Applied Optimal Control

Optimization, Estimation and Control

Author: A. E. Bryson

Publisher: CRC Press

ISBN: 9780891162285

Category: Technology & Engineering

Page: 496

View: 6558

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This best-selling text focuses on the analysis and design of complicated dynamics systems. CHOICE called it “a high-level, concise book that could well be used as a reference by engineers, applied mathematicians, and undergraduates. The format is good, the presentation clear, the diagrams instructive, the examples and problems helpful...References and a multiple-choice examination are included.”

Applied Optimal Control

Optimization, Estimation and Control

Author: A. E. Bryson

Publisher: Routledge

ISBN: 1351465910

Category: Technology & Engineering

Page: 496

View: 8322

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This best-selling text focuses on the analysis and design of complicated dynamics systems. CHOICE called it ""a high-level, concise book that could well be used as a reference by engineers, applied mathematicians, and undergraduates. The format is good, the presentation clear, the diagrams instructive, the examples and problems helpful...References and a multiple-choice examination are included.

Applied Optimal Control and Estimation

Digital Design and Implementation

Author: Frank L. Lewis

Publisher: Texas Instruments, Incorporated

ISBN: N.A

Category: Technology & Engineering

Page: 624

View: 2735

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This book covers optimal design for multi-input/multi-output (MIMO) systems, providing not only the theoretical background, but also practical implementation techniques for control and estimation algorithms. Real-time implementation methods for a wide range of industries and control problems are detailed, including control of computer disk drives, chemical process control, and aircraft control. The book puts modern control design tools - based on solving matrix equation - well within the reach of the individual design engineer. You'll see how to design control systems using software programs, simulate these controllers on digital controllers, and then implement digital controllers on actual processors using digital signal processors (DSPs). Appropriate

Optimal Control Systems

Author: D. Subbaram Naidu

Publisher: CRC Press

ISBN: 9780849308925

Category: Technology & Engineering

Page: 464

View: 3946

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The theory of optimal control systems has grown and flourished since the 1960's. Many texts, written on varying levels of sophistication, have been published on the subject. Yet even those purportedly designed for beginners in the field are often riddled with complex theorems, and many treatments fail to include topics that are essential to a thorough grounding in the various aspects of and approaches to optimal control. Optimal Control Systems provides a comprehensive but accessible treatment of the subject with just the right degree of mathematical rigor to be complete but practical. It provides a solid bridge between "traditional" optimization using the calculus of variations and what is called "modern" optimal control. It also treats both continuous-time and discrete-time optimal control systems, giving students a firm grasp on both methods. Among this book's most outstanding features is a summary table that accompanies each topic or problem and includes a statement of the problem with a step-by-step solution. Students will also gain valuable experience in using industry-standard MATLAB and SIMULINK software, including the Control System and Symbolic Math Toolboxes. Diverse applications across fields from power engineering to medicine make a foundation in optimal control systems an essential part of an engineer's background. This clear, streamlined presentation is ideal for a graduate level course on control systems and as a quick reference for working engineers.

Optimal Control Theory

An Introduction

Author: Donald E. Kirk

Publisher: Courier Corporation

ISBN: 0486135071

Category: Technology & Engineering

Page: 480

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Upper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous figures, tables. Solution guide available upon request. 1970 edition.

Applied Optimal Estimation

Author: Analytic Sciences Corporation. Technical Staff,Analytic Sciences Corporation

Publisher: MIT Press

ISBN: 9780262570480

Category: Computers

Page: 374

View: 8723

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This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation. Even so, theoretical and mathematical concepts are introduced and developed sufficiently to make the book a self-contained source of instruction for readers without prior knowledge of the basic principles of the field. The work is the product of the technical staff of The Analytic Sciences Corporation (TASC), an organization whose success has resulted largely from its applications of optimal estimation techniques to a wide variety of real situations involving large-scale systems. Arthur Gelb writes in the Foreword that "It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant, arguments are used extensively, with emphasis on physical insights and key questions of practical importance." Numerous illustrative examples, many based on actual applications, have been interspersed throughout the text to lead the student to a concrete understanding of the theoretical material. The inclusion of problems with "built-in" answers at the end of each of the nine chapters further enhances the self-study potential of the text. After a brief historical prelude, the book introduces the mathematics underlying random process theory and state-space characterization of linear dynamic systems. The theory and practice of optimal estimation is them presented, including filtering, smoothing, and prediction. Both linear and non-linear systems, and continuous- and discrete-time cases, are covered in considerable detail. New results are described concerning the application of covariance analysis to non-linear systems and the connection between observers and optimal estimators. The final chapters treat such practical and often pivotal issues as suboptimal structure, and computer loading considerations. This book is an outgrowth of a course given by TASC at a number of US Government facilities. Virtually all of the members of the TASC technical staff have, at one time and in one way or another, contributed to the material contained in the work.

Introduction to Stochastic Search and Optimization

Estimation, Simulation, and Control

Author: James C. Spall

Publisher: John Wiley & Sons

ISBN: 0471441902

Category: Mathematics

Page: 618

View: 3631

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A unique interdisciplinary foundation for real-world problem solving Stochastic search and optimization techniques are used in a vast number of areas, including aerospace, medicine, transportation, and finance, to name but a few. Whether the goal is refining the design of a missile or aircraft, determining the effectiveness of a new drug, developing the most efficient timing strategies for traffic signals, or making investment decisions in order to increase profits, stochastic algorithms can help researchers and practitioners devise optimal solutions to countless real-world problems. Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control is a graduate-level introduction to the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science. The treatment is both rigorous and broadly accessible, distinguishing this text from much of the current literature and providing students, researchers, and practitioners with a strong foundation for the often-daunting task of solving real-world problems. The text covers a broad range of today’s most widely used stochastic algorithms, including: Random search Recursive linear estimation Stochastic approximation Simulated annealing Genetic and evolutionary methods Machine (reinforcement) learning Model selection Simulation-based optimization Markov chain Monte Carlo Optimal experimental design The book includes over 130 examples, Web links to software and data sets, more than 250 exercises for the reader, and an extensive list of references. These features help make the text an invaluable resource for those interested in the theory or practice of stochastic search and optimization.

Optimal Control

An Introduction to the Theory and Its Applications

Author: Michael Athans,Peter L. Falb

Publisher: Courier Corporation

ISBN: 0486318184

Category: Technology & Engineering

Page: 896

View: 692

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Geared toward advanced undergraduate and graduate engineering students, this text introduces the theory and applications of optimal control. It serves as a bridge to the technical literature, enabling students to evaluate the implications of theoretical control work, and to judge the merits of papers on the subject. Rather than presenting an exhaustive treatise, Optimal Control offers a detailed introduction that fosters careful thinking and disciplined intuition. It develops the basic mathematical background, with a coherent formulation of the control problem and discussions of the necessary conditions for optimality based on the maximum principle of Pontryagin. In-depth examinations cover applications of the theory to minimum time, minimum fuel, and to quadratic criteria problems. The structure, properties, and engineering realizations of several optimal feedback control systems also receive attention. Special features include numerous specific problems, carried through to engineering realization in block diagram form. The text treats almost all current examples of control problems that permit analytic solutions, and its unified approach makes frequent use of geometric ideas to encourage students' intuition.

Differential Games

A Mathematical Theory with Applications to Warfare and Pursuit, Control and Optimization

Author: Rufus Isaacs

Publisher: Courier Corporation

ISBN: 0486135985

Category: Mathematics

Page: 416

View: 5692

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Definitive work draws on game theory, calculus of variations, and control theory to solve an array of problems: military, pursuit and evasion, athletic contests, many more. Detailed examples, formal calculations. 1965 edition.

Predictive Control for Linear and Hybrid Systems

Author: Francesco Borrelli,Alberto Bemporad,Manfred Morari

Publisher: Cambridge University Press

ISBN: 1107016886

Category: Mathematics

Page: 440

View: 5703

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With a simple approach that includes real-time applications and algorithms, this book covers the theory of model predictive control (MPC).

Optimal Control and Estimation

Author: Robert F. Stengel

Publisher: Courier Corporation

ISBN: 0486134814

Category: Mathematics

Page: 672

View: 4056

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Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.

Discrete-time Stochastic Systems

Estimation and Control

Author: Torsten Söderström

Publisher: Springer Science & Business Media

ISBN: 1447101014

Category: Mathematics

Page: 376

View: 6404

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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.

Optimal Control

Author: Frank L. Lewis,Draguna Vrabie,Vassilis L. Syrmos

Publisher: John Wiley & Sons

ISBN: 0470633492

Category: Technology & Engineering

Page: 540

View: 9798

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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

Stochastic Processes, Estimation, and Control

Author: Jason L. Speyer,Walter H. Chung

Publisher: SIAM

ISBN: 0898716551

Category: Mathematics

Page: 383

View: 6316

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The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to HÝsubscript 2¨ and HÝsubscript Ýinfinity¨¨ controllers and system robustness. This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful.

Differential Game Theory with Applications to Missiles and Autonomous Systems Guidance

Author: Farhan A. Faruqi

Publisher: John Wiley & Sons

ISBN: 1119168473

Category: Technology & Engineering

Page: 216

View: 7181

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Differential Game Theory with Applications to Missiles and Autonomous Systems explains the use of differential game theory in autonomous guidance and control systems. The book begins with an introduction to the basic principles before considering optimum control and game theory. Two-party and multi-party game theory and guidance are then covered and, finally, the theory is demonstrated through simulation examples and models and the simulation results are discussed. Recent developments in the area of guidance and autonomous systems are also presented. Key features: Presents new developments and how they relate to established control systems knowledge. Demonstrates the theory through simulation examples and models. Covers two-party and multi-party game theory and guidance. Accompanied by a website hosting MATLAB® code. The book is essential reading for researchers and practitioners in the aerospace and defence industries as well as graduate students in aerospace engineering.

Optimization Theory with Applications

Author: Donald A. Pierre

Publisher: Courier Corporation

ISBN: 0486136957

Category: Mathematics

Page: 640

View: 8118

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Broad-spectrum approach to important topic. Explores the classic theory of minima and maxima, classical calculus of variations, simplex technique and linear programming, optimality and dynamic programming, more. 1969 edition.

Nonsmooth Optimization

Analysis and Algorithms with Applications to Optimal Control

Author: Marko M Mäkelä,Pekka Neittaanmäki

Publisher: World Scientific

ISBN: 9814522414

Category: Mathematics

Page: 268

View: 6284

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This book is a self-contained elementary study for nonsmooth analysis and optimization, and their use in solution of nonsmooth optimal control problems. The first part of the book is concerned with nonsmooth differential calculus containing necessary tools for nonsmooth optimization. The second part is devoted to the methods of nonsmooth optimization and their development. A proximal bundle method for nonsmooth nonconvex optimization subject to nonsmooth constraints is constructed. In the last part nonsmooth optimization is applied to problems arising from optimal control of systems covered by partial differential equations. Several practical problems, like process control and optimal shape design problems are considered. Contents: Part I: Nonsmooth Analysis:IntroductionConvex AnalysisNonsmooth Differential TheoryNonsmooth GeometryNonsmooth Optimization TheoryPart II: Nonsmooth Optimization:IntroductionA Survey of Bundle MethodsProximal Bundle Method for Nonconvex Constrained OptimizationNumerical ExperimentsPart III: Nonsmooth Optimal Control:IntroductionPreliminariesDistributed Parameter Control Problems Optimal Shape Design Boundary Control for Stefan Type Problems Readership: Applied mathematicians, mathematicians, operations researchers, engineers, economists and mathematical physicists. keywords:Nonsmooth Optimization;Nondifferentiable Programming;Bundle Methods;Convex Analysis;Nonconvexity;Subgradients;Tangent and Normal Cones;Optimal Control;Optimal Shape Design;Continuous Casting

Real-time PDE-constrained Optimization

Author: Lorenz T. Biegler,Omar Ghattas,Matthias Heinkenschloss,David Keyes,Bart van Bloemen Waanders

Publisher: SIAM

ISBN: 9780898718935

Category: Differential equations, Partial

Page: 312

View: 7255

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Many engineering and scientific problems in design, control, and parameter estimation can be formulated as optimization problems that are governed by partial differential equations (PDEs). The complexities of the PDEs--and the requirement for rapid solution--pose significant difficulties. A particularly challenging class of PDE-constrained optimization problems is characterized by the need for real-time solution, i.e., in time scales that are sufficiently rapid to support simulation-based decision making. Real-Time PDE-Constrained Optimization, the first book devoted to real-time optimization for systems governed by PDEs, focuses on new formulations, methods, and algorithms needed to facilitate real-time, PDE-constrained optimization. In addition to presenting state-of-the-art algorithms and formulations, the text illustrates these algorithms with a diverse set of applications that includes problems in the areas of aerodynamics, biology, fluid dynamics, medicine, chemical processes, homeland security, and structural dynamics. Audience: readers who have expertise in simulation and are interested in incorporating optimization into their simulations, who have expertise in numerical optimization and are interested in adapting optimization methods to the class of infinite-dimensional simulation problems, or who have worked in "offline" optimization contexts and are interested in moving to "online" optimization.

Calculus of Variations and Optimal Control Theory

A Concise Introduction

Author: Daniel Liberzon

Publisher: Princeton University Press

ISBN: 0691151873

Category: Mathematics

Page: 235

View: 5653

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This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control