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Athans, M.

Publications and source records attributed to Athans, M..

At least 91 records · Page 5

The stochastic control of the F-8C aircraft using the multiple model adaptive control /MMAC/ method

The purpose of this paper is to summarize results obtained for the adaptive control of the F-8C aircraft using the so-called MMAC method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed loop adaptive system.

Athans, M.↗

Application of modern control theory to scheduling and path-stretching maneuvers of aircraft in the near terminal area

A design concept of the dynamic control of aircraft in the near terminal area is discussed. An arbitrary set of nominal air routes, with possible multiple merging points, all leading to a single runway, is considered. The system allows for the automated determination of acceleration/deceleration of aircraft along the nominal air routes, as well as for the automated determination of path-stretching delay maneuvers. In addition to normal operating conditions, the system accommodates: (1) variable commanded separations over the outer marker to allow for takeoffs and between successive landings and (2) emergency conditions under which aircraft in distress have priority. The system design is based on a combination of three distinct optimal control problems involving a standard linear-quadratic problem, a parameter optimization problem, and a minimum-time rendezvous problem.

Athans, M.↗

The infimum principle

This paper reports a reasonably complete theory of necessary and sufficient conditions for a control to be superior with respect to a nonscalar-valued performance criterion. The latter maps into a finite-dimensional integrally closed directed partially ordered linear space. The applicability of the theory to the analysis of dynamic vector estimation problems and to a class of uncertain optimal control problems is demonstrated.

Geering, H. P.↗

Optimal filter design subject to output sidelobe constraints - Theoretical considerations

The design of filters for detection and estimation in radar and communications systems is considered, with inequality constraints on the maximum output sidelobe levels. A constrained optimization problem in Hilbert space is formulated, incorporating the sidelobe constraints via a partial ordering of continuous functions. Generalized versions (in Hilbert space) of the Kuhn-Tucker and duality theorems allow the reduction of this problem to an unconstrained one in the dual space of regular Borel measures.

Fortmann, T. E.↗

A practical scheme for adaptive aircraft flight control systems

A flight control system design is presented, that can be implemented by analog hardware, to be used to control an aircraft with uncertain parameters. The design is based upon the use of modern control theory. The ideas are illustrated by considering control of STOL longitudinal dynamics.

Athans, M.↗

A minimum principle for smooth first-order distributed systems

Consideration of the problem of characterizing optimal controls for a class of distributed parameter systems. The system dynamics are characterized mathematically by a finite number of coupled partial differential equations involving first-order time and space derivatives of the state variables. Boundary conditions on the state are in the form of a finite number of algebraic relations between the state and boundary control variables. A few directions are outlined in which the results obtained may be extended further.

Johnson, T. L.↗

On the application of deterministic optimization methods to stochastic control problems

A technique is presented by which deterministic optimization techniques, for example, the maximum principle of Pontriagin, can be applied to stochastic optimal control problems formulated around linear systems with Gaussian noises and general cost criteria. Using this technique, the stochastic nature of the problem is suppressed but for two expectation operations, the optimization being deterministic. The use of the technique in treating problems with quadratic and nonquadratic costs is illustrated.

Kramer, L. C.↗

On the design of optimal input signals in system identification

The problem of designing optimal inputs in the identification of linear systems with unknown random parameters is considered using a Bayesian approach. The information matrix, which is positive definite for the class of systems analyzed, gives a measure of performance for the system inputs. The computation of the optimal closed-loop input mappings is shown to be a nontrivial exercise in adaptive control. Deterministic optimal inputs are shown to be easily computable. Numerical examples are given. A Kalman filter is used to estimate the parameters. A necessary condition for the Kalman filter not to diverge when applying linear feedback is also given.

Lopez-Toledo, A. A.↗

On the design of optimal input signals in system identification

The problem of designing optimal inputs in the identification of multi-input multi-output linear systems with unknown time-varying parameters is considered using a Bayesian approach. A sensitivity index gives a measure of performance for the closed-loop system inputs. The computation of the optimal closed-loop mappings is shown to be a nontrivial exercise in stochastic control with no analytic solution, but optimal open-loop and affine laws yield much more tractable problems. For time-invariant systems, the sensitivity index considered is shown to be equivalent to the trace of the (strictly positive definite) information matrix associated with the system. Numerical examples are given. A Kalman filter is used to estimate the parameters. A necessary condition for the Kalman filter not to diverge when applying linear feedback is also given.

Lopez-Toledo, A. A.↗

On the adaptive control of linear systems using the open-loop-feedback-optimal approach.

This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with uncertain or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (OLFO) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.

Ku, R.↗

The infinum principle

A complete theory of necessary and sufficient conditions is discussed for a control to be superior with respect to a nonscalar-valued performance criterion. The latter maps into a finite dimensional, integrally closed directed, partially ordered linear space. The applicability of the theory to the analysis of dynamic vector estimation problems and to a class of uncertain optimal control problems is demonstrated.

Geering, H. P.↗

On 'Type L' multivariable linear systems.

The purpose of this paper is to summarize results for linear multivariable systems that are analogous to those single input single output systems which are 'type l', i.e., that contain l integrators. Both frequency domain and time-domain properties are given. Appropriate conditions that guarantee zero steady state error in tracking vector polynomial inputs are presented.

Sandell, N., Jr.↗

Open-loop-feedback-optimal adaptive stochastic control of linear systems

This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.

Ku, R.↗

On the determination of optimal costly measurement strategies for linear stochastic systems.

This paper presents the formulation of a class of optimization problems dealing with selecting, at each instant of time, one measurement provided by one out of many sensors. Each measurement has an associated measurement cost. The basic problem is then to select an optimal measurement policy, during a specified observation time interval, so that a weighted combination of prediction accuracy and accumulated observation cost is optimized. The current analysis is limited to the class of linear stochastic dynamic systems and measurement subsystems. The problem of selecting the optimal measurement strategy can be transformed into a deterministic optimal control problem. It is shown that the optimal measurement policy and the associated matched Kalman-type filter can be precomputed.

Athans, M.↗

Optimal filter design subject to output delobe constraints

The design of filters for detection and estimation in radar and communications systems is considered, with inequality constraints on the maximum output sidelobe levels. A constrained optimization problem in Hilbert space is formulated, incorporating the sidelobe constraints via a partial ordering of continuous functions. Generalized versions (in Hilbert space) of the Kuhn-Tucker and Duality Theorems allow the reduction of this problem to an unconstrained one in the dual space of regular Borel measures. A convergent algorithm is presented for computational solution of the dual problem.

Fortmann, T. E.↗

Adaptive stochastic control for a class of linear systems.

The problem considered in this paper deals with the control of linear discrete-time stochastic systems with unknown (possibly time-varying and random) gain parameters. The philosophy of control is based on the use of an open-loop feedback optimal (OLFO) control using a quadratic index of performance. It is shown that the OLFO system consists of (1) an identifier that estimates the system state variables and gain parameters and (2) a controller described by an 'adaptive' gain and correction term. Several qualitative properties and asymptotic properties of the OLFO adaptive system are discussed. Simulation results dealing with the control of stable and unstable third-order plants are presented. The key quantitative result is the precise variation of the control system adaptive gains as a function of the future expected uncertainty of the parameters; thus, in this problem the ordinary 'separation theorem' does not hold.

Tse, E.↗

The compensated Kalman filter.

This paper introduces the compensated Kalman filter, a suboptimal state estimator which can be used to eliminate steady-state bias errors when it is used in conjunction with the mismatched steady-state (asymptotic) time-invariant Kalman-Bucy filter. The uncompensated mismatched steady state Kalman-Bucy filter exhibits bias errors whenever the nominal plant parameters used in the filter design are different from the actual plant parameters. The approach used relies on the utilization of the residual (innovations) process of the mismatched filter to estimate, via a Kalman-Bucy filter, the state estimation errors and subsequent improvements of the state estimate. The compensated Kalman filter augments the mismatched steady state Kalman-Bucy filrby the introduction of additional dynamics and feedforward integral compensation channels.

Athans, M.↗