Contents Number 1
January SPECIAL ISSUE IDENTIFICATION AND SYSTEM PARAMETER ESTIMATION Guest Editor: Rolf Isermann
G. Axelby
1
Editor-in-Chief's Note
R. Isermann
3
Guest Editorial
1 IDENTIFICATION METHODS (a) SURVEYS V. Strejc
7
Trends in I d e n t i f i c a t i o n
P. Young
23
Parameter Estimation for Continuous-Time i o d e l s ~ A
V. Peterka
41
Bayesian System I d e n t i f i c a t i o n
P. E. Wellstead
55
Non-Parametric M e t h o d s of System Identification
L. Ljung and K. Glover
71
Frequency Domain Identification
Versus
Time
Domain
Survey
Methods
in
System
(b) SPECIAL IDENTIFICATION METHODS L. Ljung
89
Analysis of Algorithm
a General
Recursive
Prediction
Error
Identification
T. Soderstrom and P. Stoica
101
Comparison of Some Instrumental Variable i s t h o d s ~ C o n s i s t e n c y and Accuracy Aspects
R. P. Guidorzi
117
Invariants and Canonical Parametric I d e n t i f i c a t i o n
G. C. Goodwin, P. J. Ramadge and P. E. Caines
135
A Globally Convergent A d a p t i v e Predictor
Forms
for
Systems:
Structural
and
2. IDENTIFICATION APPLICATIONS (a) IDENTIFICATION OF TECHNICAL SYSTEMS for
Optimal
Control
of
Supercritical
H. Nakamura and H. Akaike
143
Statistical I d e n t i f i c a t i o n Thermal Power Plants
A. Tyss¢~
1 57
M o d e l l i n g and Parameter Estimation of a Ship Boiler
R. M. C. de Keyser and A. R. van Cauwenberghe
167
A Self-Tuning M u l t i s t e p Predictor A p p l i c a t i o n
R. Haber, J. Hetth6ssy, L. Keviczky, I. Vajk, A. Feh~r, N. Czeiner, Z. Cs,~sz~r and A. Turi
175
Identification and A d a p t i v e Control of a Glass Furnace
C. G. Kallstrom and K. J. Astr6m
187
Experiences of Systems I d e n t i f i c a t i o n Applied t o Ship Steering
P. D. Roberts and T. W. C. Williams
199
On an A l g o r i t h i m for Combined System O p t i m i s a t i o n and Parameter Estimation (b) IDENTIFICATION OF BIOLOGICAL AND ECONOMIC SYSTEMS
O Brovko, D M. Wiberg, L Arena and J W. Bellville
213
The Extended Kalman Filter as a Pulmonary Blood F l o w Estimator
P. B. L. Castrucci and J. D. G. Garcia
221
Linear M o d e l l i n g and Optimal Control Applied t o an Indexing Process (c) ADAPTIVE CONTROL SYSTEMS
233
Implementation Tuners
H. Kurz and W. Goedecke
245
Digital Parameter-Adaptive Control Dead Time
253
Biographical Notes on Contributors to this Issue
iii
and
Application
of
Microprocessor-Based
D. W. Clarke and P. J. Gawthrop
of
Processes
with
Self-
Unknown
Contents
Number 2 -- March G. S, Axelby and M. Kummel
261
Editorial: On Book Reviews
C Maffezzoni and V. Marchese
263
Structural Parameter Estimation in Power Systems
F. Delebecque and J,-P. Quadrat
281
Optimal Control Interactions
D. Benlahcen and M. Lamotte
297
A Fuzzy A u t o m a t o n Synthesis Method
L. Pun
307
Computer Assisted Static and Dynamical Plannings for Production Activities
M. Grotzbach
321
Analysis of Periodically S w i t c h Controlled Continuous A p p r o x i m a t i o n Models
PAPERS
of
iarkov
Chains A d m i t t i n g
Strong
Lowpass
and Weak
Systems
by
L. T Gruji~:
335
On Absolute S t a b i l i t y and the Aizerman Conjecture
J. Werner
351
Control Aspects of Human Temperature Regulation
J. O'Reilly
363
The Discrete Linear Time Invariant Time-Optimal Control Problem--An Overview
C. Schizas and F. J. Evans
371
A Graph Theoretic Approach to i u l t i v a r i a b l e Control System Design
S. Nakamori and A. Hatali
379
New Prediction A l g o r i t h m s Innovation Theory
T. Soderstrom
387
On a M e t h o d for Model Structure Selection in System Identification
P. W. Otter
389
Identification and Estimation of Discrete S t a t e - V e c t o r Models w i t h Stochastic Inputs
W. J. Runggaldier
393
A Generalized Certainty-Equivalence Result in Stochastic Control
C. Commault
397
Optimal Choice of Modes for Aggregation
J. Gertler and F. Sipos
401
Performance Index Sensitivity of the Constrained M i n i m u m Variance I n p u t - O u t p u t Estimator
A. A, Desrochers
407
On an Improved Model Reduction Technique for Nonlinear Systems
H. E. Ernara-Shabaik and C. T. Leondes
411
A Note on the Extended Kalman Filter
413
Erratum
41 5
Biographical Notes on Contributors to this Issue
41 9
Editorial: N e w Positions and Directions
BRIEF PAPERS
by Covariance Information
Based on
TECHNICAL COMMUNIQUES
Number 3 -- May G. S Axelby
PAPERS Y. Oshima
421
Recent Trends of M a n u f a c t u r i n g Technology in Japan
A. R Dohner
441
Optimal Control Solution of the A u t o m o t i v e Emission-Constrained M i n i m u m Fuel Problem
P. Young
459
A Second Generation A d a p t i v e Autostabilization System for Airborne Vehicles
G. L. Yorke and D. B. Cherchas
471
An A l g o r i t h m for Non-Linear Space Time Nuclear Reactor Control
A. L. Dexter
483
Self-Tuning O p t i m u m Start Control of Heating Plant
T. Yoshimura, Y, Okamoto and T. Soeda
493
Prediction of Air Pollutant Concentrations in Tokushima Prefecture, Japan
J. D. Aplevich
509
T i m e - D o m a i n Input O u t p u t Representations of Linear Systems
J. Staar
523
A Study of i B H - t y p e
A, Orbach, C Rorres and R. Fischl
535
Optimal Control of a Solar Collector Loop Using a Distributed-Lumped Model
H. EI-Sherief
541
a u l t i v a r i a b l e System Structure and Parameter Identification Using the Correlation M e t h o d
Realization A l g o r i t h m s
BRIEF PAPERS
iv
Contents TECHNICAL COMMUNIQUE v Solo
545
The Convergence of an Instrumental-Variable-like Recursion
549
Biographical Notes on Contributors to this Issue
553
O b i t u a r y - - B o r i s Nikolaevich Petrov 1913-1980
N u m b e r 4 - - July
PAPERS K R Lorell, E K Parsons and J D Powell
555
Image M o t i o n Compensation Telescope Facility
System
S. J Dodds
563
Adaptive, High Precision, Microprocessor Implementation
Satellite
M M Bayoumi, K Y. Wong and M A EI-Bagoury
575
A Self-Tuning Regulator for i u l t i v a r i a b l e Systems
I D. Landau and R Lozano
593
Unification of Discrete Time Control Designs
Explicit
for
the
Shuttle
Attitude
Model
Infrared
Control
for
Reference A d a p t i v e
BRIEF PAPERS T. Shiraiwa, Y. Sakamoto, S. Kobayashi, S Anezaki, H Kato and A Kuwabara
612
A u t o m a t i c Control of Casting Speed in Ingot Casting
O Wasynczuk and R A. DeCarlo
619
The Component Connection Model and Structure Preserving Model Order Reduction
M Pachter
627
Speed Control of a Field Controlled D.C. Traction M o t o r
A Balestrino and G Celentano
631
Dynamic Controllers in Linear M u l t i v a r i a b l e Systems TECHNICAL COMMUNIQUES
C.G. K i m a n d V Gourishankar
637
A Model Reference A d a p t i v e Technique of Identification for Discrete Systems
M. E Sezer and D D Siljak
641
On Decentralized Stabilization and Structure of Linear Large Scale Systems
S L Campbell
645
On an Assumption Guaranteeing Boundary Layer Convergence of Singularly Perturbed Systems
M. Gilliand E Rossier
647
Understanding Complex Systems
P.A. Janakiramanand S Renganathan
653
A New On-line Linear Systems
T Yoshlmura, K Konishi and T. Soeda
657
A M o d i f i e d Extended Kalman Filter for Linear Discrete-Time Systems w i t h U n k n o w n Parameters
S. Nakamori and A. Hataji
661
New Design of Linear Least-Squares Fixed-Interval Smoother Using Covariance information
Identification
Method
for
Discrete
Multivariable
CORRESPONDENCE ITEM S. K Katti
665
Comments on 'Decentralized Control of Linear M u l t i v a r i a b l e Systems"
667
Biographical Notes on Contributors to this Issue
Number 5 -- September 671
O b i t u a r y - - N a u m Samoylovich Rajbman 1921-1981
J. Zaborszky, K. W. Whang, K. V. Prasad and I. N. Katz
673
Local Feedback Stabilization of Large Interconnected Power Systems in Emergencies
U. Di Caprio
687
Conditions for Theoretical Coherency in a u l t i m a c h i n e Power Systems
B. D. O. Anderson and D. J. Clements
703
Algebraic Characterization of Fixed Modes in Decentralized Control
T. S6derstrom
713
Identification of Stochastic Linear Systems in Presence of Input Noise
PAPERS
v
Contents
BRIEF PAPERS D J Sandoz and O. Wong
727
C o m p u t e r Aided C o n t r o l System Design Applied t o M i l k Drying Plants
F. Buchholt and M K~Jmmel
737
A Multivariable Evaporator
V. Kui~era
745
N e w Results in State Estimation and Regulation
T. Ba~ar
749
Equilibrium Hierarchy
K Furuta, S Hatakeyarna and H. Kominami
755
Structural Identification M u l t i v a r i a b l e Systems
T. Yoshikawa and T Sugie
763
Inverse Systems f o r Reproducing Linear Functions of Inputs
Selftuning
Strategies
in
a Double Effect
Regulator to Control
Dynamic and
Games
Software
with
Multi-levels
Package
for
of
Linear
TECHNICAL COMMUNIQUE 771
On t h e Design of Feedback C o n t r o l f o r Relative S t a b i l i t y
773
Biographical Notes on Contributors to this Issue
L S Kershenbaum and T R Fortescue
777
I m p l e m e n t a t i o n of On-line C o n t r o l in Chemical Process Plants
P V Kokotovic
789
Subsystems, Time Scales and M u l t i m o d e l i n g
H K Khalil
797
A s y m p t o t i c S t a b i l i t y of N o n l i n e a r M u l t i p a r a m e t e r S i n g u l a r l y Perturbed Systems
R Kumar and J B. Moore
805
Detection Techniques in Least Squares Identification
M A Salman and J B Cruz, Jr
821
An Incentive M o d e l o f D u o p o l y w i t h G o v e r n m e n t C o o r d i n a t i o n
T R Fortescue, L S Kershe~,baum and B E Ydstie
831
I m p l e m e n t a t i o n of S e l f - t u n i n g Factors
M Cremer and M Papageorgiou
837
P a r a m e t e r I d e n t i f i c a t i o n for a Traffic F l o w M o d e l
P Chemouil, M R. Katebi, D Sastry and M G Singh
845
M a x i m u m a posteriori P a r a m e t e r E s t i m a t i o n in Large-scale Systems
Lj B Jocic
853
On t h e A t t r a c t i v i t y o f Imbedded Systems
P Stoica and T Soderstrom
861
Analysis of an O u t p u t Error I d e n t i f i c a t i o n A l g o r i t h m
865
Biographical Notes on Contributors to this Issue
J W Brewer and E. Aghabarari
Number 6 -- November
BRIEF PAPERS Regulators w i t h
Variable F o r g e t t i n g
TECHNICAL COMMUNIQUE
i
Index to Volume 17, 1981
vi
Key Word Index Accuracy, 101 Adaptive control, 135, 167, 199, 233, 245, 459, 483, 563, 575, 593, 613, 737, 777, 831 Adaptive systems, 23, 351 ADC, 143 Aerospace computer control, 459, 563 Aerospace simulation, 459 AIC, 143 Air pollution, 493 APC, 143 Approximation theory, 321 Assembling, 421 Attitude control, 563 Autoregressive model, 143 Automaton theory, 297, 307 Automobiles, 441 Bang-bang control, 535, 563 Bayesian statistics, 41 Bias reduction, 805 Bilinear conyrol, 471, 535 Biocontrol, 351 Biomedical, 213 Boiler, 157 Boundary value problems, 845 Canonical forms, 117, 509 Cardiac output, 213 Cardiology, 213 Chemical industry, 777, 831 Chemical variables control, 233 Closed loop systems, 535, 563 CNC, 421 Communications control applications, 379 Computational methods, 523 Computer-aided design, 157, 187, 727, 755 Computer-aided planning, 307 Computer control, 143, 175, 233, 421, 471, 483, 563, 575, 627, 727, 737, 777, 831 Computer software, 233 Consistency analysis, 101 Constraint theory, 401 Control engineering computer applications, 187, 233 Control equipment, 613 Controllability, 371, 687 Controllers, 563, 703 Control nonlinearities, 335 Control system analysis, 297, 351 Control system synthesis, 175, 297, 555 Control theory, 335, 535, 673 Convergence analysis, 89 Convergence of numerical methods, 199 Convivial control, 307
Correlation methods, 263, 713 Damping, 263 Data processing, 263, 379 D.C. motors, 321, 627 Deadbeat control, 363 Decentralized control, 703 Decision-dependent information structure 821 Decoupling, 687 Detection, 805 Diagonal dominance, 789 Difference equations, 187 Digital control, 245, 555, 575 Direct digital control, 233, 555 Discrete systems, 117, 281, 321, 389 Discrete time systems, 541, 593 Distributed-lumped models, 535 Distributed-parameter systems, 351, 493 Disturbance rejection, 371 Dual control, 393 Duopoly, 821 Dynamic controllers, 631 Dynamic equivalents, 687 Dynamic games, 749 Dynamic programming, 281, 393, 727 Dynamic response, 687 Economics, 221 Eigenvalue assignment, 363 Eigenvalues, 687 Electromechanic coherency, 687 Energy control, 483 Feedback, 101, 673, 703 Feedforward, 555 Filtering, 379 Flexible manufacturing, 421 Flow control, 535 Fluid compensation control, 777 Frequency response, 55 Fuzzy automaton, 297 Fuzzy logic, 297 Game theory, 749 Glass industry, 175 Graph theory, 371 Heat systems, 483 Hierarchical decision making, 749 Hierarchical systems, 199, 749 Identification, 7, 23, 41, 55, 71, 89, 101, 117, 135, 143, 157, 175, 187, 213, 221, 263, 387, 389, 541, 575, 613, 713, 727, 755, 805, 861 vii
Image motion compensation, 555 Impulse response, 55 Incentives, 821 Indexing, 221 Industrial computer control, 199 Industrial control, 167, 613 Industrial systems, 737 Input-output models, 509 Internal combustion engines, 441 Invariance, 117 Inverse systems, 763 Iterative methods, 441, 845 IV methods, 101 Kalman filters, 157, 213, 389, 555, 563, 713, 777 Large-scale systems, 281, 371, 619, 703, 749, 845, 853 Least square approximation, 397, 523 Least squares method, 541 Limit cycle, 563 Linearization techniques, 321 Linear model, 221 Linear optimal estimator, 745 Linear optimal requlator, 745 Linear systems, 7, 23, 101, 117, 363, 509, 523, 619, 713, 763 Lyapunov methods, 335, 797, 853 Management systems, 307 Markov processes, 281, 379 Mask aligner, 421 Mathematical analysis, 673 Matrix polynomial equations, 745 Maximum principle, 845 Measurement errors, 199 Medical systems, 213 Microprocessor cOntrol, 627 Microprocessors, 233, 483, 563 Microwave techniques, 613 Minimal design, 509 Minimal realization, 389, 509, 523 Minimum-time control, 627 Minimum-time systems, 363 Missiles, 459 Modal control, 471 Modelling, 7, 157, 175, 213, 281, 321, 493, 523, 837 Model structure selection, 387 Model validation, 837 Monetary correction, 221 Multivariable control systems, 335, 371, 471, 555, 575, 631, 703, 727, 737, 777 Multivariable systems, 117, 363, 397, 523, 541, 755, 763
Key Word Index NC machine tools, 421 Nonlinear control systems, 335, 471, 563 Nonlinear equations, 187, 335 Nonlinear filtering, 213 Nonlinear programming, 23, 837 Nonlinear systems, 7, 23, 321, 335, 777, 797, 853 Nuclear reactors, 471 Observers, 555 On-line operation, 23 Optimal control, 143, 221, 281, 441, 535, 563, 777 Optimal coordination, 821 Optimal filtering, 401, 493, 555, 563 Optimization, 199, 397, 441 Optimal systems, 749 Parameter estimation, 7, 23, 41, 101, 117, 157, 167, 187, 199, 213, 245, 387, 389, 459, 575, 593, 713, 777, 805, 845 Partial differential equations, 535 Parameter identification, 837 Perturbation techniques, 281, 797 pH control, 233 Phase space methods, 563 Physiological models, 213, 351 PID control, 143 Piecewise-linear techniques, 321 Pole assignment, 631 Pole placement, 459 Power converters, 321 Power plant control, 143
Power system control, 263, 673, 853 Power systems analysis and control, 687 Power transmission, 673 Prediction, 41, 135, 167, 187, 379, 493 Predictive control, 167, 483, 563 Prediction error methods, 713 Probability, 41 Process control, 233, 245, 575, 831 Production system and robots, 421 Random processing, 41, 379 Recursive algorithms, 89 Recursive estimation, 861 Recursive functions, 23 Regulator, 593 Robustress, 861 Root loci, 619 Sampled data systems, 555, 613 Self-adapting systems, 175 Self-adjusting systems, 167, 459, 483, 575, 737 Sensitivity analysis, 401 Ships, 187 Singular perturbations, 789 Social and behavioural sciences, 389 Solar system control, 535 Space vehicles, 563 Spectral analysis, 55, 71 Spectral factorization, 745 Speed control, 613 Speed measurement, 613 Stability, 335, 593, 797
viii
Stability criteria, 335, 853 Stabilizers, 673, 703 Stackelberg game, 821 Stackelberg strategies, 749 State estimation, 41, 117, 401, 563 State space, 673 State-space methods, 459, 541, 713, 763 Steam plants, 157 Steel industry, 167, 613 Stochastic control, 233, 393, 575, 777, 831 Stochastic systems, 23, 41, 101, 167, 187, 379, 459, 713, 805 System analysis, 307, 321, 619 System order reduction, 397, 523, 575, 619, 687, 797 System theory, 335, 441, 763
Temperature cOntrol, 233 Thyristors, 321 Time delay estimation, 245 Time-domain analysis, 379 Time optimal control, 363 Time scales, 789 Time series analysis, 135 Time-varying systems, 23, 459, 831 Tracking systems, 593 Traffic flow, 837 Trends, 7
Vibration measurement,
263
Author Index Aghabarari, E., 771 Akaike, H., 143 Anderson, B. D. O., 703 Anezaki, S., 612 Aplevich, J. D., 509 Arena, L., 213 ~strSm, K. J., 187 Axelby, G. S., I, 261, 419 Balestrino, A., 631 Ba~ar, T., 749 Bayoumi, M. M., 575 Bellville, J . W . , 213 Benlahcen, D., 297 Brewer, J . W . , 771 Brovko, O., 213 Buchholt, F., 737 Caines, P. E., 135 Campbell, S. L., 645 221 Castrucci, P. B. L., Celentano, G., 631 Chemouil, P., 845 Cherchas, D. B., 471 Clarke, D . W . , 233 Clements, D. J., 703 Commault, C., 397 Cremer, M., 837 Cruz, Jr, J. B., 821 Cs~sz~r, Z., 175 Czeiner, N., 175 DeCarlo, R. A., 619 de Keyser, R. M. C., 167 Delebecque, F., 281 Desrochers, A. A., 407 Dexter, A. L., 483 Di Caprio, U., 687 Dodds, S. J., 563 Dohner, A. R., 441 Ei-Bagoury, M. A., 575 El-Sherief, H., 541 Emara-Shabaik, H. E., 411 Evans, F. J., 371 Feher, A., 175 Fischl, R., 535 Fortescue, T. R., Furata, K.," 755
777, 831
221 Garcia, J. D. G., 233 Gawthrop, P. J., Gertler, J., 401 Gilli, M., 647 Glover, K., 71
Goedecke, W., 245 Goodwin, G. C., 135 Gourishankar, V., 637 Gr~tzbach, M., 321 Gruji~, L . T . , 335 Guidorzi, R. P., 117 Haber, R., 175 Hataji, A., 379, 661 Hatekeyama, S., 755 Hetth~ssy, J., 175 Isermann, R.,
Quadrat, J.-P.,
3
Janakiraman, P . A . , Joei6, Lj. B., 853
653
K~llstr~m, C. G., 187 Katebi, M. R., 845 Kato, H., 612 Katti, S. K., 665 Katz, I. N., 673 Kershenbaum, L. S., 777, 831 Keviczky, L., 175 Khalil, H. K., 797 Kim, C. G., 637 Kobayashi, S., 612 Kokotovic, P . V . , 789 Kominami, H., 755 Konishi, K., 657 Ku~era, V., 745 Kumar, R., 805 K~mmel, M., 261, 737 Kurz, H., 245 Kuwabara, A., 612 Lamotte, M., 297 Landau, I. D., 593 Leondes, C. T., 411 Ljung, L., 71, 89 Lorell, K. R., 555 Lozano, R., 593 Maffezzoni, C., 263 Marchese, V., 263 Moore, J. B., 805 Nakamori, S., Nakamura, H.,
379, 661 143
Okamoto, Y., 493 Orbach, A., 535 O'Reilly, J., 363 Oshima, Y., 421 Otter, P . W . , 389
Pachter, M. 627 Papageorgiou, M., 837 Parsons, E. K., 555 Peterka, V., 41 Powell, J. D., 555 Prasad, K. V., 673 Pun, L., 307 281
Ramadge, P. J., 135 Renganathan, S., 653 Roberts, P. D., 199 Rorres, C., 535 Rossier, E., 647 Runggaldier, W. J., 393 Sakamoto, Y., 612 Salman, M. A., 821 Sandoz, D. J., 727 Sastry, D., 845 Schizas, C., 371 Sezer, M. E., 641 Shiraiwa, T., 612 ~iljak, D. D., 641 Singh, M. G., 845 Sipos, F., 401 Sdderstr~m, T., 101, 387, 713, 861 Soeda, T., 493, 657 Solo, V., 545 Staar, J., 523 Stoica, P., 101, 861 Strejc, V., 7 Sugie, T., 763 Turi, A., 175 Tyss~, A., 157 Vajk, I., 175 van Cauwenberghe, A. R., 167 Wasynczuk, O., 619 Wellstead, P . E . , 55 Werner, J., 351 Whang, K . W . , 673 Wiberg, D. M., 213 Williams, T. W. C., 199 Wong, K. Y., 575 Wong, O., 727 Ydstle, B . E . , Yorke, G. L., Yoshikawa, T., Yoshimura, T., Young, P., 23, Zaborszky,
J.,
831 471 763 493, 657 459 673