Implementing Stochastic Optimal Control of Nonlinear Models PDF Download

Author: Andrea Cividini
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 64

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Author: Torsten Söderström
Publisher: Springer Science & Business Media
ISBN: 9781852336493
Category : Mathematics
Languages : en
Pages : 410

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Book Description
This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.

Author: Jacques Henry
Publisher: Springer
ISBN: 3540393374
Category : Technology & Engineering
Languages : en
Pages : 972

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Book Description
This conference, organized jointly by UTC and INRIA, is the biennial general conference of the IFIP Technical Committee 7 (System Modelling and Optimization), and reflects the activity of its members and working groups. These proceedings contain a collection of papers (82 from the more than 400 submitted) as well as the plenary lectures presented at the conference.

Author: Roland Bulirsch
Publisher: Birkhäuser
ISBN: 3034884974
Category : Technology & Engineering
Languages : en
Pages : 382

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Book Description
Resources should be used sparingly both from a point of view of economy and eco logy. Thus in controlling industrial, economical and social processes, optimization is the tool of choice. In this area of applied numerical analysis, the INTERNATIONAL FEDERATION OF AUTOMATIC CONTROL (IFAC) acts as a link between research groups in universities, national research laboratories and industry. For this pur pose, the technical committee Mathematics of Control of IFAC organizes biennial conferences with the objective of bringing together experts to exchange ideas, ex periences and future developments in control applications of optimization. There should be a genuine feedback loop between mathematicians, computer scientists, engineers and software developers. This loop should include the design, application and implementation of algorithms. The contributions of industrial practitioners are especially important. These proceedings contain selected papers from a workshop on CONTROL Ap PLICATIONS OF OPTIMIZATION, which took place at the Fachhochschule Miinchen in September 1992. The workshop was the ninth in a series of very successful bien nial meetings, starting with the Joint Automatic Control Conference in Denver in 1978 and followed by conferences in London, Oberpfaffenhofen, San Francisco, Ca pri, Tbilisi and Paris. The workshop was attended by ninety researchers from four continents. This volume represents the state of the art in the field, with emphasis on progress made since the publication of the proceedings of the Capri meeting, edited by G. di Pillo under the title 'Control Applications of Optimization and Nonlinear Programming'.

Author: Ric D. Herbert
Publisher: Springer Science & Business Media
ISBN: 1461555833
Category : Business & Economics
Languages : en
Pages : 329

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Observers and Macroeconomic Systems is concerned with the computational aspects of using a control-theoretic approach to the analysis of dynamic macroeconomic systems. The focus is on using a separate model for the development of the control policies. In particular, it uses the observer-based approach whereby the separate model learns to behave in a similar manner to the economic system through output-injections. The book shows how this approach can be used to learn the forward-looking behaviour of economic actors which is a distinguishing feature of dynamic macroeconomic models. It also shows how it can be used in conjunction with low-order models to undertake policy analysis with a large practical econometric model. This overcomes some of the computational problems arising from using just the large econometric models to compute optimal policy trajectories. The work also develops visual simulation software tools that can be used for policy analysis with dynamic macroeconomic systems.

Author: Frank L. Lewis
Publisher: John Wiley & Sons
ISBN: 0470633492
Category : Technology & Engineering
Languages : en
Pages : 552

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Book Description
A NEW EDITION OF THE CLASSIC TEXT ON OPTIMAL CONTROL THEORY As a superb introductory text and an indispensable reference, this new edition of Optimal Control will serve the needs of both the professional engineer and the advanced student in mechanical, electrical, and aerospace engineering. Its coverage encompasses all the fundamental topics as well as the major changes that have occurred in recent years. An abundance of computer simulations using MATLAB and relevant Toolboxes is included to give the reader the actual experience of applying the theory to real-world situations. Major topics covered include: Static Optimization Optimal Control of Discrete-Time Systems Optimal Control of Continuous-Time Systems The Tracking Problem and Other LQR Extensions Final-Time-Free and Constrained Input Control Dynamic Programming Optimal Control for Polynomial Systems Output Feedback and Structured Control Robustness and Multivariable Frequency-Domain Techniques Differential Games Reinforcement Learning and Optimal Adaptive Control

Author: Subrata Chakraborty
Publisher: Springer Science & Business Media
ISBN: 8132207572
Category : Technology & Engineering
Languages : en
Pages : 1322

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Book Description
International Symposium on Engineering under Uncertainty: Safety Assessment and Management (ISEUSAM - 2012) is organized by Bengal Engineering and Science University, India during the first week of January 2012 at Kolkata. The primary aim of ISEUSAM 2012 is to provide a platform to facilitate the discussion for a better understanding and management of uncertainty and risk, encompassing various aspects of safety and reliability of engineering systems. The conference received an overwhelming response from national as well as international scholars, experts and delegates from different parts of the world. Papers received from authors of several countries including Australia, Canada, China, Germany, Italy, UAE, UK and USA, besides India. More than two hundred authors have shown their interest in the symposium. The Proceedings presents ninety two high quality papers which address issues of uncertainty encompassing various fields of engineering, i.e. uncertainty analysis and modelling, structural reliability, geotechnical engineering, vibration control, earthquake engineering, environmental engineering, stochastic dynamics, transportation system, system identification and damage assessment, and infrastructure engineering.

Author: Dilmurat Azimov
Publisher: Springer Nature
ISBN: 3031393031
Category : Technology & Engineering
Languages : en
Pages : 403

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Book Description
This book showcases a collection of papers that present cutting-edge studies, methods, experiments, and applications in various interdisciplinary fields. These fields encompass optimal control, guidance, navigation, game theory, stability, nonlinear dynamics, robotics, sensor fusion, machine learning, and autonomy. The chapters reveal novel studies and methods, providing fresh insights into the field of optimal guidance and control for autonomous systems. The book also covers a wide range of relevant applications, showcasing how optimal guidance and control techniques can be effectively applied in various domains, including mechanical and aerospace engineering. From robotics to sensor fusion and machine learning, the papers explore the practical implications of these techniques and methodologies.

Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 464

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Author: Jon H. Davis
Publisher: Springer Science & Business Media
ISBN: 1461200717
Category : Mathematics
Languages : en
Pages : 434

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Book Description
"This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in parallel.... Two appendices introduce functional analytic concepts and probability theory, and there are 77 references and an index. The chapters (except for the last two) end with problems.... [T]he book presents in a clear way important concepts of control theory and can be used for teaching." —Zentralblatt Math "This is a textbook intended for use in courses on linear control and filtering and estimation on (advanced) levels. Its major purpose is an introduction to both deterministic and stochastic control and estimation. Topics are treated in both continuous time and discrete time versions.... Each chapter involves problems and exercises, and the book is supplemented by appendices, where fundamentals on Hilbert and Banach spaces, operator theory, and measure theoretic probability may be found. The book will be very useful for students, but also for a variety of specialists interested in deterministic and stochastic control and filtering." —Applications of Mathematics "The strength of the book under review lies in the choice of specialized topics it contains, which may not be found in this form elsewhere. Also, the first half would make a good standard course in linear control." —Journal of the Indian Institute of Science