Singular Optimal Control Problems
โ Scribed by David J. Bell and David H. Jacobson (Eds.)
- Publisher
- Elsevier Science
- Year
- 1975
- Tongue
- English
- Leaves
- 203
- Series
- Mathematics in Science and Engineering 117
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
โฆ Table of Contents
Content:
Edited by
Page iii
Copyright page
Page iv
Preface
Pages v-vii
D.J. Bell, D.H. Jacobson
Chapter 1 An Historical Survey of Singular Control Problems Original Research Article
Pages 1-36
Chapter 2 Fundamental Concepts Original Research Article
Pages 37-59
Chapter 3 Necessary Conditions for Singular Optimal Control Original Research Article
Pages 61-100
Chapter 4 Sufficient Conditions and Necessary and Sufficient Conditions for Non-Negativity of Nonsingular and Singular Second Variations Original Research Article
Pages 101-151
Chapter 5 Computational Methods for Singular Control Problems Original Research Article
Pages 153-171
Chapter 6 Conclusion Original Research Article
Pages 173-182
Author Index
Pages 183-185
Subject Index
Pages 187-190
๐ SIMILAR VOLUMES
<p>The numerous applications of optimal control theory have given an incentive to the development of approximate techniques aimed at the construction of control laws and the optimization of dynamical systems. These constructive approaches rely on small parameter methods (averaging, regular and singu
<p>The purpose of this modest report is to present in a simplified manner some of the computational methods that have been developed in the last ten years for the solution of optimal control problems. Only those methods that are based on the minimum (maximum) principle of Pontriagin are discussed he