Continuous Time Dynamical Systems

Continuous Time Dynamical Systems PDF Author: B.M. Mohan
Publisher: CRC Press
ISBN: 1466517298
Category : Technology & Engineering
Languages : en
Pages : 250

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Book Description
Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. An optimal control is a set of differential equations describing the paths of the control variables that minimize the cost functional. This book, Continuous Time Dynamical Systems: State Estimation and Optimal Control with Orthogonal Functions, considers different classes of systems with quadratic performance criteria. It then attempts to find the optimal control law for each class of systems using orthogonal functions that can optimize the given performance criteria. Illustrated throughout with detailed examples, the book covers topics including: Block-pulse functions and shifted Legendre polynomials State estimation of linear time-invariant systems Linear optimal control systems incorporating observers Optimal control of systems described by integro-differential equations Linear-quadratic-Gaussian control Optimal control of singular systems Optimal control of time-delay systems with and without reverse time terms Optimal control of second-order nonlinear systems Hierarchical control of linear time-invariant and time-varying systems

Continuous Time Dynamical Systems

Continuous Time Dynamical Systems PDF Author: B.M. Mohan
Publisher: CRC Press
ISBN: 1466517298
Category : Technology & Engineering
Languages : en
Pages : 250

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Book Description
Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. An optimal control is a set of differential equations describing the paths of the control variables that minimize the cost functional. This book, Continuous Time Dynamical Systems: State Estimation and Optimal Control with Orthogonal Functions, considers different classes of systems with quadratic performance criteria. It then attempts to find the optimal control law for each class of systems using orthogonal functions that can optimize the given performance criteria. Illustrated throughout with detailed examples, the book covers topics including: Block-pulse functions and shifted Legendre polynomials State estimation of linear time-invariant systems Linear optimal control systems incorporating observers Optimal control of systems described by integro-differential equations Linear-quadratic-Gaussian control Optimal control of singular systems Optimal control of time-delay systems with and without reverse time terms Optimal control of second-order nonlinear systems Hierarchical control of linear time-invariant and time-varying systems

Dynamical Systems and Optimal Control

Dynamical Systems and Optimal Control PDF Author: SANDRO. SALSA
Publisher:
ISBN: 9788885486539
Category : MATHEMATICS
Languages : en
Pages :

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Book Description


Optimal Control And Forecasting Of Complex Dynamical Systems

Optimal Control And Forecasting Of Complex Dynamical Systems PDF Author: Ilya Grigorenko
Publisher: World Scientific
ISBN: 981447858X
Category : Mathematics
Languages : en
Pages : 213

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Book Description
This important book reviews applications of optimization and optimal control theory to modern problems in physics, nano-science and finance. The theory presented here can be efficiently applied to various problems, such as the determination of the optimal shape of a laser pulse to induce certain excitations in quantum systems, the optimal design of nanostructured materials and devices, or the control of chaotic systems and minimization of the forecast error for a given forecasting model (for example, artificial neural networks). Starting from a brief review of the history of variational calculus, the book discusses optimal control theory and global optimization using modern numerical techniques. Key elements of chaos theory and basics of fractional derivatives, which are useful in control and forecast of complex dynamical systems, are presented. The coverage includes several interdisciplinary problems to demonstrate the efficiency of the presented algorithms, and different methods of forecasting complex dynamics are discussed.

Optimization and Control of Dynamic Systems

Optimization and Control of Dynamic Systems PDF Author: Henryk Górecki
Publisher: Springer
ISBN: 3319626469
Category : Technology & Engineering
Languages : en
Pages : 679

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Book Description
This book offers a comprehensive presentation of optimization and polyoptimization methods. The examples included are taken from various domains: mechanics, electrical engineering, economy, informatics, and automatic control, making the book especially attractive. With the motto “from general abstraction to practical examples,” it presents the theory and applications of optimization step by step, from the function of one variable and functions of many variables with constraints, to infinite dimensional problems (calculus of variations), a continuation of which are optimization methods of dynamical systems, that is, dynamic programming and the maximum principle, and finishing with polyoptimization methods. It includes numerous practical examples, e.g., optimization of hierarchical systems, optimization of time-delay systems, rocket stabilization modeled by balancing a stick on a finger, a simplified version of the journey to the moon, optimization of hybrid systems and of the electrical long transmission line, analytical determination of extremal errors in dynamical systems of the rth order, multicriteria optimization with safety margins (the skeleton method), and ending with a dynamic model of bicycle. The book is aimed at readers who wish to study modern optimization methods, from problem formulation and proofs to practical applications illustrated by inspiring concrete examples.

Estimation and Control of Dynamical Systems

Estimation and Control of Dynamical Systems PDF Author: Alain Bensoussan
Publisher: Springer
ISBN: 3319754564
Category : Mathematics
Languages : en
Pages : 552

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Book Description
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not easily found in a single text are provided, such as connections between control theory and mathematical finance, as well as differential games. The book is self-contained and prioritizes concepts rather than full rigor, targeting scientists who want to use control theory in their research in applied mathematics, engineering, economics, and management science. Examples and exercises are included throughout, which will be useful for PhD courses and graduate courses in general. Dr. Alain Bensoussan is Lars Magnus Ericsson Chair at UT Dallas and Director of the International Center for Decision and Risk Analysis which develops risk management research as it pertains to large-investment industrial projects that involve new technologies, applications and markets. He is also Chair Professor at City University Hong Kong.

Nonlinear and Optimal Control Theory

Nonlinear and Optimal Control Theory PDF Author: Andrei A. Agrachev
Publisher: Springer
ISBN: 3540776532
Category : Science
Languages : en
Pages : 368

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Book Description
The lectures gathered in this volume present some of the different aspects of Mathematical Control Theory. Adopting the point of view of Geometric Control Theory and of Nonlinear Control Theory, the lectures focus on some aspects of the Optimization and Control of nonlinear, not necessarily smooth, dynamical systems. Specifically, three of the five lectures discuss respectively: logic-based switching control, sliding mode control and the input to the state stability paradigm for the control and stability of nonlinear systems. The remaining two lectures are devoted to Optimal Control: one investigates the connections between Optimal Control Theory, Dynamical Systems and Differential Geometry, while the second presents a very general version, in a non-smooth context, of the Pontryagin Maximum Principle. The arguments of the whole volume are self-contained and are directed to everyone working in Control Theory. They offer a sound presentation of the methods employed in the control and optimization of nonlinear dynamical systems.

Nonlinear and Optimal Control Systems

Nonlinear and Optimal Control Systems PDF Author: Thomas L. Vincent
Publisher: John Wiley & Sons
ISBN: 9780471042358
Category : Science
Languages : en
Pages : 584

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Book Description
Designed for one-semester introductory senior-or graduate-level course, the authors provide the student with an introduction of analysis techniques used in the design of nonlinear and optimal feedback control systems. There is special emphasis on the fundamental topics of stability, controllability, and optimality, and on the corresponding geometry associated with these topics. Each chapter contains several examples and a variety of exercises.

Dynamical Systems and Optimal Control

Dynamical Systems and Optimal Control PDF Author: Sandro Salsa
Publisher: Egea Spa - Bocconi University Press
ISBN: 9788885486522
Category : Mathematics
Languages : en
Pages : 0

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Book Description
This book is designed as an advanced undergraduate or a first-year graduate course for students from various disciplines and in particular from Economics and Social Sciences. The first part develops the fundamental aspects of mathematical modeling, dealing with both continuous time systems (differential equations) and discrete time systems (difference equations). Particular attention is devoted to equilibria, their classification in the linear case, and their stability. An effort has been made to convey intuition and emphasize connections and concrete aspects, without giving up the necessary theoretical tools. The second part introduces the basic concepts and techniques of Dynamic Optimization, covering the first elements of Calculus of Variations, the variational formulation of the most common problems in deterministic Optimal Control, both in continuous and discrete versions.

Optimal Control Theory for Infinite Dimensional Systems

Optimal Control Theory for Infinite Dimensional Systems PDF Author: Xungjing Li
Publisher: Springer Science & Business Media
ISBN: 1461242606
Category : Mathematics
Languages : en
Pages : 462

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Book Description
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state space, and the equation that the state satisfies is called the state equation. By an infinite dimensional system we mean one whose corresponding state space is infinite dimensional. In particular, we are interested in the case where the state equation is one of the following types: partial differential equation, functional differential equation, integro-differential equation, or abstract evolution equation. The case in which the state equation is being a stochastic differential equation is also an infinite dimensional problem, but we will not discuss such a case in this book.

Dynamic Systems And Control With Applications

Dynamic Systems And Control With Applications PDF Author: Ahmed Nasir Uddin
Publisher: World Scientific Publishing Company
ISBN: 9813106824
Category :
Languages : en
Pages : 468

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Book Description
In recent years significant applications of systems and control theory have been witnessed in diversed areas such as physical sciences, social sciences, engineering, management and finance. In particular the most interesting applications have taken place in areas such as aerospace, buildings and space structure, suspension bridges, artificial heart, chemotherapy, power system, hydrodynamics and computer communication networks. There are many prominent areas of systems and control theory that include systems governed by linear and nonlinear ordinary differential equations, systems governed by partial differential equations including their stochastic counter parts and, above all, systems governed by abstract differential and functional differential equations and inclusions on Banach spaces, including their stochastic counterparts. The objective of this book is to present a small segment of theory and applications of systems and control governed by ordinary differential equations and inclusions. It is expected that any reader who has absorbed the materials presented here would have no difficulty to reach the core of current research.