochastic differential forms and their Markovian property is characterized by being "one derivative" removed from white noise.
{"title":"Markovian random fields","authors":"E. Wong","doi":"10.1109/CDC.1984.272296","DOIUrl":"https://doi.org/10.1109/CDC.1984.272296","url":null,"abstract":"In this paper we examine the Markovian properties of three important random fields: Lévy's Brownian motion, free Euclidean field, and Wiener process. In so doing, we advance the proposition that appropriate candidates for Markov fields are stochastic differential forms and their Markovian property is characterized by being \"one derivative\" removed from white noise.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123133516","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The gain margin of optimal controllers of bang-band type is considered. It is shown that the gain margin is infinite if the switching surface is such that trajectories that reach it stay in the surface. For other types of switching surface an example shows that the behavior is more complicated when the gain is increased.
{"title":"The gain margin of optimal bang-bang control systems","authors":"T. Glad","doi":"10.1109/CDC.1984.272154","DOIUrl":"https://doi.org/10.1109/CDC.1984.272154","url":null,"abstract":"The gain margin of optimal controllers of bang-band type is considered. It is shown that the gain margin is infinite if the switching surface is such that trajectories that reach it stay in the surface. For other types of switching surface an example shows that the behavior is more complicated when the gain is increased.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125104272","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A canonical correlation analysis approach to: (i) Reduced-order LQR design, and (ii) characterization of strong and weak interactions in large scale interconnected systems","authors":"U. Desai, Saibal Banerjee, S. Kiaei","doi":"10.1109/CDC.1984.272337","DOIUrl":"https://doi.org/10.1109/CDC.1984.272337","url":null,"abstract":"","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"4 2","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120909014","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The problem of vibration isolation is investigated from the standpoint of modern control and optimization theory. The proposed suspension design was verified experimentally by means of a micromputerized suspension model. The experimental results are very encouraging and indicate promising potential application of the proposed scheme to real-world systems. This paper describes the modeling and formulation of an optimal suspension design and the implementation aspects of the proposed microcomputerized optimal suspension scheme.
{"title":"Optimal suspension design with microcomputerized parameter optimizing damping","authors":"K. Cheok, N. Loh, H. McGee","doi":"10.1109/CDC.1984.272403","DOIUrl":"https://doi.org/10.1109/CDC.1984.272403","url":null,"abstract":"The problem of vibration isolation is investigated from the standpoint of modern control and optimization theory. The proposed suspension design was verified experimentally by means of a micromputerized suspension model. The experimental results are very encouraging and indicate promising potential application of the proposed scheme to real-world systems. This paper describes the modeling and formulation of an optimal suspension design and the implementation aspects of the proposed microcomputerized optimal suspension scheme.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124152111","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
For the linear-quadratic partially singular regulator, necessary and sufficient conditions are derived for the existence of optimal controls having any given finite maximum order of singularity. The main condition is a matrix rank condition. The finite horizon problem with free and constrained right end point is considered and complete solutions are obtained.
{"title":"On optimal controls having finite order of singularity","authors":"V. Haas","doi":"10.1109/CDC.1984.272148","DOIUrl":"https://doi.org/10.1109/CDC.1984.272148","url":null,"abstract":"For the linear-quadratic partially singular regulator, necessary and sufficient conditions are derived for the existence of optimal controls having any given finite maximum order of singularity. The main condition is a matrix rank condition. The finite horizon problem with free and constrained right end point is considered and complete solutions are obtained.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122271368","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We write discrete Bellman equations and quasi-variational inequalities as fixed-point problems for an appropriate operator T. Under suitable assumptions, we show that either T or a power of T is a contraction.
{"title":"Efficient iterative algorithms for the numerical solution of optimal control problems","authors":"S. Belbas, I. Mayergoyz","doi":"10.1109/CDC.1984.272046","DOIUrl":"https://doi.org/10.1109/CDC.1984.272046","url":null,"abstract":"We write discrete Bellman equations and quasi-variational inequalities as fixed-point problems for an appropriate operator T. Under suitable assumptions, we show that either T or a power of T is a contraction.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"47 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122613385","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The paper deals with the development of a simple method for the redesign of a recent hybrid adaptive control scheme by using adaptive sampling. The main objective of the proposed technique is to improve the adaptation transients by taking advantage of the knowledge about it goodness in classical (i.e., those nonneeding parameter adaptation) problems concerned with the transient behaviours in terms of acceptable tracking error deviations.
{"title":"Improving the adaptation transients in hybrid adaptive control","authors":"M. L. la Sen, M. Paz","doi":"10.1109/CDC.1984.272099","DOIUrl":"https://doi.org/10.1109/CDC.1984.272099","url":null,"abstract":"The paper deals with the development of a simple method for the redesign of a recent hybrid adaptive control scheme by using adaptive sampling. The main objective of the proposed technique is to improve the adaptation transients by taking advantage of the knowledge about it goodness in classical (i.e., those nonneeding parameter adaptation) problems concerned with the transient behaviours in terms of acceptable tracking error deviations.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"153 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122772180","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Approximate and reduced-order observers of bilinear systems","authors":"C. Hsu, U. Desai","doi":"10.1109/CDC.1984.272117","DOIUrl":"https://doi.org/10.1109/CDC.1984.272117","url":null,"abstract":"","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122732595","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A new procedure for stochastic realization of spectral density matrices as proposed in [6] is briefly reviewed. Afterwards we show how this approach may be used such that external symmetries are reflected in the stochastic realization.
{"title":"Stochastic realization of spectral density matrices which may possess symmetries","authors":"A. V. D. Schaft, Jan C. Willems","doi":"10.1109/CDC.1984.272305","DOIUrl":"https://doi.org/10.1109/CDC.1984.272305","url":null,"abstract":"A new procedure for stochastic realization of spectral density matrices as proposed in [6] is briefly reviewed. Afterwards we show how this approach may be used such that external symmetries are reflected in the stochastic realization.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"138 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128468471","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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