Applied Optimal Control: Optimization, Estimation and ControlRoutledge, 4. 5. 2018. - 496 страница 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. |
Садржај
Parameter optimization problems | |
Optimization problems for dynamic systems | |
including minimumtime problems | |
Optimal feedback control | |
linear feedback | |
Neighboring extremals and the second variation | |
Numerical solution of optimal programming and control problems | |
Singular solutions of optimization and control problems | |
Introduction to random processes | |
Optimal filtering and prediction | |
Optimal smoothing and interpolation | |
Optimal feedback control in the presence of uncertainty | |
Appendix A Some basic mathematical facts | |
Appendix B Properties of linear systems | |
Multiplechoice examination | |
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algorithm angle assume boundary conditions calculus of variations Chapter coefficients components computation Consider contours of constant control problem control variable control vector correlation covariance matrix criterion defined density function derived determine deterministic differential equations dynamic programming dynamic system estimate Example expected value feedback control feedback law filter first-order follows gauss-markov process gaussian given gradient method Hamiltonian influence functions initial conditions integral Kalman linear system markov markov property maximum measurement minimize minimum minimum-time path necessary conditions nonlinear Note numerical obtained optimal control optimization problems optimum parameter performance index possible programming problems purely random sequence quadratic random process random variable random vector Riccati equation saddle point satisfy scalar second-order Show shown in Figure singular arc solve specified stationary STEP Substituting system equations terminal conditions terminal constraints theorem trajectory transition matrix two-point boundary-value problem variations velocity white noise x(tf x(to zero