Modeling, estimation, and control of systems with uncertainty : proceedings of a conference held in Sopron, Hungary, September 1990

This volume contains the papers that have been presented at the Conference on Modeling and Control of Uncertain Systems held in Sopron, Hungary on September 3-7, 1990, organised within the framework of the activities of the System and Decision Sciences Program of IIASA - the International Institute for Applied Systems Analysis. The importance of the subject has drawn the attention of researchers all over the world since several years. In fact, in most actual applications the knowledge about the system under investigation presents aspects of uncertainty due to measurement errors or poor understanding of the rele­ vant underlying mechanisms. For this reason models that take into account these intrinsic uncertainties have been used and techniques for the analysis of their behavior as well as for their estimation and control have been devel­ oped. The main ways to deal with uncertainty consist in its description by stochastic processes or in terms of set-valued dynamics and this volume col­ lects relevant contributions in both directions. However, in order to avoid undesirable distinctions between these approaches, but on the contrary to stress the unity of ideas, we decided to organize the papers according to the alphabetical order of their authors. We should like to take this opportunity to thank IIASA for supporting the Conference and the Hungarian National Member Organization for the kind hospitality in Sopron. Finally we would like to express our gratitude to Ms. Donna Huchthausen for her valuable secretarial assistance. Vienna, February 20, 1991 GIOVANNI B. Front Matter....Pages i-ix Feedback controls for uncertain systems....Pages 1-21 Inner-unstable factorization of stable rational transfer functions....Pages 22-39 Some Remarks on Multivariable Adaptive Control with Least Squares Parameter Estimaties....Pages 40-57 Stable, Unstable and Center Manifolds for Fast Filtering Algorithms....Pages 58-75 Stabilization of Uncertain Linear Systems....Pages 76-90 Identification of Linear Systems from Noisy Data....Pages 91-112 Adaptive control of a partially observable stochastic system....Pages 113-125 Characterization and Classification of Gaussian Second Order Reciprocal Processes....Pages 126-144 On Balancing and Hankel Operators....Pages 145-154 System Identification from an Arbitrary Observed Impulse Response....Pages 155-166 Assessing Model Quality from Data....Pages 167-187 Stable Graphs of Multi-Functions in Conflict Controlled Systems....Pages 188-199 On Optimal Control of Singularly Perturbed Stochastic Differential Equations....Pages 200-209 Describing Uncertainty in Dynamical Systems by Uncertain Restrictions....Pages 210-223 Controller and Observer design for cubic systems....Pages 224-239 On the Separation Principle in Guaranteed Control....Pages 240-250 Robust Stability of Linear Dynamic Systems....Pages 251-259 The Problem of Control Synthesis for Uncertain Systems: Ellipsoidal Techniques....Pages 260-282 Aircraft Control for Flight in an Uncertain Environment: Takeoff in Windshear....Pages 283-302 Analysis of Infinite Dimensional Dynamic Systems with Nonlinear Observation over a Finite Field....Pages 303-323 Limit Behaviour of Attainable and Superattainable Sets....Pages 324-333 On Free Energy, Stochastic Control, and Schrödinger Processes....Pages 334-348 The Properties of Continuity and Differentiation of Solution Sets of Lipschetzean Differential Inclusions....Pages 349-360 Target problems and viability kernels....Pages 361-373 Nearly Optimal Controls for Partially Observable Problems with the Average Cost Criterion....Pages 374-390 On Discontinuous Optimal Control....Pages 391-398 Relgas....Pages 399-408 On Construction of Asymptotically Optimal Strategies in Estimation Problem for Controlled Systems....Pages 409-422 A Model for Pricing Interruptible Electric Power Service....Pages 423-444 For which control objectives does tuning hold?....Pages 445-448 Approximate Modeling by Means of Orthonormal Functions....Pages 449-467 Back Matter....Pages 469-470