The design of adaptive algorithms for the purpose of tracking slowly time varying systems is investigated. A criterion for measuring the tracking capability of an algorithm in this situation was introduced in an earlier work; the domain of validity of this criterion is shown to be much more general than expected before. Multistep algorithms, introduced in the soviet litterature, are generalized ans systematically studied; they are shown to provide significant improvements over the classical (monostep) methods for the purpose of tracking. Finally, a complete design methodology for adaptive algorithms used on time varying systems is given.
{"title":"Design of monostep and multistep adaptive algorithms for the tracking of time varying systems","authors":"A. Benveniste","doi":"10.1109/CDC.1984.272373","DOIUrl":"https://doi.org/10.1109/CDC.1984.272373","url":null,"abstract":"The design of adaptive algorithms for the purpose of tracking slowly time varying systems is investigated. A criterion for measuring the tracking capability of an algorithm in this situation was introduced in an earlier work; the domain of validity of this criterion is shown to be much more general than expected before. Multistep algorithms, introduced in the soviet litterature, are generalized ans systematically studied; they are shown to provide significant improvements over the classical (monostep) methods for the purpose of tracking. Finally, a complete design methodology for adaptive algorithms used on time varying systems is given.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"9 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":"130633627","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 corresponding problem with an unconstrained control law p(.) E (--,a) has a simple closed-form solution as presented in Sethi and Thomp~on.~ The research described herein illustrates that ( 3 ) makes the problem sufficiently difficult that a closed-form solution is probably unattainable, and that even showing the general form of the optimal policy is nontrivial. In addition, finding a numerical solution to the problem presents a challenge, although our approximate method described later is probably adequate in practice.
{"title":"Stochastic production planning with production constraints: A summary","authors":"A. Bensoussan, S. Sethi, R. Vickson, N. Derzko","doi":"10.1109/CDC.1984.272382","DOIUrl":"https://doi.org/10.1109/CDC.1984.272382","url":null,"abstract":"The corresponding problem with an unconstrained control law p(.) E (--,a) has a simple closed-form solution as presented in Sethi and Thomp~on.~ The research described herein illustrates that ( 3 ) makes the problem sufficiently difficult that a closed-form solution is probably unattainable, and that even showing the general form of the optimal policy is nontrivial. In addition, finding a numerical solution to the problem presents a challenge, although our approximate method described later is probably adequate in practice.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"41 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":"123382464","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 pursue the Analogy between classical linear System Theory and a new "linear" Theory for Discrete-Event Dynamic Systems which has been introduced for the first time in [3] and which is based on the algebra of "dioids". We first define the particular class of timed Petri nets that can be described by "linear" recurrent equations and then develop concepts such as transfer matrix representations of such systems, stability, observability, controllability, feed-back stabilization, realization of transfer matrices etc...
{"title":"Linear system theory for discrete event systems","authors":"G. Cohen, P. Moller, J. Quadrat, M. Viot","doi":"10.1109/CDC.1984.272058","DOIUrl":"https://doi.org/10.1109/CDC.1984.272058","url":null,"abstract":"In this paper, we pursue the Analogy between classical linear System Theory and a new \"linear\" Theory for Discrete-Event Dynamic Systems which has been introduced for the first time in [3] and which is based on the algebra of \"dioids\". We first define the particular class of timed Petri nets that can be described by \"linear\" recurrent equations and then develop concepts such as transfer matrix representations of such systems, stability, observability, controllability, feed-back stabilization, realization of transfer matrices etc...","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"144 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":"123474566","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 adaptive dual control solution is presented for the control of a class of multi-variable input-output systems. Both rapidly varying random parameters and constant but unknown parameters are included. The new controller modifies the cautious control design by numerator and denominator correction terms. This controller is shown to depend upon sensitivity functions of the expected future cost. A scalar example is presented to provide insight into the properties of the new dual controller. Monte-Carlo simulations are performed which show improvement over the cautious controller and the Linear Feedback Dual Controller of [1] and [2].
{"title":"Dual adaptive control based upon sensitivity functions","authors":"J. Molusis, P. Mookerjee, Y. Bar-Shalom","doi":"10.1109/CDC.1984.272123","DOIUrl":"https://doi.org/10.1109/CDC.1984.272123","url":null,"abstract":"A new adaptive dual control solution is presented for the control of a class of multi-variable input-output systems. Both rapidly varying random parameters and constant but unknown parameters are included. The new controller modifies the cautious control design by numerator and denominator correction terms. This controller is shown to depend upon sensitivity functions of the expected future cost. A scalar example is presented to provide insight into the properties of the new dual controller. Monte-Carlo simulations are performed which show improvement over the cautious controller and the Linear Feedback Dual Controller of [1] and [2].","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"103 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":"121204840","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}
Architectures of future machines promise to offer a profusion of computing environments. The existing forerunners have already given many software developers cause to reexamine the underlying algorithms for efficiency sake. However, it seems to be an unnecessary waste of effort to recast algorithms with only one computer in mind, regardless of how fast that one may be. With such a wide variety of computer systems and architectures in use or proposed, the challenge for people designing algorithms is to develop algorithms and ultimately software that are both efficient and portable. In this talk we will discuss implementations and performance of a few standard algorithms from linear algebra on high performance computers, such as the CRAY 1, CRAY X-MP, Fujitsu VP-200, Hitachi S-810/20 and Denelcor HEP based on the use of high-level modules. High-level modularity facilitates portability and aids in attaining performance efficiency on a wide variety of environments spanning scalar, vector, and certain parallel computers.
{"title":"Designing algorithms in linear algebra for different computer architectures","authors":"J. Dongarra","doi":"10.1109/CDC.1984.272091","DOIUrl":"https://doi.org/10.1109/CDC.1984.272091","url":null,"abstract":"Architectures of future machines promise to offer a profusion of computing environments. The existing forerunners have already given many software developers cause to reexamine the underlying algorithms for efficiency sake. However, it seems to be an unnecessary waste of effort to recast algorithms with only one computer in mind, regardless of how fast that one may be. With such a wide variety of computer systems and architectures in use or proposed, the challenge for people designing algorithms is to develop algorithms and ultimately software that are both efficient and portable. In this talk we will discuss implementations and performance of a few standard algorithms from linear algebra on high performance computers, such as the CRAY 1, CRAY X-MP, Fujitsu VP-200, Hitachi S-810/20 and Denelcor HEP based on the use of high-level modules. High-level modularity facilitates portability and aids in attaining performance efficiency on a wide variety of environments spanning scalar, vector, and certain parallel computers.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"468 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":"114201777","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}
This paper presents an approximate decomposition method for the evaluation of performance measures for production systems with finite buffers in which blocking and starvation are important. These systems are difficult to evaluate because of their large state spaces and because they may not be decomposed exactly. This approach is based on such system characteristics as conservation of flow. Comparison with exact and simulation results indicate that it is very fast and accurate.
{"title":"An efficient decomposition method for the approximate evaluation of production lines with finite storage space - Summary","authors":"S. Gershwin","doi":"10.1109/CDC.1984.272127","DOIUrl":"https://doi.org/10.1109/CDC.1984.272127","url":null,"abstract":"This paper presents an approximate decomposition method for the evaluation of performance measures for production systems with finite buffers in which blocking and starvation are important. These systems are difficult to evaluate because of their large state spaces and because they may not be decomposed exactly. This approach is based on such system characteristics as conservation of flow. Comparison with exact and simulation results indicate that it is very fast and accurate.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"152 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":"114363449","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}
Using the results of Adamjan, Arov and Krein [1], we develop a new algorithm for computing the optimal Hankel-norm approximants for SISO continuous-time systems. Given a rational transfer function f(s) = n(s)/d(s), we can construct optimal Hankel-norm approximants of all orders from the eigenvectors of a certain matrix M. The specific feature of this new algorithm is that the matrix M has the form 1/2(X2 -1Y2 - X1 -1Y1), where X1 and X2 are rearranged versions of the Hurwitz matrix of d(s), and Y1 and Y2 are obtained by arranging the coefficients of n(s) in a certain pattern. Further, M is a certain representation of the Hankel operator induced by f. Finally, if f(s) has lightly damped poles, the computation of M may be ill-conditioned, in which case a generalized eigenvalue formulation with coefficient matrices Xi and Yi is proposed.
{"title":"Eigenvalue and generalized eigenvalue formulations for Hankel norm reduction directly from polynomial data","authors":"P. Harshasvardhana, E. Jonckheere, L. Silverman","doi":"10.1109/CDC.1984.272284","DOIUrl":"https://doi.org/10.1109/CDC.1984.272284","url":null,"abstract":"Using the results of Adamjan, Arov and Krein [1], we develop a new algorithm for computing the optimal Hankel-norm approximants for SISO continuous-time systems. Given a rational transfer function f(s) = n(s)/d(s), we can construct optimal Hankel-norm approximants of all orders from the eigenvectors of a certain matrix M. The specific feature of this new algorithm is that the matrix M has the form 1/2(X2 -1Y2 - X1 -1Y1), where X1 and X2 are rearranged versions of the Hurwitz matrix of d(s), and Y1 and Y2 are obtained by arranging the coefficients of n(s) in a certain pattern. Further, M is a certain representation of the Hankel operator induced by f. Finally, if f(s) has lightly damped poles, the computation of M may be ill-conditioned, in which case a generalized eigenvalue formulation with coefficient matrices Xi and Yi is proposed.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"26 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":"114634523","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 stochastic control problem with linear stochastic differential equations driven by Brownian motion processes and as cost functional the exponential of a quadratic form is considered. The solution consists of a linear control law and of a linear stochastic differential equation. The latter has the same structure as the Kalman filter but depends explicitly on the cost functional. The separation property does not hold in general for the solution to this problem.
{"title":"Stochastic control of a partially observed linear stochastic system with an exponential-of-integral performance index","authors":"A. Bensoussan, J. van Schuppen","doi":"10.1109/CDC.1984.272302","DOIUrl":"https://doi.org/10.1109/CDC.1984.272302","url":null,"abstract":"The stochastic control problem with linear stochastic differential equations driven by Brownian motion processes and as cost functional the exponential of a quadratic form is considered. The solution consists of a linear control law and of a linear stochastic differential equation. The latter has the same structure as the Kalman filter but depends explicitly on the cost functional. The separation property does not hold in general for the solution to this problem.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"106 1-2","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114007748","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 fuzzy production system for multiobjective scheduling is described in this paper. Based on the heuristic search principle in AI, this system takes the heuristic algorithms used for finding optimal or quasi optimal sequences of different single objectives as the production rules, and the fuzzy min-operator with nonlinear membership function as the test criterion. It is able to find an optimal or quasi-optimal processing sequence to meet many different objective functions simultaneously.
{"title":"A fuzzy production system for multiobjective scheduling to an one-machine-n-parts problem","authors":"Dahai Chen, Yuhuan. Pan, Jinsong Xue","doi":"10.1109/CDC.1984.272183","DOIUrl":"https://doi.org/10.1109/CDC.1984.272183","url":null,"abstract":"A fuzzy production system for multiobjective scheduling is described in this paper. Based on the heuristic search principle in AI, this system takes the heuristic algorithms used for finding optimal or quasi optimal sequences of different single objectives as the production rules, and the fuzzy min-operator with nonlinear membership function as the test criterion. It is able to find an optimal or quasi-optimal processing sequence to meet many different objective functions simultaneously.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"27 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":"114796275","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}
Stability of large scale power systems using direct methods has been investigated either through reduced order models (e.g. one machine-infinite bus equivalent) or by decomposition. The latter method employs artificial mathematical methods for decomposition. In either method the physical picture gets lost and the analysis has to be repated for every disturbance. In this paper we propose a new approach based on singular perturbation and time scale decomposition. The system Lyapunov function gets split into a "slow" Lyapunov function and a number of "fast" Lyapunov functions each for a slowly coherent area. The weighted sum of these Lyapunov functions gets improved in quality as higher order corrections are taken into account. The decomposition is invariant with respect to the disturbance and thus offers a new approach to stability analysis of large scale power systems.
{"title":"Singular perturbations and large scale power system stability","authors":"M. Pai, P. Sauer, K. Khorasani","doi":"10.1109/CDC.1984.272294","DOIUrl":"https://doi.org/10.1109/CDC.1984.272294","url":null,"abstract":"Stability of large scale power systems using direct methods has been investigated either through reduced order models (e.g. one machine-infinite bus equivalent) or by decomposition. The latter method employs artificial mathematical methods for decomposition. In either method the physical picture gets lost and the analysis has to be repated for every disturbance. In this paper we propose a new approach based on singular perturbation and time scale decomposition. The system Lyapunov function gets split into a \"slow\" Lyapunov function and a number of \"fast\" Lyapunov functions each for a slowly coherent area. The weighted sum of these Lyapunov functions gets improved in quality as higher order corrections are taken into account. The decomposition is invariant with respect to the disturbance and thus offers a new approach to stability analysis of large scale power systems.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"62 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":"114852806","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}