Rational Matrix Equations In Stochastic Control
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Rational Matrix Equations In Stochastic Control
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Author : Tobias Damm
language : en
Publisher:
Release Date : 2002
Rational Matrix Equations In Stochastic Control written by Tobias Damm and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.
Rational Matrix Equations In Stochastic Control
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Author : Tobias Damm
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-01-23
Rational Matrix Equations In Stochastic Control written by Tobias Damm and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-23 with Mathematics categories.
This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra.
Matrix Riccati Equations In Control And Systems Theory
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Author : Hisham Abou-Kandil
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Matrix Riccati Equations In Control And Systems Theory written by Hisham Abou-Kandil and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
The aim of the book is to present the state of the art of the theory of symmetric (Hermitian) matrix Riccati equations and to contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control. The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with special emphasis on those equations appearing in control and systems theory. Extensions to Riccati theory allow to tackle robust control problems in a unified approach. The book is intended to make available classical and recent results to engineers and mathematicians alike. It is accessible to graduate students in mathematics, applied mathematics, control engineering, physics or economics. Researchers working in any of the fields where Riccati equations are used can find the main results with the proper mathematical background.
Mathematical Methods In Robust Control Of Linear Stochastic Systems
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Author : Vasile Dragan
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-02-03
Mathematical Methods In Robust Control Of Linear Stochastic Systems written by Vasile Dragan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-03 with Science categories.
Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. This monograph presents a useful methodology for the control of such stochastic systems with a focus on robust stabilization in the mean square, linear quadratic control, the disturbance attenuation problem, and robust stabilization with respect to dynamic and parametric uncertainty. Systems with both multiplicative white noise and Markovian jumping are covered. Key Features: -Covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations -Includes detailed treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian perturbations -Systematic presentation leads the reader in a natural way to the original results -New theoretical results accompanied by detailed numerical examples -Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations. The unique monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.
Analysis And Optimization Of Differential Systems
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Author : Viorel Barbu
language : en
Publisher: Springer
Release Date : 2013-06-05
Analysis And Optimization Of Differential Systems written by Viorel Barbu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-05 with Mathematics categories.
Analysis and Optimization of Differential Systems focuses on the qualitative aspects of deterministic and stochastic differential equations. Areas covered include: Ordinary and partial differential systems; Optimal control of deterministic and stochastic evolution equations; Control theory of Partial Differential Equations (PDE's); Optimization methods in PDE's with numerous applications to mechanics and physics; Inverse problems; Stability theory; Abstract optimization problems; Calculus of variations; Numerical treatment of solutions to differential equations and related optimization problems. These research fields are under very active development and the present volume should be of interest to students and researchers working in applied mathematics or in system engineering. This volume contains selected contributions presented during the International Working Conference on Analysis and Optimization of Differential Systems, which was sponsored by the International Federation for Information Processing (IFIP) and held in Constanta, Romania in September 2002. Among the aims of this conference was the creation of new international contacts and collaborations, taking advantage of the new developments in Eastern Europe, particularly in Romania. The conference benefited from the support of the European Union via the EURROMMAT program.
Model Reduction And Approximation
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Author : Peter Benner
language : en
Publisher: SIAM
Release Date : 2017-07-06
Model Reduction And Approximation written by Peter Benner and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-06 with Science categories.
Many physical, chemical, biomedical, and technical processes can be described by partial differential equations or dynamical systems. In spite of increasing computational capacities, many problems are of such high complexity that they are solvable only with severe simplifications, and the design of efficient numerical schemes remains a central research challenge. This book presents a tutorial introduction to recent developments in mathematical methods for model reduction and approximation of complex systems. Model Reduction and Approximation: Theory and Algorithms contains three parts that cover (I) sampling-based methods, such as the reduced basis method and proper orthogonal decomposition, (II) approximation of high-dimensional problems by low-rank tensor techniques, and (III) system-theoretic methods, such as balanced truncation, interpolatory methods, and the Loewner framework. It is tutorial in nature, giving an accessible introduction to state-of-the-art model reduction and approximation methods. It also covers a wide range of methods drawn from typically distinct communities (sampling based, tensor based, system-theoretic).?? This book is intended for researchers interested in model reduction and approximation, particularly graduate students and young researchers.
Advanced Topics In Control Systems Theory
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Author : Antonio Loría
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-02-09
Advanced Topics In Control Systems Theory written by Antonio Loría and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-09 with Language Arts & Disciplines categories.
This book includes selected contributions by lecturers at the third annual Formation d’Automatique de Paris. It provides a well-integrated synthesis of the latest thinking in nonlinear optimal control, observer design, stability analysis and structural properties of linear systems, without the need for an exhaustive literature review. The internationally known contributors to this volume represent many of the most reputable control centers in Europe.
Optimization And Optimal Control
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Author : Altannar Chinchuluun
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-08-05
Optimization And Optimal Control written by Altannar Chinchuluun and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-05 with Mathematics categories.
Optimization and optimal control are the main tools in decision making. Because of their numerous applications in various disciplines, research in these areas is accelerating at a rapid pace. “Optimization and Optimal Control: Theory and Applications” brings together the latest developments in these areas of research as well as presents applications of these results to a wide range of real-world problems. This volume can serve as a useful resource for researchers, practitioners, and advanced graduate students of mathematics and engineering working in research areas where results in optimization and optimal control can be applied.
Mathematical Methods In Robust Control Of Discrete Time Linear Stochastic Systems
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Author : Vasile Dragan
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-11-10
Mathematical Methods In Robust Control Of Discrete Time Linear Stochastic Systems written by Vasile Dragan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-10 with Mathematics categories.
In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.
Control Reconfiguration Of Dynamical Systems
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Author : Thomas Steffen
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-08-31
Control Reconfiguration Of Dynamical Systems written by Thomas Steffen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-08-31 with Technology & Engineering categories.
Reconfiguration, an approach for fault-tolerant control, involves changing the control structure in response to the fault. This monograph extends this idea to actuator faults and studies in detail the so-called virtual actuator approach. "Control Reconfiguration of Dynamical Systems" also introduces structural analysis as a tool for reconfiguration. Because a fault changes the structure of the system, the reconfiguration solution is sought on a structural level. Novel algorithms are presented to test for reconfigurability and to find a reconfiguration solution. A MATLAB toolbox is supplied, which contains the main algorithms and examples. The book addresses advanced engineering students, developers and researchers that have a specific interest in control reconfiguration.