Optimal control and estimation:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Dover
1994
|
| Ausgabe: | 1. publ. 1994, unabridged, corr. republ. of the work 1. publ. 1986 |
| Schriftenreihe: | Dover books on advanced mathematics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Früher u.d.T.: Stochastic optimal control |
| Beschreibung: | XVI, 639 S. graph. Darst. |
| ISBN: | 9780486682006 0486682005 |
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| 250 | |a 1. publ. 1994, unabridged, corr. republ. of the work 1. publ. 1986 | ||
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| 300 | |a XVI, 639 S. |b graph. Darst. | ||
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| 490 | 0 | |a Dover books on advanced mathematics | |
| 500 | |a Früher u.d.T.: Stochastic optimal control | ||
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| 650 | 7 | |a Optimisation mathématique |2 ram | |
| 650 | 7 | |a Processus stochastiques |2 ram | |
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| 650 | 4 | |a Mathematical optimization | |
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Datensatz im Suchindex
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| adam_text | OPTIMAL CONTROL AND ESTIMATION ROBERT F. STENGEL DEPARTMENT OF
MECHANICAL AND AEROSPACE ENGINEERING PRINCETON UNIVERSITY, PRINCETON,
NEW JERSEY DOVER PUBLICATIONS, INC. NEW YORK CONTENTS 1. INTRODUCTION 1
1.1 FRAMEWORK FOR OPTIMAL CONTROL 1 1.2 MODELING DYNAMIC SYSTEMS 5 1.3
OPTIMAL CONTROL OBJECTIVES 9 1.4 OVERVIEW OF THE BOOK 16 PROBLEMS 17
REFERENCES 18 2. THE MATHEMATICS OF CONTROL AND ESTIMATION 19 2.1
SEALARS, VECTORS, AND MATRICES 19 SEALARS 19 VECTORS 20 MATRICES 23
INNER AND OUTER PRODUCTS 25 VECTOR LENGTHS, NORMS, AND WEIGHTED NORMS 28
STATIONARY, MINIMUM, AND MAXIMUM POINTS OF A SCALAR VARIABLE (ORDINARY
MAXIMA AND MINIMA) 29 CONSTRAINED MINIMA AND LAGRANGE MULTIPLIERS 36 2.2
MATRIX PROPERTIES AND OPERATIONS 41 INVERSE VECTOR RELATIONSHIP 41
MATRIX DETERMINANT 43 ADJOINT MATRIX 45 MATRIX INVERSE 45 GENERALIZED
INVERSES 49 TRANSFORMATIONS 54 DIFFERENTIATION AND INTEGRATION 59 SOME
MATRIX IDENTITIES 60 EIGENVALUES AND EIGENVECTORS 62 SINGULAR VALUE
DECOMPOSITION 67 SOME DETERMINANT IDENTITIES 68 XI XII CONTENTS 2.3
DYNAMIC SYSTEM MODELS AND SOLUTIONS 69 NONLINEAR SYSTEM EQUATIONS 69
LOCAL LINEARIZATION 74 NUMERICAL INTEGRATION OF NONLINEAR EQUATIONS 77
NUMERICAL INTEGRATION OF LINEAR EQUATIONS 79 REPRESENTATION OF DATA 84
2.4 RANDOM VARIABLES, SEQUENCES, AND PROCESSES 86 SCALAR RANDOM
VARIABLES 86 GROUPS OF RANDOM VARIABLES 90 SCALAR RANDOM SEQUENCES AND
PROCESSES 95 CORRELATION AND COVARIANCE FUNCTIONS 100 FOURIER SERIES AND
INTEGRALS 106 SPECIAL DENSITY FUNCTIONS OF RANDOM PROCESSES 108 SPECTRAL
FUNCTIONS OF RANDOM SEQUENCES 112 MULTIVARIATE STATISTICS 115 2.5
PROPERTIES OF DYNAMIC SYSTEMS 119 STATIC AND QUASISTATIC EQUILIBRIUM 121
STABILITY 126 MODES OF MOTION FOR LINEAR, TIME-INVARIANT SYSTEMS 132
REACHABILITY, CONTROLLABILITY, AND STABILIZABILITY 139 CONSTRUCTABILITY,
OBSERVABILITY, AND DETECTABILITY 142 DISCRETE-TIME SYSTEMS 144 2.6
FREQUENCY DOMAIN MODELING AND ANALYSIS 151 ROOT LOCUS 155
FREQUENCY-RESPONSE FUNCTION AND BODE PLOT 159 NYQUIST PLOT AND STABILITY
CRITERION 165 EFFECTS OF SAMPLING 168 PROBLEMS 171 REFERENCES 180 3.
OPTIMAL TRAJECTORIES AND NEIGHBORING-OPTIMAL SOLUTIONS 184 3.1 STATEMENT
OF THE PROBLEM 185 3.2 COST FUNCTIONS 188 3.3 PARAMETRIC OPTHNIZATION
192 3.4 CONDITIONS FOR OPTIMALITY 201 NECESSARY CONDITIONS FOR
OPTIMALITY 202 SUFFICIENT CONDITIONS FOR OPTIMALITY 213 THE MINIMUM
PRINCIPLE 216 THE HAMILTON-JACOBI-BELLMAN EQUATION 218 CONTENTS 3.5
CONSTRAINTS AND SINGULAR CONTROL 222 TERMINAL STATE EQUALITY CONSTRAINTS
223 EQUALITY CONSTRAINTS ON THE STATE AND CONTROL 231 INEQUALITY
CONSTRAINTS ON THE STATE AND CONTROL 237 SINGULAR CONTROL 247 3.6
NUMERICAL OPTIMIZATION 254 PENALTY FUNCTION METHOD 256 DYNAMIC
PROGRAMMING 257 NEIGHBORING EXTREMAL METHOD 257 QUASILINEARLZATION
METHOD 258 GRADIENT METHODS 259 3.7 NEIGHBORING-OPTIMAL SOLUTIONS 270
CONTINUOUS NEIGHBORING-OPTIMAL CONTROL 271 DYNAMIC PROGRAMMING SOLUTION
FOR CONTINUOUS LINEAR-QUADRATIC CONTROL 274 DISCRETE NEIGHBORING-OPTIMAL
CONTROL 276 DYNAMIC PROGRAMMING SOLUTION FOR DISCRETE LINEAR-QUADRATIC
CONTROL 281 SMALL DISTURBANCES AND PARAMETER VARIATIONS 283 PROBLEMS 284
REFERENCES 295 4. OPTIMAL STATE ESTIMATION 299 4.1 LEAST-SQUARES
ESTIMATES OF CONSTANT VECTORS 301 LEAST-SQUARES ESTIMATOR 301 WEIGHTED
LEAST-SQUARES ESTIMATOR 308 RECURSIVE LEAST-SQUARES ESTIMATOR 312 4.2
PROPAGATION OF THE STATE ESTIMATE AND ITS UNCERTAINTY 315 DISCRETE-TIME
SYSTEMS 318 SAMPLED-DATA REPRESENTATION OF CONTINUOUS-TIME SYSTEMS 326
CONTINUOUS-TIME SYSTEMS 335 SIMULATING CROSS-CORRELATED WHITE NOISE 337
4.3 DISCRETE-TIME OPTIMAL FILTERS AND PREDICTORS 340 KAIMAN FILTER 342
LINEAR-OPTIMAL PREDICTOR 352 ALTERNATIVE FORMS OF THE LINEAR-OPTIMAL
FILTER 352 XIV CONTENTS 4.4 CORRELATED DISTURBANCE INPUTS AND
MEASUREMENT NOISE 361 CROSS-CORRELATION OF DISTURBANCE INPUT AND
MEASUREMENT NOISE 361 TIME-CORRELATED MEASUREMENT NOISE 364 4.5
CONTINUOUS-TIME OPTIMAL FILTERS AND PREDICTORS 367 KALMAN-BUCY FILTER
367 DUALITY 372 LINEAR-OPTIMAL PREDICTOR 373 ALTERNATIVE FORMS OF THE
LINEAR-OPTIMAL FILTER 374 CORRELATION IN DISTURBANCE INPUTS AND
MEASUREMENT NOISE 379 4.6 OPTIMAL NONLINEAR ESTIMATION 382
NEIGHBORING-OPTIMAL LINEAR ESTIMATOR 385 EXTENDED KALMAN-BUCY FILTER 386
QUASILINEAR FILTER 388 4.7 ADAPTIVE FILTERING 392 PARAMETER-ADAPTIVE
FILTERING 393 NOISE-ADAPTIVE FILTERING 400 MULTIPLE-MODEL ESTIMATION 402
PROBLEMS 407 REFERENCES 416 5. STOCHASTIC OPTIMAL CONTROL 420 5.1
NONLINEAR SYSTEMS WITH RANDOM INPUTS AND PERFECT MEASUREMENTS 421
STOCHASTIC PRINCIPLE OF OPTIMALITY FOR NONLINEAR SYSTEMS 422 STOCHASTIC
PRINCIPLE OF OPTIMALITY FOR LINEAR-QUADRATIC PROBLEMS 423
NEIGHBORING-OPTIMAL CONTROL 426 EVALUATION OF THE VARIATIONAL COST
FUNCTION 430 5.2 NONLINEAR SYSTEMS WITH RANDOM INPUTS AND IMPERFECT
MEASUREMENTS 432 STOCHASTIC PRINCIPLE OF OPTIMALITY 432 DUAL CONTROL 436
NEIGHBORING-OPTIMAL CONTROL 443 5.3 THE CERTAINTY-EQUIVALENCE PROPERTY
OF LINEAR-QUADRATIC-GAUSSIAN CONTROLLERS 451 THE CONTINUOUS-TIME CASE
451 CONTENTS XV THE DISCRETE-TIME CASE 455 ADDITIONAL CASES EXHIBITING
CERTAINTY EQUIVALENCE 459 5.4 LINEAR, TIME-INVARIANT SYSTEMS WITH RANDOM
INPUTS AND IMPERFECT MEASUREMENTS 460 ASYMPTOTIC STABILITY OF THE
LINEAR-QUADRATIC REGULATOR 461 ASYMPTOTIC STABILITY OF THE KALMAN-BUCY
FILTER 474 ASYMPTOTIC STABILITY OF THE STOCHASTIC REGULATOR 480
STEADY-STATE PERFORMANCE OF THE STOCHASTIC REGULATOR 483 THE
DISCRETE-TIME CASE 488 PROBLEMS 489 REFERENCES 493 6. LINEAR
MULTIVARIABLE CONTROL 496 6.1 SOLUTION OF THE ALGEBRAIC RICCATI EQUATION
497 THE CONTINUOUS-TIME CASE 497 THE DISCRETE-TIME CASE 505 6.2
STEADY-STATE RESPONSE TO COMMANDS 508 OPEN-LOOP EQUILIBRIUM 510
NON-ZERO-SET-POINT REGULATION 514 6.3 COST FUNCTIONS AND CONTROLLER
STRUCTURES 517 SPECIFIC ATION OF COST FUNCTION WEIGHTING MATRICES 518
OUTPUT WEIGHTING IN THE COST FUNCTION 519 IMPLICIT MODEL FOLLOWING 520
DYNAMIC COMPENSATION THROUGH STATE AUGMENTATION 522
PROPORTIONAL-INTEGRAL COMPENSATION 522 PROPORTIONAL-FILTER COMPENSATION
526 PROPORTIONAL-INTEGRAL-FILTER COMPENSATION 528 EXPLICIT MODEL
FOLLOWING 531 TRANSFORMED AND PARTITIONED SOLUTIONS 535 STATE ESTIMATION
AND THE LQG REGULATOR 539 6.4 MODAL PROPERTIES OF OPTIMAL CONTROL
SYSTEMS 541 EIGENVALUES OF OPTIMALLY REGULATED SYSTEMS 542 EIGENVECTORS
OF LINEARLY REGULATED SYSTEMS 554 EIGENVECTORS OF OPTIMALLY REGULATED
SYSTEMS 557 EIGENVALUES AND EIGENVECTORS OF OPTIMAL ESTIMATORS 563 MODAL
PROPERTIES FOR THE STOCHASTIC-OPTIMAL REGULATOR 564 EIGENVALUES FOR THE
DISCRETE-TIME LINEAR-QUADRATIC REGULATOR 567 XVI CONTENTS 6.5 ROBUSTNESS
OF LINEAR-QUADRATIC REGULATORS 571 SPECTRAL CHARACTERISTICS OF OPTIMALLY
REGULATED SYSTEMS 572 STABILITY MARGINS OF SCALAR LINEAR-QUADRATIC
REGULATORS 576 EFFECTS OF SYSTEM VARIATIONS ON STABILITY 584
MULTIVARIABLE NYQUIST STABILITY CRITERION 589 MATRIX NORMS AND SINGULAR
VALUE ANALYSIS 591 STABILITY MARGINS OF MULTIVARIABLE LINEAR-QUADRATIC
REGULATORS 595 THE DISCRETE-TIME CASE 599 6.6 ROBNSTNESS OF
STOCHASTIC-OPTIMAL REGULATORS 602 COMPENSATOR STABILITY 603 STABILITY
MARGINS OF LQG REGULATORS 605 ROBUSTNESS RECOVERY 608 PROBABILITY OF
INSTABILITY 611 6.7 FOOTNOTE ON ADAPTIVE CONTROI 614 PROBLEMS 615
REFERENCES 622 EPILOGUE INDEX 629
|
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| illustrated | Illustrated |
| indexdate | 2024-08-01T11:30:25Z |
| institution | BVB |
| isbn | 9780486682006 0486682005 |
| language | English |
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| physical | XVI, 639 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
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| publisher | Dover |
| record_format | marc |
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| spellingShingle | Stengel, Robert F. 1938- Optimal control and estimation Commande, Théorie de la ram Optimisation mathématique ram Processus stochastiques ram Control theory Mathematical optimization Stochastic processes Stochastische Kontrolltheorie (DE-588)4263657-7 gnd Optimalwertregelung (DE-588)4331044-8 gnd |
| subject_GND | (DE-588)4263657-7 (DE-588)4331044-8 |
| title | Optimal control and estimation |
| title_auth | Optimal control and estimation |
| title_exact_search | Optimal control and estimation |
| title_full | Optimal control and estimation Robert F. Stengel |
| title_fullStr | Optimal control and estimation Robert F. Stengel |
| title_full_unstemmed | Optimal control and estimation Robert F. Stengel |
| title_short | Optimal control and estimation |
| title_sort | optimal control and estimation |
| topic | Commande, Théorie de la ram Optimisation mathématique ram Processus stochastiques ram Control theory Mathematical optimization Stochastic processes Stochastische Kontrolltheorie (DE-588)4263657-7 gnd Optimalwertregelung (DE-588)4331044-8 gnd |
| topic_facet | Commande, Théorie de la Optimisation mathématique Processus stochastiques Control theory Mathematical optimization Stochastic processes Stochastische Kontrolltheorie Optimalwertregelung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007143559&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT stengelrobertf optimalcontrolandestimation |
Inhaltsverzeichnis
THWS Schweinfurt Zentralbibliothek Lesesaal
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2000 SK 880 S825 |
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| Exemplar 1 | ausleihbar Verfügbar Bestellen |