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

View

Book Description

Author: K. J. Åström
Publisher:
ISBN:
Category :
Languages : en
Pages : 50

View

Book Description

Author: Robert Allen Bailey
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages :

View

Book Description

Author: Edison T. Tse
Publisher:
ISBN:
Category : Discrete-time systems
Languages : en
Pages : 285

View

Book Description
The control of linear systems with incomplete information is considered where the unknown disturbances and/or random parameters are assumed to satisfy some statistical laws. The observer theory for linear systems is developed which generalizes the concepts due to Kalman and Luenberger pertaining to the design of linear systems which estimate the state of a linear plant on the basis of both noise-free and noisy measurements of the output variables. The separation theorem for linear system is then extended for such observers-estimators. The problem of controlling a linear system with unknown gain is then considered. An open-loop-feedback-optimal control algorithm is developed which seems to be computationally feasible. Existence of such suboptimal control scheme is proved under the assumption that the uncertainties in the unknown gail will not grow in time. Convergence of such suboptimal control system to the truly optimal control system is considered. A computer program is developed to study the control of a variety of third order systems with known poles but unknown zeroes. The experimental results serve to provide more insights into the structure and behavior of the open-loop-feedback-optimal control systems. (Author).

Author: Karl J. Åström
Publisher: Courier Corporation
ISBN: 0486138275
Category : Technology & Engineering
Languages : en
Pages : 322

View

Book Description
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria. Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems.

Author: R. L. Stratonovich
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 376

View

Book Description

Author: Chong Ho Lee
Publisher:
ISBN:
Category :
Languages : en
Pages : 154

View

Book Description

Author: Zhongjing Ma
Publisher: Springer Nature
ISBN: 9813362928
Category : Technology & Engineering
Languages : en
Pages : 355

View

Book Description
This book focuses on how to implement optimal control problems via the variational method. It studies how to implement the extrema of functional by applying the variational method and covers the extrema of functional with different boundary conditions, involving multiple functions and with certain constraints etc. It gives the necessary and sufficient condition for the (continuous-time) optimal control solution via the variational method, solves the optimal control problems with different boundary conditions, analyzes the linear quadratic regulator & tracking problems respectively in detail, and provides the solution of optimal control problems with state constraints by applying the Pontryagin’s minimum principle which is developed based upon the calculus of variations. And the developed results are applied to implement several classes of popular optimal control problems and say minimum-time, minimum-fuel and minimum-energy problems and so on. As another key branch of optimal control methods, it also presents how to solve the optimal control problems via dynamic programming and discusses the relationship between the variational method and dynamic programming for comparison. Concerning the system involving individual agents, it is also worth to study how to implement the decentralized solution for the underlying optimal control problems in the framework of differential games. The equilibrium is implemented by applying both Pontryagin’s minimum principle and dynamic programming. The book also analyzes the discrete-time version for all the above materials as well since the discrete-time optimal control problems are very popular in many fields.

Author: William M. McEneaney
Publisher: Springer Science & Business Media
ISBN: 1461217849
Category : Technology & Engineering
Languages : en
Pages : 660

View

Book Description
In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.

Author: Frank L. Lewis
Publisher: CRC Press
ISBN: 1420008293
Category : Technology & Engineering
Languages : en
Pages : 546

View

Book Description
More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation methods driving today's high-performance systems. A Classic Revisited Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. Modern Tools for Tomorrow's Engineers This text overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB® code allows students to gain hands-on experience with industry-standard software tools for a wide variety of applications. This cutting-edge and highly interactive text makes teaching, and learning, estimation methods easier and more modern than ever.