229 resultados para local linear estimator


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This paper presents a method of designing a minimax filter in the presence of large plant uncertainties and constraints on the mean squared values of the estimates. The minimax filtering problem is reformulated in the framework of a deterministic optimal control problem and the method of solution employed, invokes the matrix Minimum Principle. The constrained linear filter and its relation to singular control problems has been illustrated. For the class of problems considered here it is shown that the filter can he constrained separately after carrying out the mini maximization. Numorieal examples are presented to illustrate the results.

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In this paper, we solve the distributed parameter fixed point smoothing problem by formulating it as an extended linear filtering problem and show that these results coincide with those obtained in the literature using the forward innovations method.

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An iterative algorithm baaed on probabilistic estimation is described for obtaining the minimum-norm solution of a very large, consistent, linear system of equations AX = g where A is an (m times n) matrix with non-negative elements, x and g are respectively (n times 1) and (m times 1) vectors with positive components.

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This paper deals with an approximate method of analysis of non-linear, non-conservative systems of two degrees of freedom. The approximate equations for amplitude and phase are obtained by a generalized averaging technique based on the ultraspherical polynomial approximation. The method is illustrated by an example of a spring-mass-damper system.

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A simple generalized technique for realizing a non-linear digital to analogue converter (N-DAC), based on the principles of ' segment of equal digital interval ' is described. The simplicity of the proposed technique is demonstrated by realizing an N-DAC having a square law transfer function.

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In this paper the response of a gyrostabilized platform subjected to a transient torque has been analyzed by deliberately introducing non-linearity into the command of the servomotor. The resulting third-order non-linear differential equation has been solved by using a transformation technique involving the displacement variable. The condition under which platform oscillations may grow with time or die with time are important from the point of view of platform stabilization. The effect of deliberate addition of non-linearity with a view to achieving the ideal response—that is, to bring the platform back to its equilibrium position with as few oscillations as possible—has been investigated. The conditions under which instability may set in on account of the small transient input and small non-linearity has also been discussed. The analysis is illustrated by means of a numerical example. The results of analysis are compared with numerical solutions obtained on a digital computer.

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This paper presents an analysis of an optimal linear filter in the presence of constraints on the moan squared values of the estimates from the viewpoint of singular optimal control. The singular arc has been shown to satisfy the generalized Legcndrc-Clebseh condition and Jacobson's condition. Both the cases of white measurement noise and coloured measurement noise are considered. The constrained estimate is shown to be a linear transformation of the unconstrained Kalman estimate.

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In 1956 Whitham gave a nonlinear theory for computing the intensity of an acoustic pulse of an arbitrary shape. The theory has been used very successfully in computing the intensity of the sonic bang produced by a supersonic plane. [4.] derived an approximate quasi-linear equation for the propagation of a short wave in a compressible medium. These two methods are essentially nonlinear approximations of the perturbation equations of the system of gas-dynamic equations in the neighborhood of a bicharacteristic curve (or rays) for weak unsteady disturbances superimposed on a given steady solution. In this paper we have derived an approximate quasi-linear equation which is an approximation of perturbation equations in the neighborhood of a bicharacteristic curve for a weak pulse governed by a general system of first order quasi-linear partial differential equations in m + 1 independent variables (t, x1,…, xm) and derived Gubkin's result as a particular case when the system of equations consists of the equations of an unsteady motion of a compressible gas. We have also discussed the form of the approximate equation describing the waves propagating upsteam in an arbitrary multidimensional transonic flow.

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A method is presented for obtaining, approximately, the response covariance and probability distribution of a non-linear oscillator under a Gaussian excitation. The method has similarities with the hierarchy closure and the equivalent linearization approaches, but is different. A Gaussianization technique is used to arrive at the output autocorrelation and the input-output cross-correlation. This along with an energy equivalence criterion is used to estimate the response distribution function. The method is applicable in both the transient and steady state response analysis under either stationary or non-stationary excitations. Good comparison has been observed between the predicted and the exact steady state probability distribution of a Duffing oscillator under a white noise input.

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In this study, the Krylov-Bogoliubov-Mitropolskii-Popov asymptotic method is used to determine the transient response of third-order non-linear systems. Instead of averaging the non-linear functions over a cycle, they are expanded in ultraspherical polynomials and the constant term is retained. The resulting equations are solved to obtain the approximate solution. A numerical example is considered and the approximate solution is compared with the digital solution. The results show that there is good agreement between the two values.

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In this paper, the transient response of a third-order non-linear system is obtained by first reducing the given third-order equation to three first-order equations by applying the method of variation of parameters. On the assumption that the variations of amplitude and phase are small, the functions are expanded in ultraspherical polynomials. The expansion is restricted to the constant term. The resulting equations are solved to obtain the response of the given third-order system. A numerical example is considered to illustrate the method. The results show that the agreement between the approximate and digital solution is good thus vindicating the approximation.

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Abstract is not vailable.

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A now procedure for the design of sensitivity-reduced control for linear regulators is described. The control is easily computable and implementable since it requires neither the solution of an increased-order augmented system nor the generation and feedback of a trajectory sensitivity vector. The method provides a trade-off between reduction in sensitivity measure and increase in performance index.

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The spectrum of short-closed chains up to N=12 are studied by exact diagonalization to obtain the spin-wave spectrum of the Hamiltonian H=2J Sigma i=1Nsi.si+1+2J alpha Sigma i=1Nsi.si+2, -1.0or=0.3 and alpha

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The scope of the differential transformation technique, developed earlier for the study of non-linear, time invariant systems, has been extended to the domain of time-varying systems by modifications to the differential transformation laws proposed therein. Equivalence of a class of second-order, non-linear, non-autonomous systems with a linear autonomous model of second order is established through these transformation laws. The feasibility of application of this technique in obtaining the response of such non-linear time-varying systems is discussed.