Stochastic optimal control theory with application in self-tuning control:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
1989
|
| Series: | Lecture notes in control and information science
117 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | IX, 308 S. Illustrationen |
| ISBN: | 0387505326 3540505326 |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV001324474 | ||
| 003 | DE-604 | ||
| 005 | 20230511 | ||
| 007 | t | ||
| 008 | 890608s1989 a||| |||| 00||| eng d | ||
| 020 | |a 0387505326 |9 0-387-50532-6 | ||
| 020 | |a 3540505326 |9 3-540-50532-6 | ||
| 035 | |a (OCoLC)246645314 | ||
| 035 | |a (DE-599)BVBBV001324474 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-91G |a DE-384 |a DE-92 |a DE-355 |a DE-706 |a DE-634 |a DE-83 |a DE-188 | ||
| 050 | 0 | |a TJ217 | |
| 082 | 0 | |a 629.8/312 |2 19 | |
| 084 | |a QH 721 |0 (DE-625)141612: |2 rvk | ||
| 084 | |a SI 845 |0 (DE-625)143198: |2 rvk | ||
| 084 | |a SK 880 |0 (DE-625)143266: |2 rvk | ||
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 084 | |a MAT 496f |2 stub | ||
| 100 | 1 | |a Hunt, K. J. |d 1963- |e Verfasser |0 (DE-588)172147883 |4 aut | |
| 245 | 1 | 0 | |a Stochastic optimal control theory with application in self-tuning control |c K. J. Hunt |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1989 | |
| 300 | |a IX, 308 S. |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in control and information science |v 117 | |
| 650 | 7 | |a Commande, Théorie de la |2 ram | |
| 650 | 7 | |a Processus stochastiques |2 ram | |
| 650 | 4 | |a commande auto-réglable | |
| 650 | 4 | |a commande optimale | |
| 650 | 4 | |a commande stochastique | |
| 650 | 4 | |a processus stochastique | |
| 650 | 4 | |a théorie commande | |
| 650 | 4 | |a Control theory | |
| 650 | 4 | |a Self-tuning controllers | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 0 | 7 | |a Self-Tuning-Regelung |0 (DE-588)4180913-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische Optimierung |0 (DE-588)4057625-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kontrolltheorie |0 (DE-588)4032317-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische optimale Kontrolle |0 (DE-588)4207850-7 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastische optimale Kontrolle |0 (DE-588)4207850-7 |D s |
| 689 | 0 | 1 | |a Kontrolltheorie |0 (DE-588)4032317-1 |D s |
| 689 | 0 | 2 | |a Stochastische Optimierung |0 (DE-588)4057625-5 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Self-Tuning-Regelung |0 (DE-588)4180913-0 |D s |
| 689 | 1 | 1 | |a Stochastische optimale Kontrolle |0 (DE-588)4207850-7 |D s |
| 689 | 1 | |8 1\p |5 DE-604 | |
| 830 | 0 | |a Lecture notes in control and information science |v 117 |w (DE-604)BV005848579 |9 117 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000800468&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Record in the Search Index
| _version_ | 1805082644174602240 |
|---|---|
| adam_text |
CONTENTS
PART 1: Stochastic Optimal Control Theory 1
Chapter 1: Introduction to Stochastic Optimal Control 3
Summary 3
1.1 The origins of feedback control 3
1.2 Early developments in control theory 5
1.3 Analytical design methods 6
1.4 State space optimal control 8
1.5 The polynomial equation approach 9
1.6 Contributions of the present work 10
Chapter 2: Stochastic Tracking with Measurable Disturbance
Feedforward 15
Summary 15
2.1 Plant model 17
2.1.1 Stochastic signal definitions 22
2.1.2 Non stationary and deterministic reference and disturbances 24
2.2 Control structures 26
2.2.1 Single degree of freedom controller with feedforward 26
2.2.2 Two degrees of freedom controller with feedforward 29
2.3 Optimal control problem definition 32
2.4 Single degree of freedom solution with feedforward 33
2.4.1 Internal stability 40
2.4.2 Equation solvability 41
2.4.3 Zero output measurement noise 45
2.5 Two degrees of freedom solution with feedforward 48
2.5.1 Internal stability 55
VII
2.5.2 Equation solvability 56
2.5.3 Zero output measurement noise 59
2.6 SDF solution using a common denominator 62
2.6.1 Zero output measurement noise 65
2.7 2DF solution using a common denominator 68
2.7.1 Zero output measurement noise 72
2.8 Optimality of the implied diophantine equations:
SDF Case 75
2.8.1 Optimal cascade controller 77
2.8.2 Optimal feedforward controller 83
2.9 Optimality of the implied diophantine equations:
2DF Case 88
2.9.1 Optimal feedback controller 89
2.9.2 Optimal reference controller 92
2.9.3 Optimal feedforward controller 96
2.10 Properties and structure of the optimal solutions 99
2.11 Optimal regulation with disturbance measurement feedforward the
multivariable case 109
PART 2: Self Tuning Control 117
Chanter 3: Introduction to Self Tuning Control 119
Summary
3.1 Feedback control 119
3.2 Conventional control 123
3.3 Analytical design and adaptive control 125
3.4 System identification 129
3.5 Adaptive control a brief history 137
3.6 The methods of adaptive control 139
VIII
3.7 Previous approaches to self tuning control 147
3.8 Contributions of the present work 150
Chapter 4: Optimal Self Tuning Algorithm 154
Summary 154
4.1 Model structure 156
4.2 Controller design 159
4.2.1 Optimal control law 161
4.2.2 Implied diophantine equations 162
4.2.3 Simplified design 166
4.3 LQG self tuning control algorithm 169
4.4 Robustness of the LQG self tuner 170
4.4.1 Robustness of the LQG design 170
4.4.2 Robust parameter estimation 173
4.5 Convergence properties 176
4.6 Practical issues 179
4.6.1 Control law implementation 179
4.6.2 Cost function weight selection 181
4.6.3 Solvability conditions and unstable weighting terms 182
4.6.4 Computational algorithms 186
4.6.5 Common factors in A and B 186
PART 3: Case Study 203
Chapter 5: A Power Systems Application 205
Summary 205
5.1 The advanced gas cooled reactor 206
5.2 The Hunterston 'B' overall control strategy 206
5.3 Hunterston 'B' simulator 210
IX
5.4 TS VP control (Loop 3 (main)) 213
5.4.1 PI performance 213
5.5 Self tuning LQG control 219
5.5.1 Hardware and software 219
5.5.2 Control law and model parameterisation 219
5.5.3 Self tuning LQG control results 221
5.6 Conclusions 239
PART 4: Conclusions 241
Chapter 6: Conclusions 243
6.1 Stochastic optimal control theory 243
6.2 LQG self tuning control 244
References 247
Annendices 267
Appendix 1: Proof of Theorem 1 267
Appendix 2: Proof of Theorem 6 278
Appendix 3: Proof of Theorem 12 292
Appendix 4: Proof of Theorem 14 299 |
| any_adam_object | 1 |
| author | Hunt, K. J. 1963- |
| author_GND | (DE-588)172147883 |
| author_facet | Hunt, K. J. 1963- |
| author_role | aut |
| author_sort | Hunt, K. J. 1963- |
| author_variant | k j h kj kjh |
| building | Verbundindex |
| bvnumber | BV001324474 |
| callnumber-first | T - Technology |
| callnumber-label | TJ217 |
| callnumber-raw | TJ217 |
| callnumber-search | TJ217 |
| callnumber-sort | TJ 3217 |
| callnumber-subject | TJ - Mechanical Engineering and Machinery |
| classification_rvk | QH 721 SI 845 SK 880 SK 820 |
| classification_tum | MAT 496f |
| ctrlnum | (OCoLC)246645314 (DE-599)BVBBV001324474 |
| dewey-full | 629.8/312 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 629 - Other branches of engineering |
| dewey-raw | 629.8/312 |
| dewey-search | 629.8/312 |
| dewey-sort | 3629.8 3312 |
| dewey-tens | 620 - Engineering and allied operations |
| discipline | Mathematik Wirtschaftswissenschaften Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV001324474</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230511</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">890608s1989 a||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0387505326</subfield><subfield code="9">0-387-50532-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3540505326</subfield><subfield code="9">3-540-50532-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)246645314</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV001324474</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">TJ217</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">629.8/312</subfield><subfield code="2">19</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 721</subfield><subfield code="0">(DE-625)141612:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 845</subfield><subfield code="0">(DE-625)143198:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 880</subfield><subfield code="0">(DE-625)143266:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 496f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hunt, K. J.</subfield><subfield code="d">1963-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)172147883</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic optimal control theory with application in self-tuning control</subfield><subfield code="c">K. J. Hunt</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">1989</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">IX, 308 S.</subfield><subfield code="b">Illustrationen</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture notes in control and information science</subfield><subfield code="v">117</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Commande, Théorie de la</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Processus stochastiques</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">commande auto-réglable</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">commande optimale</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">commande stochastique</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">processus stochastique</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">théorie commande</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Control theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Self-tuning controllers</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Self-Tuning-Regelung</subfield><subfield code="0">(DE-588)4180913-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Optimierung</subfield><subfield code="0">(DE-588)4057625-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kontrolltheorie</subfield><subfield code="0">(DE-588)4032317-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische optimale Kontrolle</subfield><subfield code="0">(DE-588)4207850-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische optimale Kontrolle</subfield><subfield code="0">(DE-588)4207850-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kontrolltheorie</subfield><subfield code="0">(DE-588)4032317-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Stochastische Optimierung</subfield><subfield code="0">(DE-588)4057625-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Self-Tuning-Regelung</subfield><subfield code="0">(DE-588)4180913-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Stochastische optimale Kontrolle</subfield><subfield code="0">(DE-588)4207850-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture notes in control and information science</subfield><subfield code="v">117</subfield><subfield code="w">(DE-604)BV005848579</subfield><subfield code="9">117</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000800468&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV001324474 |
| illustrated | Illustrated |
| indexdate | 2024-07-20T07:35:56Z |
| institution | BVB |
| isbn | 0387505326 3540505326 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000800468 |
| oclc_num | 246645314 |
| open_access_boolean | |
| owner | DE-12 DE-91G DE-BY-TUM DE-384 DE-92 DE-355 DE-BY-UBR DE-706 DE-634 DE-83 DE-188 |
| owner_facet | DE-12 DE-91G DE-BY-TUM DE-384 DE-92 DE-355 DE-BY-UBR DE-706 DE-634 DE-83 DE-188 |
| physical | IX, 308 S. Illustrationen |
| publishDate | 1989 |
| publishDateSearch | 1989 |
| publishDateSort | 1989 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in control and information science |
| series2 | Lecture notes in control and information science |
| spelling | Hunt, K. J. 1963- Verfasser (DE-588)172147883 aut Stochastic optimal control theory with application in self-tuning control K. J. Hunt Berlin [u.a.] Springer 1989 IX, 308 S. Illustrationen txt rdacontent n rdamedia nc rdacarrier Lecture notes in control and information science 117 Commande, Théorie de la ram Processus stochastiques ram commande auto-réglable commande optimale commande stochastique processus stochastique théorie commande Control theory Self-tuning controllers Stochastic processes Self-Tuning-Regelung (DE-588)4180913-0 gnd rswk-swf Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf Kontrolltheorie (DE-588)4032317-1 gnd rswk-swf Stochastische optimale Kontrolle (DE-588)4207850-7 gnd rswk-swf Stochastische optimale Kontrolle (DE-588)4207850-7 s Kontrolltheorie (DE-588)4032317-1 s Stochastische Optimierung (DE-588)4057625-5 s DE-604 Self-Tuning-Regelung (DE-588)4180913-0 s 1\p DE-604 Lecture notes in control and information science 117 (DE-604)BV005848579 117 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000800468&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Hunt, K. J. 1963- Stochastic optimal control theory with application in self-tuning control Lecture notes in control and information science Commande, Théorie de la ram Processus stochastiques ram commande auto-réglable commande optimale commande stochastique processus stochastique théorie commande Control theory Self-tuning controllers Stochastic processes Self-Tuning-Regelung (DE-588)4180913-0 gnd Stochastische Optimierung (DE-588)4057625-5 gnd Kontrolltheorie (DE-588)4032317-1 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd |
| subject_GND | (DE-588)4180913-0 (DE-588)4057625-5 (DE-588)4032317-1 (DE-588)4207850-7 |
| title | Stochastic optimal control theory with application in self-tuning control |
| title_auth | Stochastic optimal control theory with application in self-tuning control |
| title_exact_search | Stochastic optimal control theory with application in self-tuning control |
| title_full | Stochastic optimal control theory with application in self-tuning control K. J. Hunt |
| title_fullStr | Stochastic optimal control theory with application in self-tuning control K. J. Hunt |
| title_full_unstemmed | Stochastic optimal control theory with application in self-tuning control K. J. Hunt |
| title_short | Stochastic optimal control theory with application in self-tuning control |
| title_sort | stochastic optimal control theory with application in self tuning control |
| topic | Commande, Théorie de la ram Processus stochastiques ram commande auto-réglable commande optimale commande stochastique processus stochastique théorie commande Control theory Self-tuning controllers Stochastic processes Self-Tuning-Regelung (DE-588)4180913-0 gnd Stochastische Optimierung (DE-588)4057625-5 gnd Kontrolltheorie (DE-588)4032317-1 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd |
| topic_facet | Commande, Théorie de la Processus stochastiques commande auto-réglable commande optimale commande stochastique processus stochastique théorie commande Control theory Self-tuning controllers Stochastic processes Self-Tuning-Regelung Stochastische Optimierung Kontrolltheorie Stochastische optimale Kontrolle |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000800468&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV005848579 |
| work_keys_str_mv | AT huntkj stochasticoptimalcontroltheorywithapplicationinselftuningcontrol |