{"title":"Parameter identification in a class of nonlinear systems","authors":"P. Pal, C. Knapp","doi":"10.1109/CDC.1979.270084","DOIUrl":"https://doi.org/10.1109/CDC.1979.270084","url":null,"abstract":"Two approaches are proposed for on line identification of parameters in a class of nonlinear discrete time systems. The system is modelled by state equations in which state and input variables enter nonlinearly in general polynomial form while unknown parameters and random disturbances enter linearly. States and inputs are observed with measurement errors represented by white Gaussian noise having known covariance. System disturbances are also white and Gaussian with finite but unknown covariance. One method of parameter estimation is based upon a least squares approach; the second is a stochastic approximation algorithm (SSA). In each case the algorithm is motivated by minimization of an appropriate error criterion and modified to eliminate bias errors. Under fairly mild conditions the estimate derived from the least squares algorithm (LSA) is shown to converge in probability to the correct parameter; the SAA yields an estimate which converges in mean square and with probability one. Examples are given illustrating convergence of a recursive form of the LSA. This recursive form still requires inversion of a matrix at each step. The SAA requires no matrix inversions but experience to date with the algorithm indicates that convergence is slow relative to that of the LSA.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"1 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":"129627683","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 multiple model adaptive dual control algorithm for stochastic systems with unknown parameters","authors":"C. Wenk, Y. Bar-Shalom","doi":"10.1109/CDC.1979.270282","DOIUrl":"https://doi.org/10.1109/CDC.1979.270282","url":null,"abstract":"An adaptive dual control algorithm is presented for linear stochastic systems with constant but unknown parameters. The system parameters are assumed to belong to a finite set on which a prior probability distribution is available. The tool used to derive the algorithm is preposterior analysis: a probabilistic characterization of the future adaptation process allows the controller to take advantage of the dual effect. The resulting actively adaptive control called Model Adaptive Dual (MAD) control is compared to two passively adaptive control algorithms - the Heuristic Certainty Equivalence (HCE) and the Deshpande-Upadhyay-Lainiotis (DUL) model-weighted controllers. An analysis technique developed for the comparison of different controllers is used to show statistically significant improvement in the performance of the MAD algorithm over those of the HCE and DUL.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"1 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":"132803412","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":"Generalized dynamical systems","authors":"G. Verghese, T. Kailath","doi":"10.1109/CDC.1979.270292","DOIUrl":"https://doi.org/10.1109/CDC.1979.270292","url":null,"abstract":"There has been active interest recently, some of it promted by the paper of Rosenbrock [1], in the structure of linear time-invariant dynamical systems at 'infinite frequencies'. We review some of this work, [2]-[10], noting recent extensions, and suggesting useful directions for future work. Of particular interest are systems that exhibit impulsive responses to initial conditions; these we have termed generalized dynamical systems.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"8 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":"132816259","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":"Robust quantizers designed using the companding approximation","authors":"W. Bath, V. VandeLinde","doi":"10.1109/CDC.1979.270223","DOIUrl":"https://doi.org/10.1109/CDC.1979.270223","url":null,"abstract":"This paper considers the design of a quantizer when the probability distribution of the input signal is not known exactly. A robust (minimax) quantizer is derived which produces the largest possible guaranteed signal-to-noise ratio over a sizeable class of input distributions (all unimodal distributions with a known moment). A closed-form solution for the robust quantization levels is possible by using the companding approximation. In many instances, the robust quantizer guarantees a significantly higher signal-to-noise ratio than quantizers designed for the standard distributions (uniform, Gaussian, Laplace.) A similar approach is used to \"robustify\" the commonly used µ-law and A-law companders.","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":"116301855","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":"Incomes policies in an open flexprice and fixprice economy","authors":"W. Boyes, D. Schlagenhauf","doi":"10.1109/CDC.1979.270206","DOIUrl":"https://doi.org/10.1109/CDC.1979.270206","url":null,"abstract":"Incomes policies have been increasingly called for as Western economies have experienced periods of stag-flation. Part of the attraction of incomes policies has been based on the belief that they are an appropriate instrument to deal with a country's unsatisfactory balance-of-payments position. The purpose of this paper is to evaluate the appropriateness of an incomes policy in an open economy. An optimally structured incomes policy, derived for a simple inflation model, is examined under alternative exchange rate regimes. The model, in the tradition of models by Gordon, Hicks and Okun, is characterized by two output markets, one a flexible price market and one characterized by markup pricing, and a single labor (input) market. This model is then used as the constraint set in a dynamic optimization problem. Both analytical and simulation results are presented. The results suggest that a direct price control program is not appropriate in an open economy.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"41 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":"134017914","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 decomposition technique to determine optimal coordinating policies of energy storage plants with electric power system","authors":"A. Meliopoulos","doi":"10.1109/CDC.1979.270072","DOIUrl":"https://doi.org/10.1109/CDC.1979.270072","url":null,"abstract":"The problem of coordinating energy storage plants with an integrated hydroelectric power system to achieve minimum overall operating costs is a large and complex stochastic decision problem. This paper describes a decomposition technique which reduces the complexity of the problem and results in practical computational algorithms. The method is based on the definition of two subproblems. The first subproblem addresses the decision process for coordinating energy storage plants with an electric power system over a short period of time (for example, one day). This results in a functional relationship between the coordinated schedule and the parameters of the problem. Quadratic programming techniques are suitable for the solution of this subproblem. The second subproblem employs the above described functional relationship in order to define the optimal policy in coordinating energy storage plants over an indefinite time period of operation. Dynamic programming is employed for the solution of the second subproblem. Applications (pumped hydro storage stations, battery stations, etc.) are described. Results of a pumped hydro station application are cited.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"22 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":"132931627","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":"Dynamic models of shortest path routing algorithms for communication networks with multiple destinations","authors":"D. Bertsekas","doi":"10.1109/CDC.1979.270147","DOIUrl":"https://doi.org/10.1109/CDC.1979.270147","url":null,"abstract":"This paper provides analysis and computational results relating to the dynamic behavior of shortest path routing algorithms for store and forward communication networks. A companion paper [1] focuses on networks with a single destination. The present work considers networks with multiple destinations.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"33 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":"123405042","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 guide to reduced order observer design","authors":"J. Ostroff, B. Moore","doi":"10.1109/CDC.1979.270062","DOIUrl":"https://doi.org/10.1109/CDC.1979.270062","url":null,"abstract":"","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"4 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":"125543615","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":"Adaptive control of systems with structural colored noise","authors":"Y. Wu","doi":"10.1109/CDC.1979.270283","DOIUrl":"https://doi.org/10.1109/CDC.1979.270283","url":null,"abstract":"The methodology of fuzzy dynamic programming has been extended to obtain guaranteed adaptive control for a class of systems with structural colored noise. The detailed solutions for two special cases: (i) systems with slow-varying parameter and (ii) systems with colored noise q in restricted subspace are given.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"1 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":"130364524","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":"Various kinds of interactive addition of fuzzy numbers, application to decision analysis in presence of linguistic probabilities","authors":"D. Dubois, H. Prade","doi":"10.1109/CDC.1979.270044","DOIUrl":"https://doi.org/10.1109/CDC.1979.270044","url":null,"abstract":"After a brief recall of possibility theory and of the concept of interactivity, new results concerning different kinds of addition of fuzzy numbers are given (to introduce these additions, no reference to the extension principle is needed). As an illustration, the application of one of these results to a problem (which was unsolved until now) of decision-making in presence of linguistic probabilities is presented.","PeriodicalId":338908,"journal":{"name":"1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"76 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":"127682520","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}