Accession Number : AD0835361

Title :   THE DESIGN AND SYNTHESIS OF LINEAR MULTIVARIABLE SYSTEMS WITH APPLICATION TO STATE ESTIMATION.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA STANFORD ELECTRONICS LABS

Personal Author(s) : Singer, Robert Allan

Report Date : JUN 1968

Pagination or Media Count : 232

Abstract : The theme of this paper is the analysis, design, and synthesis of multivariable linear systems with a particular view toward applications in state estimation. A canonicalization procedure that provides a rationale for the design and analysis of constant linear multivariable systems is developed. When a multivariable system is excited by state and observation noise, a stochastic filter is usually required to estimate the system states. A technique is developed that permits simple comparisons of the performances of Kalman, Wiener, and general constant linear filters. Both transient and steady state error behavior are considered, and bounds that provide convenient guidelines for filter selection are obtained. Determination of a set of state variables for a constant linear multivariable system being simulated or synthesized can be made according to a minimum eigenvalue sensitivity criterion. A procedure that provides the synthesized system with a sensitivity canonical representation is established. (Author)

Descriptors :   (*INFORMATION THEORY, SYSTEMS ENGINEERING), LINEAR SYSTEMS, STOCHASTIC PROCESSES, SENSITIVITY, CONTROL SYSTEMS, TRANSFORMATIONS(MATHEMATICS), AUTOMATION, OPTIMIZATION, MATRICES(MATHEMATICS), THESES.

Subject Categories : Operations Research
      Cybernetics
      Mfg & Industrial Eng & Control of Product Sys

Distribution Statement : APPROVED FOR PUBLIC RELEASE