Applied linear optimal control : examples and alogrithms / Arthur E. Bryson.

Format:

Book

Author/Creator:

Bryson, Arthur E. (Arthur Earl)

Language:

English

Subjects (All):

Linear control systems.

Physical Description:

xxi, 362 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.)

4 3/4 in.

Place of Publication:

Cambridge, UK ; New York : Cambridge University Press, 2002.

System Details:

text file

Contents:

The OPTEST Toolbox xiii

1 Static Estimation 1

1.1 Random Scalars 1

1.2 Random Vectors 2

1.3 Generating Gaussian Vectors 5

1.4 Static Linear Estimation 8

1.5 Static Nonlinear Estimation 13

2 Random Processes 20

2.1 Discrete Random Processes 20

2.2 Discrete Gauss-Markov Processes 22

2.3 Prediction and Simulation of Discrete Gauss-Markov Processes 25

2.4 Continuous Gauss-Markov Processes 29

2.5 Prediction and Simulation of Continuous Gauss-Markov Processes 36

3 Dynamic Estimation - Filters 43

3.2 Discrete Filters 44

3.3 Continuous Filters 57

3.4 Discrete Backward Filters 73

3.5 Continuous Backward Filters 77

4 Dynamic Estimation

Smoothers 83

4.2 Discrete Smoother Problem and Batch Algorithm 83

4.3 Smoother Two-Point Boundary-Value Problem and Recursive Algorithms 85

4.4 Continuous Smoothers 92

5 Linear-Quadratic State-Feedback Follower-Controllers 98

5.2 Discrete and Zero-Order-Hold LQ SFB Follower-Controllers 98

5.3 Continuous LQ SFB Follower-Controllers 118

6 Linear-Quadratic Gaussian Follower-Controllers 123

6.2 Discrete LQG Controllers 123

6.3 Continuous LQG Controllers 143

7 Smoothers for Controlled Plants 152

7.2 Batch Smoother for Controlled Plants 152

7.3 Recursive Discrete Smoother for Controlled Plants 155

7.4 Continuous Smoothers for Controlled Plants 155

7.5 Parameter Identification as Extended Nonlinear Smoothing 158

8 Time-Invariant Filters 167

8.2 Discrete Time-Invariant Filters 167

8.3 Continuous Time-Invariant Filters 175

9 Time-Invariant Linear-Quadratic State-Feedback Follower-Controllers 183

9.2 Discrete TI SFB Controllers 184

9.3 Discrete Model Following and Disturbance Attenuation 191

9.4 Continuous TI SFB Controllers 201

9.5 Model Following and Disturbance Attenuation 213

10 Time-Invariant Linear-Quadratic Gaussian Controllers 224

10.2 Discrete TI LQG Controllers 224

10.3 Discrete TI LQG Model Following and Disturbance Rejection 236

10.4 Continuous TI LQG Controllers 240

10.5 Continuous TI Model Following and Disturbance Rejection with Random Inputs 249

11 Linear-Quadratic Worst-Case Controllers 258

11.2 Discrete LQW Controllers with SFB 259

11.3 Discrete LQW Estimators 264

11.4 Discrete LQW Controllers with ESFB 268

11.5 Continuous LQW Controllers with SFB 271

11.6 Continuous LQW Estimators 276

11.7 Continuous LQW Controllers with ESFB 279

11.8 Discrete TI LQW Controllers 282

11.9 Continuous TI LQW Controllers 284

11.10 Best-Case Controllers 286

12 Parameter-Robust LQG Controllers 289

12.2 A Parameter-Robustness Measure 289

12.3 Optimal Robust Controllers 291

12.4 Other Robust Design Methods 306

Appendix A Filters and Controllers with Colored Measurement Noise 308

A.2 TV Discrete Filtering 308

A.3 TV Continuous Filtering 312

A.4 TV Discrete LQG Controllers 316

A.5 TV Continuous LQG Controllers 319

A.6 TI Discrete Filtering 321

A.7 TI Continuous Filtering 323

A.8 TI Discrete LQG Controllers 324

A.9 TI Continuous LQG Controllers 325

Appendix B Plant Models 332

B.2 Ground Vehicles and Robots 332

B.3 Aircraft and Helicopters 343

B.4 Spacecraft 349.

Notes:

CD-ROM contains MATLAB codes of the OPTEST toolbox, as well as code for the examples, figures, and many of the problems within the text.

Includes bibliographical references (pages 354-357) and index.

ISBN:

0521012317

OCLC:

48177392

Online:

Publisher description