Produktbild: Optimal Control

Optimal Control

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Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

06.01.2012

Abbildungen

Drawings: 150 B&W, 0 Color

Verlag

John Wiley & Sons

Seitenzahl

560

Maße (L/B/H)

24,9/16,4/3,5 cm

Gewicht

879 g

Auflage

3rd edition

Sprache

Englisch

ISBN

978-0-470-63349-6

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

06.01.2012

Abbildungen

Drawings: 150 B&W, 0 Color

Verlag

John Wiley & Sons

Seitenzahl

560

Maße (L/B/H)

24,9/16,4/3,5 cm

Gewicht

879 g

Auflage

3rd edition

Sprache

Englisch

ISBN

978-0-470-63349-6

Herstelleradresse

Libri GmbH
Europaallee 1
36244 Bad Hersfeld
DE

Email: gpsr@libri.de

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  • Produktbild: Optimal Control
  • Preface xi

    1 STATIC OPTIMIZATION 1

    1.1 Optimization without Constraints 1

    1.2 Optimization with Equality Constraints 4

    1.3 Numerical Solution Methods 15

    Problems 15

    2 OPTIMAL CONTROL OF DISCRETE-TIME SYSTEMS 19

    2.1 Solution of the General Discrete-Time Optimization Problem 19

    2.2 Discrete-Time Linear Quadratic Regulator 32

    2.3 Digital Control of Continuous-Time Systems 53

    2.4 Steady-State Closed-Loop Control and Suboptimal Feedback 65

    2.5 Frequency-Domain Results 96

    Problems 102

    3 OPTIMAL CONTROL OF CONTINUOUS-TIME SYSTEMS 110

    3.1 The Calculus of Variations 110

    3.2 Solution of the General Continuous-Time Optimization Problem 112

    3.3 Continuous-Time Linear Quadratic Regulator 135

    3.4 Steady-State Closed-Loop Control and Suboptimal Feedback 154

    3.5 Frequency-Domain Results 164

    Problems 167

    4 THE TRACKING PROBLEM AND OTHER LQR EXTENSIONS 177

    4.1 The Tracking Problem 177

    4.2 Regulator with Function of Final State Fixed 183

    4.3 Second-Order Variations in the Performance Index 185

    4.4 The Discrete-Time Tracking Problem 190

    4.5 Discrete Regulator with Function of Final State Fixed 199

    4.6 Discrete Second-Order Variations in the Performance Index 206

    Problems 211

    5 FINAL-TIME-FREE AND CONSTRAINED INPUT CONTROL 213

    5.1 Final-Time-Free Problems 213

    5.2 Constrained Input Problems 232

    Problems 257

    6 DYNAMIC PROGRAMMING 260

    6.1 Bellman's Principle of Optimality 260

    6.2 Discrete-Time Systems 263

    6.3 Continuous-Time Systems 271

    Problems 283

    7 OPTIMAL CONTROL FOR POLYNOMIAL SYSTEMS 287

    7.1 Discrete Linear Quadratic Regulator 287

    7.2 Digital Control of Continuous-Time Systems 292

    Problems 295

    8 OUTPUT FEEDBACK AND STRUCTURED CONTROL 297

    8.1 Linear Quadratic Regulator with Output Feedback 297

    8.2 Tracking a Reference Input 313

    8.3 Tracking by Regulator Redesign 327

    8.4 Command-Generator Tracker 331

    8.5 Explicit Model-Following Design 338

    8.6 Output Feedback in Game Theory and Decentralized Control 343

    Problems 351

    9 ROBUSTNESS AND MULTIVARIABLE FREQUENCY-DOMAIN TECHNIQUES 355

    9.1 Introduction 355

    9.2 Multivariable Frequency-Domain Analysis 357

    9.3 Robust Output-Feedback Design 380

    9.4 Observers and the Kalman Filter 383

    9.5 LQG/Loop-Transfer Recovery 408

    9.6 H¿ DESIGN 430

    Problems 435

    10 DIFFERENTIAL GAMES 438

    10.1 Optimal Control Derived Using Pontryagin's Minimum Principle and the Bellman Equation 439

    10.2 Two-player Zero-sum Games 444

    10.3 Application of Zero-sum Games to H¿ Control 450

    10.4 Multiplayer Non-zero-sum Games 453

    11 REINFORCEMENT LEARNING AND OPTIMAL ADAPTIVE CONTROL 461

    11.1 Reinforcement Learning 462

    11.2 Markov Decision Processes 464

    11.3 Policy Evaluation and Policy Improvement 474

    11.4 Temporal Difference Learning and Optimal Adaptive Control 489

    11.5 Optimal Adaptive Control for Discrete-time Systems 490

    11.6 Integral Reinforcement Learning for Optimal Adaptive Control of Continuous-time Systems 503

    11.7 Synchronous Optimal Adaptive Control for Continuous-time Systems 513

    APPENDIX A REVIEW OF MATRIX ALGEBRA 518

    A.1 Basic Definitions and Facts 518

    A.2 Partitioned Matrices 519

    A.3 Quadratic Forms and Definiteness 521

    A.4 Matrix Calculus 523

    A.5 The Generalized Eigenvalue Problem 525

    References 527

    Index 535