{"title":"Hilbert space realizations for hereditary systems","authors":"J. Burns, E. Cliff","doi":"10.1109/CDC.1979.270273","DOIUrl":"https://doi.org/10.1109/CDC.1979.270273","url":null,"abstract":"","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116760175","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 conditional-mean type smoothers and interpolators","authors":"R. Martin","doi":"10.1109/CDC.1979.270221","DOIUrl":"https://doi.org/10.1109/CDC.1979.270221","url":null,"abstract":"A class of robust smoother and interpolator algorithms is introduced. The motivation for these smoothers and interpolators is a theorem concerning approximate conditional-mean smoothers for vector Markov processes in additive non-Gaussian noise. This theorem is the smoothing analog of Masreliez’s approximate non-Gaussian filter theorem (IEEE-Auto. Control, AC-20, 1975). The theorem presented here relies on the assumption that a certain conditional density is Gaussian, just as does Masreliez’s result. This assumption will rarely, if ever, be satisfied exactly. Thus a continuity theorem is also presented which lends support to the intuitive notion that the conditional density in question will be nearly Gaussian in a strong sense when the additive noise is nearly Gaussian in a comparatively weak sense. Approaches for implementing the robust smoothers and interpolators is discussed and an application to a real data set is presented.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"223 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116909637","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":"On stochastic bilinear control","authors":"R. Mohler, W. Kolodziej","doi":"10.1109/CDC.1979.270289","DOIUrl":"https://doi.org/10.1109/CDC.1979.270289","url":null,"abstract":"The object is to provide a condensed review of current research on bilinear stochastic systems, BLSS and their application, along with preliminary results on optimal filtering. BLSS arise naturally for generalized demographic processes such as may appear in immunology, nuclear physics, biological populations of species and human demography. For example, in the immune system bilinear differential equations describe cell division and chemical binding of antibody receptors to alien molecules due to the law of mass action. Multiplicative stochastic coefficients may be introduced for probabilities of division and differentiation of classes of cells. Additive noise may appear from the bone marrow source of cells, the effects of ill-defined accessory cells and from \"measurements\".","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125849983","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":"Recent results in non-linear filtering","authors":"D. Allinger, S. Mitter","doi":"10.1109/CDC.1979.270158","DOIUrl":"https://doi.org/10.1109/CDC.1979.270158","url":null,"abstract":"","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126150382","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":"Advanced control of a thermal power unit","authors":"J. Maujean","doi":"10.1109/CDC.1979.270281","DOIUrl":"https://doi.org/10.1109/CDC.1979.270281","url":null,"abstract":"Control at varying load of the steam pressure and the steam temperatures delivered by the steam generator has been performed by a multivariable numerical control system on a thermal power plant (250 MW) located at Martigues-Ponteau. This experiment has also allowed us to show off other evaluation criteria than traditional one in order to establish the effectiveness of a control system. The paper gives first the criteria list we have established, then describes the plant characteristics, interactions between variables, controlability difficulties, actuators saturation, non-linearities; the general principles of the method are given. Operating since April 1976, the advanced control system has been tested at various operating regimes to which a power plant is submitted, to compare it with the analog control system. Then the advanced control system has been used in normal operation for several thousand hours. The paper brings up the results of some of these comparative tests and the conclusions of the continuous use of the system. The noted improvement is obtained without increasing the sollicitations of actuators, essentialy through the multivariable and predictive control. The analysis of this advanced control system with respect to the new evaluation criteria, shows that this is a very effective system. The implementation of this method on a controller with microprocessor for a 2 inputs -2 outputs system will make easier the use of this advanced control system. Such a technic will allow an improvement of the thermal power plants flexibility as well as a reduction of stresses undergone by the thermal power plants equipment.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126729532","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":"Indefinite inner product spaces in optimal control","authors":"U. Desai, H. Weinert","doi":"10.1109/CDC.1979.270134","DOIUrl":"https://doi.org/10.1109/CDC.1979.270134","url":null,"abstract":"","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"446 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122796928","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":"Multiple integral expansions for nonlinear filtering","authors":"S. Mitter, D. Ocone","doi":"10.1109/CDC.1979.270191","DOIUrl":"https://doi.org/10.1109/CDC.1979.270191","url":null,"abstract":"Abstract : In their seminal paper, Fujisaki, Kallianpur and Kunita showed how the best least squares estimate of a signal contained in additive white noise can be represented as a stochastic integral with respect to innovation process, the integral being adapted to the observation process. The difficulty with this representation is that in general this estimate is not useful for computing the estimate since the innovations process depends on the estimate of the signal itself. In this paper we discuss representation of the estimate directly in terms of the observation process. In doing so, we derive new results on multiple integral expansions for square-integrable functionals of the observation process and show the connection of this work to the theory of contraction operators on Fock space. This letter development is due to Nelson and Segal. We also present several applications of these results to determining sub-optimal filters. (Author)","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128766326","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":"Switching and metastability in singularly perturbed, nonlinear differential equations","authors":"R. Washburn, R. Mehra","doi":"10.1109/CDC.1979.270254","DOIUrl":"https://doi.org/10.1109/CDC.1979.270254","url":null,"abstract":"We examine deterministic, nonlinear, singularly perturbed differential equations whose fast time scale behavior exhibits metastability: long periods of stability separated by rapid transitions between equilibria. The slow time scale behavior exhibits switching: discontinuous (and in some cases, nondeterministic) jumps. Metastability and switching can occur in many systems which are large collections of coupled, nonlinear subsystems such as one finds in models of electric generators coupled together by a transmission network. The approach taken here, based on bifurcation analysis, extends conventional asymptotic approximations (e.g., singular perturbation or multiple time scale analysis) to a large class of essentially non-linear systems including some multimachine models used in power system analysis. This approach also identifies some sources of nondeterminisim in otherwise deterministic-seeming systems, and it suggests new random and nondeterministic reduced order models of such systems.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128690875","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 new form of the extended Kalman filter for parameter estimation in linear systems","authors":"V. Panuska","doi":"10.1109/CDC.1979.270083","DOIUrl":"https://doi.org/10.1109/CDC.1979.270083","url":null,"abstract":"A well-known method for estimation of parameters in linear systems with correlated noise is the extended Kalman filter where the unknown parameters are estimated as a part of an enlarged state vector. To avoid the computational burden in determining the state estimates when only the parameter estimates are required, a new simple form of the extended Kalman filter, where the state consists only of the parameters to be estimated, is proposed. The algorithm is based on the inclusion of the computed residuals in the observation matrix of a state representation of the system, an idea first introduced in the so-called extended least squares or Panuska's method. Convergence properties of the proposed algorithm are studied and the algorithm is shown to perform a gradient-based minimization of the maximum likelihood loss function. Some special cases of the algorithm are also discussed and an extension to an estimator for randomly varying parameters is outlined.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121345408","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 stability theory for the linear-quadratic-Gaussian problem for systems with delays in the state, control, and observations","authors":"R. Kwong","doi":"10.1109/CDC.1979.270217","DOIUrl":"https://doi.org/10.1109/CDC.1979.270217","url":null,"abstract":"The estimation and control of linear stochastic systems with delays in the state, control, and observations are studied. First, the infinite time deterministic optimal control problem with quadratic cost is examined. Using an appropriate notion of stabilizability and detectability, the optimal control law is obtained, and the closed loop system is shown to be L2-stable. Next, the stochastic filtering problem is studied. Under suitable assumptions of detectability and stabilizability, the filter gains are shown to converge, and the optimal stationary filter is shown to be L2-stable. Finally, by putting together the optimal control and filtering results, a stable constant stochastic control law is obtained for the linear-quadratic-Gaussian problem.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1979-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121573693","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}