Directions in Mathematical Systems Theory and Optimization

ISBN-13: 9783540000655 / Angielski / Miękka / 2002 / 391 str.

Y. I. Gutterman; A. Rantzer; C. I. Byrnes

Opis

This volume provides a compilation of recent contributions on feedback and robust control, modeling, estimation and filtering. They were presented on the occasion of the sixtieth birthday of Anders Lindquist, who has delivered fundamental contributions to the fields of systems, signals and control for more than three decades. His contributions include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identification. Lindquist's research includes the development of fast filtering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. He established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. His recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.

Spis treści

Systems with Lebesgue Sampling.- Acoustic Attenuation Employing Variable Wall Admittance.- Some Remarks on Linear Filtering Theory for Infinite Dimensional Systems.- A Note on Stochastic Dissipativeness.- Internal Model Based Design for the Suppression of Harmonic Disturbances.- The Convergence of the Extended Kalman Filter.- On the Separation of Two Degrees of Freedom Controller and its Application to H Control for Systems with Time Delay.- The Principle of Optimality in Measurement Feedback Control for Linear Systems.- Linear System Identification as Curve Fitting.- Optimal Model Order Reduction for Maximal Real Part Norms.- Quantum Schrödinger Bridges.- New Integrability Conditions for Classifying Holonomic and Nonholonomic Systems.- On Spectral Analysis using Models with Pre-Specified Zeros.- Balanced State Representations with Polynomial Algebra.- Nonconvex Global Optimization Problems: Constrained Infinite-Horizon Linear-Quadratic Control Problems for Discrete Systems.