Optimal Control and Estimation.

Format:

Book

Author/Creator:

Stengel, Robert F.

Series:

Dover Books on Mathematics

Language:

English

Subjects (All):

Control theory.

Mathematical optimization.

Stochastic processes.

Local Subjects:

Control theory.

Mathematical optimization.

Stochastic processes.

Physical Description:

1 online resource (1131 p.)

Edition:

1st ed.

Place of Publication:

Newburyport : Dover Publications, 2012.

Language Note:

English

Summary:

""An excellent introduction to optimal control and estimation theory and its relationship with LQG design. . . . invaluable as a reference for those already familiar with the subject."" - Automatica. This highly regarded graduate-level text provides a comprehensive introduction to optimal control theory for stochastic systems, emphasizing application of its basic concepts to real problems. The first two chapters introduce optimal control and review the mathematics of control and estimation. Chapter 3 addresses optimal control of systems that may be nonlinear and time-varying, but whose input

Contents:

Dover Books on Mathematics; Title Page; Dedication; Copyright Page; PREFACE TO THE DOVER EDITION; PREFACE TO THE FIRST EDITION; Table of Contents; 1 - INTRODUCTION; 1.1 FRAMEWORK FOR OPTIMAL CONTROL; 1.2 MODELING DYNAMIC SYSTEMS; 1.3 OPTIMAL CONTROL OBJECTIVES; 1.4 OVERVIEW OF THE BOOK; PROBLEMS; REFERENCES; 2 - THE MATHEMATICS OF CONTROL AND ESTIMATION; 2.1 SCALARS, VECTORS, AND MATRICES; 2.2 MATRIX PROPERTIES AND OPERATIONS; 2.3 DYNAMIC SYSTEM MODELS AND SOLUTIONS; 2.4 RANDOM VARIABLES, SEQUENCES, AND PROCESSES; 2.5 PROPERTIES OF DYNAMIC SYSTEMS; 2.6 FREQUENCY DOMAIN MODELING AND ANALYSIS

PROBLEMSREFERENCES; 3 - OPTIMAL TRAJECTORIES AND NEIGHBORING- . OPTIMAL SOLUTIONS; 3.1 STATEMENT OF THE PROBLEM; 3.2 COST FUNCTIONS; 3.3 PARAMETRIC OPTIMIZATION; 3.4 CONDITIONS FOR OPTIMALITY; 3.5 CONSTRAINTS AND SINGULAR CONTROL; 3.6 NUMERICAL OPTIMIZATION; 3.7 NEIGHBORING-OPTIMAL SOLUTIONS; PROBLEMS; REFERENCES; 4 - OPTIMAL STATE ESTIMATION; 4.1 LEAST-SQUARES ESTIMATES OF CONSTANT VECTORS; 4.2 PROPAGATION OF THE STATE ESTIMATE AND ITS UNCERTAINTY; 4.3 DISCRETE-TIME OPTIMAL FILTERS AND PREDICTORS; 4.4 CORRELATED DISTURBANCE INPUTS AND MEASUREMENT NOISE

4.5 CONTINUOUS-TIME OPTIMAL FILTERS AND PREDICTORS4.6 OPTIMAL NONLINEAR ESTIMATION; 4.7 ADAPTIVE FILTERING; PROBLEMS; REFERENCES; 5 - STOCHASTIC OPTIMAL CONTROL; 5.1 NONLINEAR SYSTEMS WITH RANDOM INPUTS AND PERFECT MEASUREMENTS; 5.2 NONLINEAR SYSTEMS WITH RANDOM INPUTS AND IMPERFECT MEASUREMENTS; 5.3 THE CERTAINTY-EQUIVALENCE PROPERTY OF LINEAR-QUADRATIC-GAUSSIAN CONTROLLERS; 5.4 LINEAR, TIME-INVARIANT SYSTEMS WITH RANDOM INPUTS AND IMPERFECT MEASUREMENTS; PROBLEMS; REFERENCES; 6 - LINEAR MULTIVARIABLE CONTROL; 6.1 SOLUTION OF THE ALGEBRAIC RICCATI EQUATION

6.2 STEADY-STATE RESPONSE TO COMMANDS6.3 COST FUNCTIONS AND CONTROLLER STRUCTURES; 6.4 MODAL PROPERTIES OF OPTIMAL CONTROL SYSTEMS; 6.5 ROBUSTNESS OF LINEAR-QUADRATIC REGULATORS; 6.6 ROBUSTNESS OF STOCHASTIC-OPTIMAL REGULATORS; 6.7 FOOTNOTE ON ADAPTIVE CONTROL; PROBLEMS; REFERENCES; EPILOGUE; INDEX; ABOUT THE AUTHOR; A CATALOG OF SELECTED DOVER BOOKS IN SCIENCE AND MATHEMATICS

Notes:

Description based upon print version of record.

Description based on publisher supplied metadata and other sources.

ISBN:

0-486-13481-4

1-62198-652-7

OCLC:

868270990