scholarly journals A Forward-Pass Fixed-Interval Smoother in Steady-State for Discrete-Time Systems

1986 ◽  
Vol 22 (3) ◽  
pp. 256-261
Author(s):  
Keigo WATANABE
Keyword(s):  
Steady State ◽  
Discrete Time ◽  
Fixed Interval ◽  
Discrete Time Systems ◽  
Forward Pass ◽  
Time Systems

scholarly journals Optimal guaranteed cost filtering for Markovian jump discrete-time systems

2004 ◽  
Vol 2004 (1) ◽  
pp. 33-48 ◽  
Author(s):  
Magdi S. Mahmoud ◽  
Peng Shi
Keyword(s):  
Steady State ◽  
Discrete Time ◽  
Estimation Error ◽  
Linear Matrix ◽  
State Estimator ◽  
Markovian Jump ◽  
Markovian Jump Parameters ◽  
Discrete Time Systems ◽  
Linear State ◽  
Time Systems

This paper develops a result on the design of robust steady-state estimator for a class of uncertain discrete-time systems with Markovian jump parameters. This result extends the steady-state Kalman filter to the case of norm-bounded time-varying uncertainties in the state and measurement equations as well as jumping parameters. We derive a linear state estimator such that the estimation-error covariance is guaranteed to lie within a certain bound for all admissible uncertainties. The solution is given in terms of a family of linear matrix inequalities (LMIs). A numerical example is included to illustrate the theory.

scholarly journals Design of a Preview Controller for Discrete-Time Systems Based on LMI

2015 ◽  
Vol 2015 ◽  
pp. 1-12 ◽  
Author(s):  
Li Li ◽  
Fucheng Liao
Keyword(s):  
Steady State ◽  
Discrete Time ◽  
Controller Design ◽  
Design Method ◽  
Reference Signal ◽  
Original System ◽  
Disturbance Attenuation ◽  
Linear Matrix ◽  
Discrete Time Systems ◽  
Time Systems

A preview controller design method for discrete-time systems based on LMI is proposed. First, we use the difference between a system state and its steady-state value, instead of the usual difference between system states, to transform the tracking problem into a regulator problem. Then, based on the Lyapunov stability theory and linear matrix inequality (LMI) approach, the preview controller ensuring asymptotic stability of the closed-loop system for the derived augmented error system is found. And an extended functional observer is designed in this paper which can achieve disturbance attenuation in the estimation process; as a result, the state of the system can be reconstructed rapidly and accurately. The controller gain matrix is obtained by solving an LMI problem. By incorporating the controller obtained into the original system, we obtain the preview controller of the system under consideration. To make sure that the output tracks the reference signal without steady-state error, an integrator is introduced. The numerical simulation example also illustrates the effectiveness of the results in the paper.

ON THE STEADY-STATE DISTRIBUTION OF NUMBER IN THE QUEUE Geom/G/1

1999 ◽  
Vol 13 (1) ◽  
pp. 121-125 ◽  
Author(s):  
M. L. Chaudhry
Keyword(s):  
Steady State ◽  
Discrete Time ◽  
Continuous Time ◽  
Telecommunication Networks ◽  
Steady State Distribution ◽  
State Distribution ◽  
Discrete Time Systems ◽  
Discrete Time Queues ◽  
Time Queues ◽  
Time Systems

Discrete-time queues are frequently used in telecommunication networks. This paper proposes a new method which is based only on probabilistic arguments. It derives the distributions of numbers of customers in the discrete-time systems Geom/G/1 and Geom/G/1/M. Though the derivation does not involve use of the transforms, the transforms may be obtained, if desired. Another advantage of this is that the numerical results obtained are stable as there are no negative signs involved in summations. Further, the method can be easily used to solve more complex problems in discrete- and continuous-time queues.

Sign in / Sign up

Export Citation Format

Share Document