Showing papers in "International Journal of Systems Science in 1989"
TL;DR: A cone ratio data envelopment analysis (DEA) model that substantially generalizes the Charnes-Cooper-Rhodes (CCR) model and characterizes its efficiency classes is developed and studied as discussed by the authors.
Abstract: A new ‘cone ratio’ data envelopment analysis (DEA) model that substantially generalizes the Charnes-Cooper-Rhodes (CCR) model and the Charnes-Cooper-Thrall approach characterizing its efficiency classes is developed and studied. It allows for infinitely many decision-making units (DM Us) and arbitrary closed convex cones for the virtual multipliers as well as the cone of positivily of the vectors involved. Generalizations of linear programming and polar cone equalizations arc the analytical vehicles employed.
445 citations
TL;DR: In this article, the authors considered the reduction of chatter in variable structure control (VSC) systems, where the time derivative of the control law is discontinuous on a suitable manifold of an augmented order state space.
Abstract: The reduction of chatter in variable structure control (VSC) systems is considered. In this scheme the time derivative of the control law is discontinuous on a suitable manifold of an augmented order state space. For the case of differential equations with uncertain RHS, the proposed scheme maintains the robustness properties of classical VSC if an estimator of inaccessible state components is introduced. A separation property, together with the convergence of the proposed estimator are proved. Some simulation results relating to an induction motor control problem are finally presented.
99 citations
TL;DR: It is shown that the algorithms converge to the unknown characteristic in a pointwise manner and that the mean integrated square error converges to zero as the number of observations tends to infinity.
Abstract: The non-linearity in a discrete system governed by the Hammerstein functional is identified. The system is driven by a random while input signal and the output is disturbed by a random white noise. No parametric a priori information concerning the non-linearity is available and non-parametric algorithms are proposed. The algorithms are derived from the trigonometric as well as Hermite orthogonal series. It is shown that the algorithms converge to the unknown characteristic in a pointwise manner and that the mean integrated square error converges to zero as the number of observations tends to infinity. The rate of convergence is examined. A numerical example is also given.
84 citations
TL;DR: In this article, the identification of discrete-time nonlinear stochastic systems which can be represented by a rational input-output model is considered and a prediction-error parameter estimation algorithm is developed and a criterion is derived using results from the theory of hypothesis testing to determine the correct model structure.
Abstract: Identification of discrete–time non–linear stochastic systems which can be represented by a rational input–output model is considered. A prediction–error parameter estimation algorithm is developed and a criterion is derived using results from the theory of hypothesis testing to determine the correct model structure. The identification of a simulated system, and a heat exchanger are included to illustrate the algorithms.
79 citations
TL;DR: In this article, the identification of a single-input, single-output (SISO) discrete Hammerstein system is studied and the density-free pointwise convergence of the estimate is proved.
Abstract: The identification of a single-input, single-output (SISO) discrete Hammerstein system is studied. Such a system consists of a non-linear memoryless subsystem followed by a dynamic, linear subsystem. The parameters of the dynamic, linear subsystem are identified by a correlation method and the Newton-Gauss method. The main results concern the identification of the non-linear, memoryless subsystem. No conditions are imposed on the functional form of the non-linear subsystem, recovering the non-linear using the Fourier series regression estimate. The density-free pointwise convergence Of the estimate is proved, that is.algorithm converges for all input densities The rate of pointwise convergence is obtained for smooth input densities and for non-linearities of Lipschitz type.Globle convergence and its rate are also studied for a large class of non-linearities and input densities
60 citations
TL;DR: In this article, an algorithm for the on-line identification of multivariable non-stalionary systems is presented based on the first arithmetic means (C, 1) of multiple Fourier series.
Abstract: An algorithm for the on-line identification of multivariable non-stalionary systems is presented. The procedure is based on the first arithmetic means (C, 1) of multiple Fourier series. Convergence in the probability and with probability one is proved. Systems with multiplicative non-stalionarity are discussed in details.
54 citations
Abstract: The stochastic optimal control problem is considered for a class of noisy discrete-time linear systems with markovian jumping parameters and quadratic cost. It is assumed that the controller has complete access to the jumping parameters. Using a dynamic programming technique, an optimal control policy is derived, together with an explicit expression for the optimal cost. Besides the intrinsic theoretical interest in its own right, the results derived here may have an important bearing on the study of the partially observable situation (no access to the jumping parameter), inter alia.
46 citations
TL;DR: The underlying software reliability growth models (SRGMs) are based on the non-homogeneous Poisson process (NHPP) and numerical results are presented.
Abstract: Optimum software release policies are considered, minimizing the expected software cost simultaneously with the reliability requirement. Cost here also includes the penalty cost which is incurred by the manufacturer for not delivering the software at scheduled delivery time. The underlying software reliability growth models (SRGMs) are based on the non-homogeneous Poisson process (NHPP). Numerical results are also presented.
46 citations
TL;DR: In this article, a state vector is defined composed of the signal and its derivatives and a state-space representation is derived from the assumption of a band-limited signal, and a fixed-lag Kalman smoother is applied to obtain the optimal state estimate.
Abstract: Numerical differentiation of discrete observations of a noisy signal is formulated as an optimal state estimation problem. A state vector is defined composed of the signal and its derivatives and a state-space representation is derived from the assumption of a band-limited signal. Under the hypothesis of additive gaussian measurement noise a fixed-lag Kalman smoother is then applied to obtain the optimal state estimate. It is shown that the main advantage of the state-space approach is that the maximum precision theoretically obtainable for the state estimate is sensitive more to the model noise than to the measurement noise, so that the inferior limit of the error covariance matrix can be made small at will provided that an adequate signal model is available. To this purpose it is shown that it is possible to obtain any prescribed accuracy on the first components of the state vector by increasing the model order. Numerical results refer to a signal of interest in ‘human motion analysis’. They are derived...
44 citations
TL;DR: In this paper, an extended replacement policy based on the number of failures, incorporating the concept of repair cost limit, is discussed, and three models are considered as follows: (a) a unit is replaced at the nth failure, or when the estimated minimal repair cost exceeds a particular limit c; (b) if a unit has two types of failures and is replaced, or if the estimated repair cost of type 1 failures exceeds a predetermined limit c, or (c) if the type 2 failures are catastrophic failures and both occur with constant probability.
Abstract: Some extended replacement policies based on the number of failures, incorporating the concept of repair cost limit are discussed. Three models are considered as follows: (a) a unit is replaced at the nth failure, or when the estimated minimal repair cost exceeds a particular limit c; (b) a unit has two types of failures and is replaced at the nth type 1 failure, or type 2 failure, or when the estimated repair cost of type 1 failures exceeds a predetermined limit c—type 1 failures are minimal; failures, type 2 failures are catastrophic failures and both occur with constant probability; (c) a unit has two types of failures and the type 1 and type 2 failures are age dependent—the unit is replaced at the nth type 1 failure, type 2 failure, or when the estimated repair cost due to type 1 failures exceeds a predetermined limit c. Introducing costs due to replacements, inspections, and minimal repairs, an optimal number of minimal repairs before replacement is obtained, which minimizes the expected cost rate. So...
39 citations
TL;DR: In this paper, the profit analysis of a single server two-unit cold standby system with two modes normal and total failure is examined, where the priority unit gets preference both for operation and repair.
Abstract: The profit analysis of a single server two-unit (one priority and the other ordinary) cold standby system with two modes normal and total failure is examined. The priority unit gets preference both for operation and repair. Whenever an operative unit fails, a delay occurs in locating the repairman and getting him to the system location due to certain administrative actions with known probability p. The system is observed at suitable regenerative epochs in order to obtain several economics-related reliability characteristics. Explicit results are obtained in a few particular cases.
TL;DR: In this article, the problem of finding the optimum price and production levels for an exponentially decaying product is dealt with, and a numerical example is included, where the optimal price and level of production for an exponential decaying product can be found.
Abstract: The problem of finding the optimum price and production levels for an exponentially decaying product is dealt with, and a numerical example is included.
TL;DR: In this article, a non-linear dynamic equation of the load in a jib crane motion is derived, and a cost function of the second order is given by linearizing the equation, and the control problem becomes LQ-type with control constraint u.
Abstract: The simulation of a jib crane control strategy is reported which transfers a load under the condition of suppressing the load swing both in the transfer process and at the objective position, making the transfer time as short as possible. A non-linear dynamic equation of the load in a jib crane motion is derived. By linearizing the equation and giving a cost function of the second order, the control problem becomes LQ-type with control constraint u. Computer simulations show that this control strategy is able to suppress the load swing by the extending or shrinking motion of the boom.
TL;DR: In this paper, a rational procedure is developed for ranking the multiobjectives of a vector maximum problem, thereby leading to proper assignment of weights to the objectives, and the range of each decision variable from the constraints set and transform them into the unit interval.
Abstract: A rational procedure is developed for ranking the multiobjectives of a vector maximum problem, thereby leading to proper assignment of weights to the objectives. To achieve this, we determine the range of each decision variable from the constraints set and transform them into the unit interval. After scaling the decision variables, we scale down the objectives also into the unit interval. Following Yager (1981), an ordering function of the objectives is determined. This ordering function value is nothing but the strength of preference inherent in the objectives. Accepting the strength of preference, we obtain the weights for the respective objectives. A numerical example is given to illustrate the procedure.
TL;DR: In this article, the authors propose a canonical correlation measure to measure the correlation between inputs and outputs in data envelopment analysis, and explore the implications of canonical correlation and their applications to efficiency studies of public sector enterprises.
Abstract: Maximizing the correlation between inputs and outputs in data envelopment analysis is analysed in three respects: (a) the minimization of the Lp-norm; (h) the standard regression approach; and (c) the case of composite outputs. The implications of canonical correlation are explored and their applications to efficiency studies of public sector enterprises discussed. This shows that the correlation measure may involve in some sense a basic and fundamental extension of the efficiency model analysed by data envelopment analysis.
TL;DR: In this paper, sufficient conditions for the robust stability of constrained uncertain time delay systems are presented in the time domain, and a method is proposed for the design of a robust state feedback controller to satisfy the robustness requirement.
Abstract: The sufficient conditions for the robust stability of constrained uncertain time delay systems are presented in the time domain. The properties of the matrix measure and comparison theorem are used in the formulation. Then, a method is proposed for the design of a robust state feedback controller to satisfy the robustness requirement. Examples are given to illustrate the proposed method.
TL;DR: In this paper, three non-symmetrical positive-definite functions were proposed as candidate Lyapunov functions for discrete-time free linear systems and sufficient conditions were given in R2n for these functions to become LyAPunov function.
Abstract: Three non-symmetrical positive-definite functions that generate non-symmetrical domains of Rn are proposed as candidate Lyapunov functions for discrete-time free linear systems. Three sufficient conditions are given in R2n for these functions to become Lyapunov functions. The generated non-symmetrical domains are the stability domains for the class of dynamical discrete-time free linear systems that satisfy such conditions.
TL;DR: It is pointed out that while the Volterra kernels can easily be derived from the block-oriented models, the structure and the parameters cannot be computed in a trivial way from the estimated VolterRA kernels.
Abstract: Block-oriented models having only one multiplier and the Volterra kernels that describe them are summarized. The kernel estimation of the discrete Volterra series is dealt with. It is pointed out that while the Volterra kernels can easily be derived from the block-oriented models, the structure and the parameters of the block-oriented models cannot be computed in a trivial way from the estimated Volterra kernels. Both graphical and analytical procedures are recommended for the structural identification. The method is supported by several simulation examples.
TL;DR: In this paper, the design problem of decentralized robust controllers is considered for a class of large-scale systems, and the sufficient conditions for asymptotically stabilizing the overall system using decentralized feedback robust controllers are derived.
Abstract: The design problem of decentralized robust controllers is considered for a class of large-scale systems. The system considered in this paper is composed of interconnected subsystems with time-varying uncertainties. For such large-scale uncertain systems, we give a simple und new method whereby we can derive the sufficient conditions for asymptotically stabilizing the overall system using decentralized feedback robust controllers. An illustrative example is given to demonstrate the design procedure of the decentralized feedback robust controllers, in the light of the method developed in this paper.
TL;DR: In this paper, a new interpretation of the data envelopment analysis model was proposed to compare the efficiency of two or more clusters under alternative information structures using mixed strategies and information theoretic distance measures.
Abstract: Efficiency comparisons of two or more clusters under alternative information structures are attempted here using a new interpretation of the data envelopment analysis model. Mixed strategies and information theoretic distance measures are used here for the efficiency comparisons.
TL;DR: In this article, the optimal control of a distributed-parameter system is simplified into the solution of a linear two-point boundary value problem, and, as a result, the optimal controller is obtained via a Taylor series.
Abstract: A method for finding the optimal control of linear distributed-parameter systems using polynomial series is discussed. It is known that any polynomial series basis vector can be transformed into a Taylor polynomial by the use of a suitable transformation. In this paper, the optimal control of a distributed-parameter system is simplified into the solution of a linear two-point boundary value problem, and, as a result, the optimal control is obtained via a Taylor series. It is shown that the implementation of Taylor series for this problem involves the use of an ill-conditioned matrix commonly known as the Hilbert matrix. The optimal control of linear distributed-parameter systems using other polynomial series is then calculated by transforming the properties of the Taylor series into other polynomial series. The formulation is straightforward and convenient for digital computation. An illustrative example is given.
TL;DR: In this article, it was shown that if the linear time-invariant discrete-time systems associated with A are lq-input-bounded state stable, where q ∊(1, ∞), then A is power stable.
Abstract: We prove that if a bounded linear operator A on a Banach space X is such that, for any x ∊ X and any y ∊ X∗, the sequence 〈Ak.x,y,〉 is in; is in lp, where p ∊ (1, ∞), then the spectral radius of A is smaller than one. This solves the discrete-time version of a problem raised by Pritchard and Zabczyk (1983). As a consequence, if the linear time-invariant discrete-time systems associated with A are lq-input-bounded state stable, where q∊(1,∞), then A is power stable.
TL;DR: In this paper, the modeling and learning control of a phosphate drying furnace is considered, where the main control objective is to minimize the fuel consumption and to keep the moisture content of the dried phosphate less than or equal to a certain value, provided that the temperature of the hot air, used as purging gas, equals or exceeds the saturation temperature.
Abstract: The modelling and learning control of a phosphate drying furnace is considered. A mathematical model derived from mass and energy considerations is presented. This model consists of four hyperbolic partial differential equations. The numerical model simulation is performed using the method of characteristics, with the fuel flow and moisture content of the dried phosphate selected as control variables. Despite the external perturbations acting on the drying process, the main control objective is to minimize the fuel consumption and to keep the moisture content of the dried phosphate less than or equal to a certain value, provided that the temperature of the hot air, used as purging gas, equals or exceeds the saturation temperature. This control problem is modelled as the behaviour of a learning automaton in a random environment, subject to mean constraints. Using a reinforcement scheme, the automata update their action probabilities according to the response of the environment, and improve their behaviour ...
TL;DR: In this article, a two-person game is modelled for portfolio optimization, which may be both zero-sum and non-zero-sum, where mixed strategy solutions are characterized in different ways in both static and dynamic games and the traditional solutions of mean variance portfolio theory can be generalized considerably.
Abstract: Efficient decisions in portfolio models are modelled here as two-person games, which may be both zero-sum and non-zero-sum. In the zero-sum case, mixed strategy solutions are characterized in different ways in both static and dynamic games and it is shown that the traditional solutions of mean variance portfolio theory can be generalized considerably.
TL;DR: In this article, the problem of robust stability for large-scale systems made of several non-linearly perturbed subsystems is considered and a stabilizing local state feedback is applied to each subsystem and the bound of permissible perturbations in each subsystem is obtained.
Abstract: The problem of robust stability for large-scale systems made of several non-linearly perturbed subsystems is considered. A stabilizing local state feedback is applied to each subsystem and the bound of permissible perturbations in each subsystem is obtained. The derived results are also applicable to the case when the perturbation in each subsystem is non-linear and time-varying. Finally, the relation between the perturbation and the local control law is established.
TL;DR: In this article, a geometric approach is used to demonstrate that Pulse-Width-Modulation (PWM) controlled systems exhibit perturbation invariance properties identical to those exhibited by dynamical systems undergoing sliding motions on discontinuity surfaces.
Abstract: A geometric approach is used to demonstrate that Pulse-Width-Modulation (PWM) controlled systems exhibit perturbation invariance properties identical to those exhibited by dynamical systems undergoing sliding motions on discontinuity surfaces. At the core of the result is the existence of an ideal equivalence among sliding regimes of Variable Structure Feedback (VSF) control and Pulse-Width-Modulated (PWM) control responses.
TL;DR: In this paper, a methodology is developed for the modelling and analysis of waste management aspects in growth oriented national planning in a systems' framework four models developed at different levels of aggregation, i.e., W-G model, I-O-W model, GP model, and B-C model, have been reviewed with reference to their basic framework, special features, and applicabilities.
Abstract: A methodology is developed for the modelling and analysis of waste management (WM) aspects in growth oriented national planning in a systems' framework Four models developed at different levels of aggregation, ie, W-G model, I-O-W model, GP model, and B-C model, have been reviewed with reference to their basic framework, special features, and applicabilities The basic technologies used in these models are simulation, input-output analysis, goal programming, and physical system theory The aspects involved in the long-range planning of input /, output O, and waste W parameters have been outlined with particular reference to the use of these models Aggregation-disaggregation procedures, resource-wise as well as sector-wise, have been presented to facilitate the integration of models at different levels of aggregation A coordinated view of these models is presented in the form of a flow chart, which may be used for planning and monitoring the economic growth profiles Some broad guidelines to national
TL;DR: In this paper, a robustness stability study of discrete feedback systems controlled by a saturating actuator is presented, and it is proved that the robustness to process para-metrical deviations and dynamics changes may be improved under sufficient conditions with an appropriate design of the saturating device.
Abstract: A robustness stability study of discrete feedback systems controlled by a saturating actuator is presented. It is proved that the robustness stability to process para-metrical deviations and dynamics changes may be improved under sufficient conditions with an appropriate design of the saturating device. Some extensions of the application of the formulation to adaptive control are also given.
TL;DR: It is shown that the concept of integral error plays a fundamental role in all the design procedures suggested, and the method is very attractive, since the different techniques and design flexibility of the state-space approach can be successfully employed.
Abstract: In many applications it is necessary to control a process, such as achieving zero error between input and output after a finite period of time, while at the same time assuring that the continuous system is in the steady state. This situation—which is a longstanding open problem—is formulated in an extended state-space, and several schemes are suggested for designing digital controls for multivariable systems subjected to step inputs. Necessary and sufficient conditions for satisfying the required objectives, as welt as an upper bound for the settling time, are given, It is shown that the concept of integral error plays a fundamental role in all the design procedures suggested. The method is very attractive, since the different techniques and design flexibility of the state-space approach can be successfully employed. Illustrative examples are considered, to show the feasibility of the proposed algorithms.
TL;DR: In this paper, a method for fast fault detection and location, due to the data deweighting in the identification procedure of the monitored process parameters and the iterative on-line calculation of the statistics of the fault detection scheme, is presented.
Abstract: Fault detection, identification and monitoring play a primary role in systems engineering. This also holds for advanced processes, such as robotic systems, with highest demands on reliability and safety. A method is presented for fast fault detection and location, due to the data deweighting in the identification procedure of the monitored process parameters and the iterative on-line calculation of the statistics of the fault detection scheme. This method has many advantages for microcomputer applications and guarantees a very early process fault detection. Application of the method to the fast fault detection of the de motor actuators of a robotic system is described.