Optimal Control: An Introduction

ISBN-13: 9783034895194 / Angielski / Miękka / 2012 / 294 str.

Arturo Locatelli

Opis

From the reviews: "The style of the book reflects the author's wish to assist in the effective learning of optimal control by suitable choice of topics, the mathematical level used, and by including numerous illustrated examples. . . .In my view the book suits its function and purpose, in that it gives a student a comprehensive coverage of optimal control in an easy-to-read fashion." -Measurement and Control

Recenzje

"The style of the book reflects the author's wish to assist in the effective learning of optimal control by suitable choice of topics, the mathematical level used, and by including numerous illustrated examples. The book has been written for undergraduate and postgraduate students who already know control theory, basic linear systems and possess a background in calculus.... In my view the book suits its function and purpose, in that it gives a student a comprehensive coverage of optimal control in an easy-to-read fashion." -Measurement and Control

Spis treści

1 Introduction.- 2 The Hamilton-Jacobi theory.- 3 The LQ problem.- 4 The LQG problem.- 5 The Riccati equations.- 6 The Maximum Principle.- 7 Second variation methods.- A Basic background.- A.1 Canonical decomposition.- A.2 Transition matrix.- A.3 Poles and zeros.- A.4 Quadratic forms.- A.5 Expected value and covariance.- B Eigenvalues assignment.- B.1 Introduction.- B.2 Assignment with accessible state.- B.3 Assignment with inaccessible state.- B.4 Assignment with asymptotic errors zeroing.- C Notation.- List of Algorithms, Assumptions, Corollaries.