Control and dynamicsystems : advances in theory and by Cornelius T Leondes

By Cornelius T Leondes

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Additional info for Control and dynamicsystems : advances in theory and applications. Vol. 11

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9. A. E. BRYSON and Y. C. , Waltham, Massachusetts (I969). 10. R. E. KALMAN, "A New Approach to Linear Filtering and Prediction Problems," Trans. ASME, J. Basic Eng. (i960). 11. R. K. MEHRA, "Identification of Linear Dynamic Systems," paper presented at the IEEE Symposium on Adaptive Processes (8th), Pennsylvania (17-19 November I969). 12. T. KAIIATH, "An Innovation Approach to Least Squares Estimation, Part I," IEEE Trans, on Automatic Control, 13: 646-655 (December I96Ö). 13. P. L. SMITH, Estmation of Covariance Parameters in Time Discrete Linear Systems with Applications to Adaptive Filtering, Aerospace Corporation Report TOR-0059 (63ll)-23 (1971).

0011, -. 000070 3650 80 12 13 80 22 1+ Number Iter. RESULTS OF FOURTH ORDER PROBLEM WITH QUADRATIC POLYNOMIAL FIT TABLE II 580 137 ^93 1 6ho 2814- 39^ 1 Number F Cale. COMPUTER AIDED CONTROL SYSTEMS DESIGN TECHNIQUES FIG. 2. Mult minimum Function. As can readily be seen, there are three minimum points of this function. 57; -·97> -3·51+. Any of the local methods discussed previously will converge to the minimum closest to the starting point. 01. 91. 55. the In this simple one dimensional case, the experimenter might be lucky enough to guess three starting points which would give the three minima.

MANN and H. WALD, "On the Statistical Treatment of Linear Stochastic Difference Equations/' Econometrica, Vol. 11, 173-220 (19^3). 5. W. N. , G. B. KLEINDORFER, P. R. KLEINDORFER and M. B. W00DR00FE, "Consistent Estimates of the Parameters of a Linear System," The Annals of Mathe­ matical Statistics, Vol. kO, No. 6, 2064-2075 (I969). 6. G. E. P. BOX and D. M. JENKINS, "Time Series Analysis, Forecasting and Control," Chapter 11, Identification, Fitting, and Checking of Transfer Function Models, Holden-Day, San Francisco (I97O).

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