Stochastic Optimal Control Theory with Application in Self-Tuning Control

Stochastic Optimal Control Theory with Application in Self-Tuning Control PDF Author: Kenneth J Hunt
Publisher: Springer
ISBN: 9783662207208
Category :
Languages : en
Pages : 324

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Book Description

Stochastic Optimal Control Theory with Application in Self-Tuning Control

Stochastic Optimal Control Theory with Application in Self-Tuning Control PDF Author: Kenneth J Hunt
Publisher: Springer
ISBN: 9783662207208
Category :
Languages : en
Pages : 324

Get Book Here

Book Description


Stochastic Optimal Control Theory with Application in Self-tuning Control

Stochastic Optimal Control Theory with Application in Self-tuning Control PDF Author: K. J. Hunt
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


Stochastic Optimal Control Theory with Application in Self-Tuning Control

Stochastic Optimal Control Theory with Application in Self-Tuning Control PDF Author: Kenneth J. Hunt
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 324

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Book Description
This book merges two major areas of control: the design of control systems and adaptive control. Original contributions are made in the polynomial approach to stochastic optimal control and the resulting control laws are then manipulated into a form suitable for application in the self-tuning control framework. A major contribution is the derivation of both scalar and multivariable optimal controllers for the rejection of measurable disturbances using feedforward. A powerful feature of the book is the presentation of a case-study in which the LQG self-tuner was tested on the pressure control loop of a power station. The broad coverage of the book should appeal not only to research workers, teachers and students of control engineering, but also to practicing industrial control engineers.

Stochastic Optimal Control

Stochastic Optimal Control PDF Author: Robert F. Stengel
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 662

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Book Description
Presents techniques for optimizing problems in dynamic systems with terminal and path constraints. Includes optimal feedback control, feedback control for linear systems, and regulator synthesis. Offers iterative methods for solving nonlinear control problems. Demonstrates how to apply optimal control in a practical fashion. Serves as a text for graduate controls courses as offered in aerospace, mechanical and chemical engineering departments.

Self-tuning and Adaptive Control

Self-tuning and Adaptive Control PDF Author: Christopher John Harris
Publisher:
ISBN:
Category : Technology & Engineering
Languages : en
Pages : 360

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Book Description


Optimal Control and Stochastic Estimation

Optimal Control and Stochastic Estimation PDF Author: Michael J. Grimble
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 478

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Book Description
Two volumes, which together present a modern and comprehensive overview of the field of optimal control and stochastic estimation.

On Stochastic Control Theory and Self-tuning Regulators with Applications to Process Control

On Stochastic Control Theory and Self-tuning Regulators with Applications to Process Control PDF Author: Hannu T. Toivonen
Publisher:
ISBN: 9789516487109
Category :
Languages : en
Pages : 16

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Book Description


Optimal Control and Estimation

Optimal Control and Estimation PDF Author: Robert F. Stengel
Publisher: Courier Corporation
ISBN: 0486134814
Category : Mathematics
Languages : en
Pages : 674

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Book Description
Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems. "Invaluable as a reference for those already familiar with the subject." — Automatica.

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions PDF Author: Jingrui Sun
Publisher: Springer Nature
ISBN: 3030209229
Category : Mathematics
Languages : en
Pages : 129

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Book Description
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues – the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.

Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems

Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems PDF Author: Pieter W. Otter
Publisher: Springer Science & Business Media
ISBN: 364245593X
Category : Business & Economics
Languages : en
Pages : 193

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Book Description
The literature on systems seems to have been growing almost expo nentially during the last decade and one may question whether there is need for another book. In the author's view, most of the literature on 'systems' is either technical in mathematical sense or technical ifF engineering sense (with technical words such as noise, filtering etc. ) and not easily accessible to researchers is other fields, in particular not to economists, econometricians and quantitative researchers in so cial sciences. This is unfortunate, because achievements in the rather 'young' science of system theory and system engineering are of impor tance for modelling, estimation and regulation (control) problems in other branches of science. State space mode~iing; the concept of ob servability and controllability; the mathematical formulations of sta bility; the so-called canonical forms; prediction error e~timation; optimal control and Kalman filtering are some examples of results of system theory and system engineering which proved to be successful in practice. A brief summary of system theoretical concepts is given in Chapter II where an attempt has been made to translate the concepts in to the more 'familiar' language used in econometrics and social sciences by means of examples. By interrelating concepts and results from system theory with those from econometrics and social sciences, the author has attempted to narrow the gap between the more technical sciences such as engi neering and social sciences and econometrics, and to contribute to either side.