Thông tin tài liệu
$ 3UDFWLFDO $SSURDFK 7R 6LJQDOV 6\VWHPV DQG
&RQWUROV
$UPDQGR $ 5RGULJXH]
$VVRFLDWH 3URIHVVRU
$UL]RQD 6WDWH 8QLYHUVLW\
'HSDUWPHQW RI (OHFWULFDO (QJLQHHULQJ
6\VWHP 6FLHQFH DQG (QJLQHHULQJ 5HVHDUFK &HQWHU
7HPSH $=
KWWSZZZHDVDVXHGX DDU
DDU#DVXHGX
6HSWHPEHU
&RQWHQWV
,QWURGXFWLRQ 6\VWHPV $QG 7KH 8VH 2I 0DWKHPDWLFDO 0RGHOV
:LGHVSUHDG $SSOLFDELOLW\ $QG &RPPRQ )HDWXUHV 2I 0DWKHPDWLFDO 0RGHOV
$8QLI\LQJ)UDPHZRUN7KH&RQFHSW2I$'\QDPLFDO6\VWHP
/LQHDU6\VWHPV$*RRG7RRO)RU$SSUR[LPDWLRQ
6\VWHP7\SHV
0DWKHPDWLFDO 3UHOLPLQDULHV
&RPSOH[1XPEHUV$QG&RPSOH[$ULWKPHWLF
5HVXOWV)URP7ULJRQRPHWU\
5HVXOWV)URP&DOFXOXV
0DWKHPDWLFDO 0RGHOV )RU &RQWLQXRXV 7LPH 6LJQDOV
$ 0RGHO IRU 7DOO 7KLQ 3XOVHOLNH 6LJQDOV 'LUDF 'HOWD 'LVWULEXWLRQ
$0RGHOIRU6WHSOLNH6LJQDOV8QLW6WHS)XQFWLRQ
([SRQHQWLDO6LJQDOV
&RPSOH[ ([SRQHQWLDO 6LJQDOV &UHDWLQJ 6LQXVRLGV DQG ([SRQHQWLDO 6LQXVRLGV
$Q ,QWUR GXFWLRQ 7R /DSODFH 7UDQVIRUPV
7KH8QLODWHUDO/DSODFH7UDQVIRUP$Q,QWURGXFWLRQ
(OHPHQWDU\8QLODWHUDO/DSODFH7UDQVIRUPV
$SSOLFDWLRQV
6LJQDOV 6\VWHPV DQG &RQWUROV $$ 5RGULJXH]
F
o
6,62 ,QSXW2XWSXW 0R GHOV /7, 6\VWHPV
$Q,QWURGXFWLRQ7R/LQHDU6\VWHPV$Q,OOXVWUDWLYH([DPSOH
/7,6\VWHP&RQFHSWV
1DWXUDO5HVSRQVH6WDELOLW\&KDUDFWHULVWLF(TXDWLRQ$QG3ROHV
6\VWHP7UDQVIHU)XQFWLRQ
,PSXOVH5HVSRQVH
*HQHUDO6ROXWLRQ$QG&RQYROXWLRQ
/LQHDULW\
7LPH,QYDULDQFH
&DXVDOLW\
%RXQGHG,QSXW%RXQGHG2XWSXW%,%26WDELOLW\
6WHS5HVSRQVH
6LQXVRLGDO6WHDG\6WDWH$QDO\VLV$QG6\VWHP=HURV
)UHTXHQF\ 5HVSRQVH 0DJQLWXGH 5HVSRQVH 3KDVH 5HVSRQVH $QG )RXULHU 7UDQVIRUP
,QWURGXFWLRQ 7R %RGH 3ORWV
$Q ,QWUR GXFWLRQ 7R 6WDWH 6SDFH &RQFHSWV
6WDWH2I$6\VWHP$QG6WDWH9DULDEOHV
,QWURGXFWLRQ WR 'HVFULSWRU 0RGHOV 6WDWH 6SDFH 0RGHOV DQG 0,02 /7, 6\VWHPV
/LQHDU7UDQVIRUPDWLRQRI6\VWHP9DUDLEOHV
6WDWH 6SDFH 5HSUHVHQWDWLRQ $QDO\VLV 9LD /DSODFH 6\VWHP 5HVROYHQW
7UDQVIHU )XQFWLRQ 0DWUL[ 0DWUL[ ([SRQHQWLDO $QG ,PSXOVH 5HVSRQVH 0DWUL[
2EWDLQLQJ $ 6WDWH 6SDFH 5HSUHVHQWDWLRQ )RU $ 6,62 ,QSXW2XWSXW 7UDQVIHU )XQF
WLRQ'HVFULSWLRQ
2EWDLQLQJ $Q ,QSXW2XWSXW 7UDQVIHU )XQFWLRQ 0DWUL[ 'HVFULSWLRQ )URP $Q /7,
6WDWH6SDFH5HSUHVHQWDWLRQ
6LJQDOV 6\VWHPV DQG &RQWUROV $$ 5RGULJXH]
F
o
1DWXUDO 0RGHV ([SRQHQWLDO 6WDELOLW\ (LJHQYDOXHV (LJHQYHFWRUV 0DWUL[ ([SRQHQ
WLDO$QG0RGDO(TXDWLRQV
0RGDO$QDO\VLV
7UDQVPLVVLRQ=HURV$QG(QHUJ\$EVRUSWLRQ
3URSDJDWLRQ 2I 6LJQDO 8QFHUWDLQW\ 7KURXJK $Q /7, 6\VWHP &RYDULDQFH $QDO
\VLV
$Q ,QWUR GXFWLRQ 7R )HHGEDFN &RQWURO 6\VWHPV 7KH %LJ 3LFWXUH
0RWLYDWLRQ
6WDQGDUG1HJDWLYH)HHGEDFN6\VWHP
7KH%LJ3LFWXUH$6PDOO7UDFNLQJ(UURU
/7,&ORVHG/RRS&DOFXODWLRQV
6WDELOL]DWLRQ
+LJK)UHTXHQF\'\QDPLFV
,QWHUQDO0RGHO3ULQFLSOH
)HHGIRUZDUG&RPSHQVDWLRQ
6WDELOLW\5REXVWQHVV0DUJLQV
&RQWUROODELOLW\ 7UDQVIHULQJ 7KH 6WDWH 2I $ 6\VWHP
)XOO 6WDWH )HHGEDFN $ 0HWKRG )RU $OWHULQJ 7KH 1DWXUDO 0RGHV 2I $ 6\VWHP
2EVHUYDELOLW\ 5HFRQVWUXFWLQJ 7KH 6WDWH 2I $ 6\VWHP
6WDWH 2EVHUYHUV 6WDWH 5HFRQVWUXFWLRQ 2U (VWLPDWLRQ 9LD )HHGEDFN
)XQGDPHQWDO 6\VWHP ,QYDULDQFH 3URSHUWLHV
0RGHO %DVHG &RPS HQVDWRUV $QG 7KH 6HSDUDWLRQ 3ULQFLSOH
6LJQDOV 6\VWHPV DQG &RQWUROV $$ 5RGULJXH]
F
o
5HSUHVHQWLQJ 8QFHUWDLQW\
$ 1HZ 3DUDGLJP )RU &RQWURO 6\VWHP 'HVLJQ
6WDWH 6SDFH 0RGHOV )RU 7LPH 9DU\LQJ 6\VWHPV
1RQOLQHDU 6\VWHPV (TXLOLEULD $QG /LQHDUL]DWLRQ
$Q ,QWUR GXFWLRQ 7R 'LVFUHWH 7LPH 6LJQDOV
6DPSOLQJ$QG'LVFUHWH7LPH6LJQDOV
.URQHFNHU'HOWD)XQFWLRQ
8QLW6WHS)XQFWLRQ
5HDO([SRQHQWLDO6LJQDOV
&RPSOH[ ([SRQHQWLDO 6LJQDOV &UHDWLQJ 'LVFUHWH 7LPH 6LQXVRLGV DQG ([SRQHQWLDO
6LQXVRLGV
$Q ,QWURGXFWLRQ 7R 'LVFUHWH 7LPH 6\VWHPV 'LVFUHWL]DWLRQ 2I &RQWLQXRXV 7LPH
/7, 6\VWHPV
$Q ,QWUR GXFWLRQ 7R =7UDQVIRUPV
/LQHDU 6KLIW ,QYDULDQW 6\VWHPV :LWK 6WDWH 6SDFH 5HSUHVHQWDWLRQV
7UDQVIHU)XQFWLRQ0DWUL[
3ROHVDQG&KDUDFWHULVWLF(TXDWLRQ
([SRQHQWLDO6WDELOLW\
'HOWD5HVSRQVH0DWUL[&RQYROXWLRQ
)UHTXHQF\5HVSRQVH0DWUL[3HULRGLFLW\
,QSXW2XWSXW DQG 6WDWH 6SDFH 5HSUHVHQWDWLRQV 2UGLQDU\ 'LmHUHQFH (TXDWLRQ
6KLIW,QYDULDQFH
/LQHDU6KLIW,QYDULDQW/6,6\VWHPV
6LJQDOV 6\VWHPV DQG &RQWUROV $$ 5RGULJXH]
F
o
6LQXVRLGDO6WHDG\6WDWH$QDO\VLV
0RGHOLQJ RI WKH 6DPSOLQJ 3URFHVV )UHTXHQF\ 'RPDLQ $QDO\VLV
,PSXOVH6DPSOLQJ0RGHO)RU6DPSOLQJ3URFHVV
'LVFUHWH 7LPH /6, 6LPXODWLRQ 2I &RQWLQXRXV 7LPH /7, 6\VWHPV
'HOWD,QYDULDQFH0HWKRG
)RUZDUG(XOHU,QWHJUDWLRQ%DFNZDUG'LmHUHQFH0HWKRG
%DFNZDUG(XOHU,QWHJUDWLRQ)RUZDUG'LmHUHQFH0HWKRG
7UDSH]RLGDO,QWHJUDWLRQ7XVWLQ%LOLQHDU0HWKRG
5HIHUHQFHV
6LJQDOV 6\VWHPV DQG &RQWUROV $$ 5RGULJXH]
F
o
&KDSWHU
,QWURGXFWLRQ 6\VWHPV $QG 7KH 8VH
2I 0DWKHPDWLFDO 0RGHOV
:LGHVSUHDG $SSOLFDELOLW\ $QG &RPPRQ )HDWXUHV 2I 0DWKH
PDWLFDO 0 RGHOV
:LWK WKH DGYHQW RI SRZHUIXO FRPSXWHUV WKH XVH RI PDWKHPDWLFDO PRGHOV E\ PDWKHPDWLFLDQV VFL
HQWLVWV HQJLQHHUV DQG UHVHDUFKHUV KDV EHFRPH FRPPRQSODFH 0DWKHPDWLFDO PRGHOV DUH XVHG IRU
DQDO\VLV GHVLJQ DQG WR SUHGLFW WKH EHKDYLRU RI FRPSOH[
q SK\VLFDO V\VWHPV HJ DLUSODQHV URERWV VXEPDULQHV HFRQRPLF V\VWHPV PXVFXORVNHOHWDO V\V
WHPV KHDW H[FKDQJHUV VDWHOOLWHV HOHFWULFDO QHWZRUNV ZHDWKHU V\VWHPV PLVVLOH WDUJHW LQWHU
FHSWV HWF
q SK\VLFDO VRFLDO HFRQRPLF SROLWLFDO DQG YLUWXDO SURFHVVHV HJ VHPLFRQGXFWRU PDQXIDFWXULQJ
SURFHVVHV FKHPLFDO SURFHVVHV WKHUPDO GLmXVLRQ EUHDWKLQJ FRPEXVWLRQ VLJQDO SURFHVVLQJ
SRSXODWLRQ JURZWK VHFXULWLHV WUDGLQJ VXSSO\ DQG GHPDQG GHFLVLRQ PDNLQJ EDWWOH PDQDJH
PHQW HWF DQG
q SK\VLFDO VRFLDO HFRQRPLF DQG SROLWLFDO SKHQRPHQD HJ HOHFWULFDO PHFKDQLFDO WKHUPDO RS
WLFDO LQoDWLRQ LQWHUHVW UDWHV VWUXFWXUDO YLEUDWLRQ DQG GHIRUPDWLRQ R]RQH OD\HU GHSOHWLRQ
HWF
&RPPRQ )HDWXUHV :KLOH WKH DERYH OLVW LV LQWHQGHG WR LOOXVWUDWH WKH ZLGHVSUHDG DSSOLFDELOLW\ RI
PDWKHPDWLFDO PRGHOV LW LV PRUH LPSRUWDQW WR QRWH WKUHH FRPPRQ IHDWXUHV ZKLFK HDFK HOHPHQW RI
6LJQDOV 6\VWHPV DQG &RQWUROV $$ 5RGULJXH]
F
o
WKH OLVW SRVVHVVHV 7KHVH FRPRQ IHDWXUHV LQFOXGH
q LQSXW YDULDEOHV UHVSRQVLEOH IRU F DXVLQJ FHUWDLQ DFWLRQV EHKDYLRUV RU SKHQRPHQD WR WDNH SODFH
HJ IXHO oRZ WR HQJLQH WRUTXH DSSOLHG WR URERWLF PDQLSXODWRU DUP HWF
q RXWSXW YDULDEOHV ZKLFK DUH DVVRFLDWHG ZLWK VRPH HmHFW DFWLRQ RU SKHQRPHQD HJ VSHHG RI
DLUFUDIW DQJOH RI URERWLF PDQLSXODWRU DUP HWF DQG
q DQ LPSOLFLW SRVVLEO\ XQNQRZQ RU XQFHUWDLQ FDXVHHmHFW UHODWLRQVKLS EHWZHHQ LQSXW DQG RXWSXW
YDULDEOHV HDFK GHSHQGLQJ RQ VRPH LQGHSHQGHQW G\QDPLF FKDQJLQJ YDULDEOH VXFK DV WLPH
,QWHUQDO YDULDEOHV ZKLFK DUH QHLWKHU LQSXWV QRU RXWSXWV RU ZKLFK DUH DVVRFLDWHG ZLWK HQHUJ\ DOVR
FDOOHG VWDWH YDULDEOHV PD\ DOVR EH LQYROYHG
$ 8QLI\LQJ )UDPHZRUN 7KH &RQFHSW 2I $ '\QDPLFDO 6\VWHP
7KHVH FRPPRQ IHDWXUHV SURYLGH D XQLI\LQJ IUDPHZRUN ZKLFK HQDEOHV WKH V\VWHPDWLF DQG XQLIRUP
WUHDWPHQW RI GLYHUVH VXEMHFW PDWWHU ZKLFK PD\ DSSHDU XQUHODWHG VHH DERYH OLVW 0RUH VSHFLnFDOO\
WKH\ PRWLYDWH WKH FRQFHSW RI D G\QDPLFDO V\VWHP RU V\VWHP D FRQFHSW ZKLFK ZDV GHYHORSHG WR
UHIHU WR WKH LPSOLFLW FDXVHHmHFW UHODWLRQVKLS EHWZHHQ LQSXW YDULDEOHV LQWHUQDO YDULDEOHV DQG RXWSXW
YDULDEOHV
7KH FRQFHSW RI D V\VWHP JHQHUDOL]HV WKH VLPSOH QRWLRQ RI D IXQFWLRQ WR G\QDPLFDO VHWWLQJV7R
XQGHUVWDQG WKLV LW LV XVHIXO WR UHFDOO WKH GHnQLWLRQ RI D IXQFWLRQ
q /HW 8 DQG < GHQRWH WZR QRQHPSW\ VHWV $ IXQFWLRQ 7cIURP8 WR < LV D UXOH RI FRUUHVSRQ
GHQFH WKDW DVVLJQV H[DFWO\ RQH HOHPHQW RI < WR HDFK HOHPHQW RI 8 7KH nUVW VHW 8 LV FDOOHG
WKH GRPDLQ RI 7c 7KH VHFRQG VHW < LV FDOOHG WKH FRGRPDLQ RI 7c
)RU V\VWHPV WKH ?V\VWHP UHSUHVHQWV WKH ?IXQFWLRQ DQG WKH QDWXUDO HOHPHQWV RI WKH ?IXQFWLRQ
GRPDLQ 8 DQG ?FRGRPDLQ < DUH WKHPVHOYHV IXQFWLRQV >@
6LJQDOV 6\VWHPV DQG &RQWUROV $$ 5RGULJXH]
F
o
/LQHDU 6\VWHPV $ *RRG 7RRO )RU $SSUR[LPDWLRQ
/LQHDU G\QDPLFDO V\VWHPV RU OLQHDU V\VWHPV UHSUHVHQW D YHU\ ODUJH FODVV RI V\VWHPV RU PDWKHPDWLFDO
PRGHOV ZKLFK DUH XVHG WR GHVFULEH PRGHO VLPXODWH HPXODWH RU DSSUR[LPDWH V\VWHPV H[KLELWLQJ
?OLQHDU EHKDYLRU 5HFDOO WKDW D OLQHDU UHODWLRQVKLS 7 c LV RQH ZKLFK VDWLVnHV WKH IROORZLQJ SURSHUW\
7 D
X D X D 7 X D 7 X
IRU DOO VFDODUV D
D DQG DOO ?LQSXW HOHPHQWV X X ZLWKLQ WKH GRPDLQ RI 7 c
/LQHDU V\VWHPV DUH XVHG LQ DOO nHOGV RI VFLHQFH DQG HQJLQHHULQJ HJ URERWLFV VHPLFRQGXFWRU
PDQXIDFWXULQJ PLVVLOH QDYLJDWLRQ JXLGDQFH DQG FRQWURO HFRQRPLFV HWF :KLOH WKH XVH RI VXFK
PRGHOV LV ZLGHVSUHDG LW LV LPSRUWDQW WR QRWH WKDW WKH\ DUH W\SLFDOO\ XVHG DV DSSUR[LPDWLRQV WR
PRUH FRPSOH[ QRQOLQHDU V\VWHPV RU PRGHOV $V VXFK XVHUV RI V\VWHP PRGHOV DQG HVSHFLDOO\ OLQHDU
PRGHOV PXVW NHHS LQ PLQG WKH IROORZLQJ FRPSHOOLQJ WUXWK ?PDWKHPDWLFDO PRGHOV KDYH OLPLWDWLRQV
VWXSLGLW\ GRHV QRW 7KH SRLQW KHUH LV WKDW LW LV YHU\ LPSRUWDQW WR XQGHUVWDQG KRZ ZHOO RU SRRUO\
D PDWKHPDWLFDO PRGHO DSSUR[LPDWHV WKH EHKDYLRU RI D V\VWHP
&RQQHFWLRQ :LWK 0DWKHPDWLFDO 2EMHFWV 0RUH SUHFLVHO\ WKH WHUP OLQHDU V\VWHP LV JHQHUDOO\ XVHG WR
UHIHU WR V\VWHPV ZKRVH LQSXWV RXWSXWV DQG LQWHUQDO YDULDEOHV HJ VWDWH YDULDEOHVDUHUHODWHGE\
OLQHDU RUGLQDU\ GLmHUHQWLDO HTXDWLRQV OLQHDU DOJHEUDLF DQG LQWHJUDO UHODWLRQVKLSV DQG OLQHDU
SDUWLDO GLmHUHQWLDO HTXDWLRQV DQGRU
OLQHDU RUGLQDU\ GLmHUHQFH HTXDWLRQV OLQHDU DOJHEUDLF DQG VHULHV UHODWLRQVKLSV DQG OLQHDU SDUWLDO
GLmHUHQFH HTXDWLRQV
6\VWHP 7\SHV
&RQWLQXRXV 7LPH 6\VWHPV 6\VWHPV GHVFULEHG E\ OLQHDU RUGLQDU\ GLmHUHQWLDO HTXDWLRQV OLQHDU DOJH
EUDLF DQG LQWHJUDO UHODWLRQVKLSV DQG OLQHDU SDUWLDO GLmHUHQWLDO HTXDWLRQV DUH UHIHUUHG WR DV FRQWLQX
RXV WLPH V\VWHPV VLQFH WKH\ GHSHQG RQ D FRQWLQXRXV UHDO YDOXHG LQGHSHQGHQW YDULDEOH W XVXDOO\
Ngày đăng: 25/01/2014, 04:20
Xem thêm: Tài liệu A Practical Aproach to Signals Systems and Control doc, Tài liệu A Practical Aproach to Signals Systems and Control doc