{"title":"Minimum-variance fixed-form compensation of linear systems","authors":"T. Johnson","doi":"10.1109/CDC.1978.268043","DOIUrl":"https://doi.org/10.1109/CDC.1978.268043","url":null,"abstract":"The problem of determining the linear time-invariant compensator of a specified dimension which minimizes the asymptotic expected value of a quadratic form in the state variables of a linear stochastic system of arbitrary order, is considered. It is shown that under appropriate assumptions, the solution of this problem can be interpreted as a minimum-order observer-based or dual observer-based compensator for an optimally aggregated model of the plant.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124200420","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":"Modeling and control of nonlinear plants","authors":"H. Vanlandingham, R. Moose, W. Lucas","doi":"10.1109/CDC.1978.267947","DOIUrl":"https://doi.org/10.1109/CDC.1978.267947","url":null,"abstract":"A method of modeling nonlinear plants is presented which uses established piecewise-linear approximations to nonlinear systems, but provides a reduction to the number of approximations needed. The reduction in the number of approximations is achieved with the addition of time-correlated plant noise, similar to the method of correlated acceleration applied to the problem of tracking a maneuvering target.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123490045","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":"Successive approximation algorithms for stochastic games-Numerical comparisons","authors":"P. Dasgupta, W. Gruver","doi":"10.1109/CDC.1978.268108","DOIUrl":"https://doi.org/10.1109/CDC.1978.268108","url":null,"abstract":"In this paper we treat algorithmic methods for solution of stochastic games. A value iteration method incorporating bounds in a test for suboptimality is compared with policy iteration for three types of transition probability matrices. Numerical experiments demonstrate the superiority of the value iteration technique for problems with special structure.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"35 4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115824245","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":"Asymptotic analysis of a class of nonlinear filtering problems - Part I: A generic example","authors":"G. Blankenship, A. Haddad","doi":"10.1109/CDC.1978.267903","DOIUrl":"https://doi.org/10.1109/CDC.1978.267903","url":null,"abstract":"A class of nonlinear estimation problems are considered for systems involving Markov processes. The systems are parameterized by ϵ ! 0 so that their solutions are asymptotic (weakly) to diffusion processes. When the latter are Gauss - Markov processes to which the Kalrnan-Bucy filtering algorithm applies, we compute formal power series (in ϵ) for the conditional densities in terms of the conditional density in the Kaiman-Bucy problem. A generic example is treated in detail in Part I. More general problems are outlined in Part II.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132421712","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":"Stochastic control and the second law of thermodynamics","authors":"R. Brockett, J. Willems","doi":"10.1109/CDC.1978.268083","DOIUrl":"https://doi.org/10.1109/CDC.1978.268083","url":null,"abstract":"The second law of thermodynamics is studied from the point of view of stochastic control theory. We find that the feedback control laws which are of interest are those which depend only on average values, and not on sample path behavior. We are lead to a criterion which, when satisfied, permits one to assign a temperature to a stochastic system in such a way as to have Carnot cycles be the optimal trajectories of optimal control problems. Entropy is also defined and we are able to prove an equipartition of energy theorem using this definition of temperature. Our formulation allows one to treat irreversibility in a quite natural and completely precise way.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129402634","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":"An algebraic structure of discrete-time biaffine systems","authors":"T. Tarn, S. Nonoyama","doi":"10.1109/CDC.1978.267908","DOIUrl":"https://doi.org/10.1109/CDC.1978.267908","url":null,"abstract":"New results on the realization of finite-dimensional, discrete-time, internally biaffine systems are presented in this paper. The external behavior of such systems is described by multiaffine functions and the state space is constructed via Nerode equivalance relations. We prove that the state space is an affine space. An algorithm which amounts to choosing a frame for the affine space is presented. Our algorithm reduces in the linear and bilinear case to a generalization of algorithms existing in the literature. Explicit existence criteria for span-canonical realizations as well as an affine isomorphism theorem are given.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130773731","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":"Recursive prediction error methods for adaptive estimation","authors":"J. Moore, H. Weiss","doi":"10.1109/TSMC.1979.4310182","DOIUrl":"https://doi.org/10.1109/TSMC.1979.4310182","url":null,"abstract":"Convenient prediction error methods for identification and adaptive state estimation are proposed and the convergence of the recursive prediction error methods to achieve off-line prediction error minimization solutions studied. To set the recursive prediction error algorithms in another perspective, specializations are derived from significant simplifications to a class of extended Kalman filters. The latter are designed for linear state space models with the unknown parameters augmenting the state vector and in such a way as to yield good convergence properties. Also specializations to approximate maximum likelihood recursions, and connections to the extended least squares algorithms are noted.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132256741","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":"An algorithm for parallel processing of the state increment dynamic programming problem","authors":"C. Scheel, B. McInnis","doi":"10.1109/CDC.1978.267929","DOIUrl":"https://doi.org/10.1109/CDC.1978.267929","url":null,"abstract":"An algorithm is proposed for the parallel processing of the dynamic programming problem. The procedure combines the state increment approach with function partitioning and evaluate the partitioned cost function using the successive approximations technique as n one-dimensional problems in a decoupled form.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132279679","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":"Predictive guidance for interceptors with time delays","authors":"C. Hecht, A. Troesch","doi":"10.1109/CDC.1978.267897","DOIUrl":"https://doi.org/10.1109/CDC.1978.267897","url":null,"abstract":"Predictive guidance equations for systems with time delays are developed using optimal control theory to obtain interceptor steering gains. Previously, predictive guidance and proportional navigation, which are essentially the same, employed a steering policy based on instantaneous interceptor response. In this paper the time response of the interceptor is approximated by a linear first order time lag, and the optimal steering gain is evaluated using a quadratic penalty function. The optimal control for interception is determined to be a linear function of the predicted position error and the acceleration error. The gains are functions of only the time-to-go and the interceptor time constant. An application with computer simulations is included for interception of a non-maneuvering target. The simulations demonstrate a significant improvement of interceptor performance using the optimum gains in comparison to the conventional gain of proportional navigation.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126583032","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":"The time-optimal control of a class of nonlinear systems","authors":"S. Javid, P. Kokotovic","doi":"10.1109/CDC.1978.268049","DOIUrl":"https://doi.org/10.1109/CDC.1978.268049","url":null,"abstract":"The time-optimal control of a class of nonlinear singularly perturbed systems possesses the two time-scale property that the optimal control is made of a control in a slow-time scale followed by a control in a fast time-scale. Based on this property a near time-optimal control is defined. Two examples illustrating the computation of the near-optimal control and a simple iterative technique are presented.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"254 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116488406","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}