Time Delayed Linear Quadratic Optimal Control Problems
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Time Delayed Linear Quadratic Optimal Control Problems
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Author : Weijun Meng
language : en
Publisher: Springer Nature
Release Date : 2025-02-22
Time Delayed Linear Quadratic Optimal Control Problems written by Weijun Meng and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-22 with Science categories.
This book characterizes the open-loop and closed-loop solvability for time-delayed linear quadratic optimal control problems. Different from the existing literature, in the current book, we present a theory of deterministic LQ problems with delays which has several new features: Our system is time-varying, with both the state equation and cost functional being allowed to include discrete and distributed delays, both in the state and the control. We take different approaches to discuss the unboundedness of the control operator. The open-loop solvability of the lifted problem is characterized by the solvability of a system of forward-backward integral evolution equations and the convexity condition of the cost functional. Surprisingly, the adjoint equations involve some coupled partial differential equations, which is significantly different from that in the literature, where, the adjoint equations are all some anticipated backward ordinary differential equations. The closed-loop solvability is characterized by the solvability of three equivalent integral operator-valued Riccati equations and two equivalent backward integral evolution equations which are much easier to handle than the differential operator-valued Riccati equations used in the literature to study similar problems. The closed-loop representation of open-loop optimal control is presented through three equivalent integral operator-valued Riccati equations.
Stabilizing And Optimizing Control For Time Delay Systems
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Author : Wook Hyun Kwon
language : en
Publisher: Springer
Release Date : 2018-07-06
Stabilizing And Optimizing Control For Time Delay Systems written by Wook Hyun Kwon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-06 with Technology & Engineering categories.
Stabilizing and Optimizing Control for Time-Delay Systems introduces three important classes of stabilizing controls for time-delay systems: non-optimal (without performance criteria); suboptimal (including guaranteed costs); and optimal controls. Each class is treated in detail and compared in terms of prior control structures. State- and input-delayed systems are considered. The book provides a unified mathematical framework with common notation being used throughout. Receding-horizon, or model predictive, linear quadratic (LQ), linear-quadratic-Gaussian and H∞ controls for time-delay systems are chosen as optimal stabilizing controls. Cost monotonicity is investigated in order to guarantee the asymptotic stability of closed-loop systems operating with such controls. The authors use guaranteed LQ and H∞ controls as representative sub-optimal methods; these are obtained with pre-determined control structures and certain upper bounds of performance criteria. Non-optimal stabilizing controls are obtained with predetermined control structures but with no performance criteria. Recently developed inequalities are exploited to obtain less conservative results. To facilitate computation, the authors use linear matrix inequalities to represent gain matrices for non-optimal and sub-optimal stabilizing controls, and all the initial conditions of coupled differential Riccati equations of optimal stabilizing controls. Numerical examples are provided with MATLAB® codes (downloadable from http://extras.springer.com/) to give readers guidance in working with more difficult optimal and suboptimal controls. Academic researchers studying control of a variety of real processes in chemistry, biology, transportation, digital communication networks and mechanical systems that are subject to time delays will find the results presented in Stabilizing and Optimizing Control for Time-Delay Systems to be helpful in their work. Practitioners working in related sectors of industry will also find this book to be of use in developing real-world control systems for the many time-delayed processes they encounter.
Variational And Optimal Control Problems On Unbounded Domains
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Author : Gershon Wolansky
language : en
Publisher: American Mathematical Soc.
Release Date : 2014-07-01
Variational And Optimal Control Problems On Unbounded Domains written by Gershon Wolansky and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-01 with Mathematics categories.
This volume contains the proceedings of the workshop on Variational and Optimal Control Problems on Unbounded Domains, held in memory of Arie Leizarowitz, from January 9-12, 2012, in Haifa, Israel. The workshop brought together a select group of worldwide experts in optimal control theory and the calculus of variations, working on problems on unbounded domains. The papers in this volume cover many different areas of optimal control and its applications. Topics include needle variations in infinite-horizon optimal control, Lyapunov stability with some extensions, small noise large time asymptotics for the normalized Feynman-Kac semigroup, linear-quadratic optimal control problems with state delays, time-optimal control of wafer stage positioning, second order optimality conditions in optimal control, state and time transformations of infinite horizon problems, turnpike properties of dynamic zero-sum games, and an infinite-horizon variational problem on an infinite strip. This book is co-published with Bar-Ilan University (Ramat-Gan, Israel).
Discrete Time Markov Jump Linear Systems
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Author : O.L.V. Costa
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-03-30
Discrete Time Markov Jump Linear Systems written by O.L.V. Costa 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 2006-03-30 with Mathematics categories.
Safety critical and high-integrity systems, such as industrial plants and economic systems can be subject to abrupt changes - for instance due to component or interconnection failure, and sudden environment changes etc. Combining probability and operator theory, Discrete-Time Markov Jump Linear Systems provides a unified and rigorous treatment of recent results for the control theory of discrete jump linear systems, which are used in these areas of application. The book is designed for experts in linear systems with Markov jump parameters, but is also of interest for specialists in stochastic control since it presents stochastic control problems for which an explicit solution is possible - making the book suitable for course use. From the reviews: "This text is very well written...it may prove valuable to those who work in the area, are at home with its mathematics, and are interested in stability of linear systems, optimal control, and filtering." Journal of the American Statistical Association, December 2005
Optimal Control
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Author : Brian D. O. Anderson
language : en
Publisher: Courier Corporation
Release Date : 2007-02-27
Optimal Control written by Brian D. O. Anderson and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-27 with Technology & Engineering categories.
Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory from an engineering viewpoint, with illustrations of practical applications. Key topics include loop-recovery techniques, frequency shaping, and controller reduction. Numerous examples and complete solutions. 1990 edition.
Infinite Dimensional Optimization And Control Theory
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Author : Hector O. Fattorini
language : en
Publisher: Cambridge University Press
Release Date : 1999-03-28
Infinite Dimensional Optimization And Control Theory written by Hector O. Fattorini and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-03-28 with Computers categories.
Treats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.
Systems With Delays
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Author : A. V. Kim
language : en
Publisher: John Wiley & Sons
Release Date : 2015-07-23
Systems With Delays written by A. V. Kim and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-23 with Mathematics categories.
The main aim of the book is to present new constructive methods of delay differential equation (DDE) theory and to give readers practical tools for analysis, control design and simulating of linear systems with delays. Referred to as “systems with delays” in this volume, this class of differential equations is also called delay differential equations (DDE), time-delay systems, hereditary systems, and functional differential equations. Delay differential equations are widely used for describing and modeling various processes and systems in different applied problems At present there are effective control and numerical methods and corresponding software for analysis and simulating different classes of ordinary differential equations (ODE) and partial differential equations (PDE). There are many applications for these types of equations, because of this progress, but there are not as many methodologies in systems with delays that are easily applicable for the engineer or applied mathematician. there are no methods of finding solutions in explicit forms, and there is an absence of generally available general-purpose software packages for simulating such systems. Systems with Delays fills this void and provides easily applicable methods for engineers, mathematicians, and scientists to work with delay differential equations in their operations and research.
Optimal Control Of Stochastic Difference Volterra Equations
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Author : Leonid Shaikhet
language : en
Publisher: Springer
Release Date : 2014-11-27
Optimal Control Of Stochastic Difference Volterra Equations written by Leonid Shaikhet and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-27 with Technology & Engineering categories.
This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools. The text deals with problems of optimal control such as meeting given performance criteria, and stabilization, extending them to neutral stochastic difference Volterra equations. In particular, it contrasts the difference analogues of solutions to optimal control and optimal estimation problems for stochastic integral Volterra equations with optimal solutions for corresponding problems in stochastic difference Volterra equations. Optimal Control of Stochastic Difference Volterra Equations commences with an historical introduction to the emergence of this type of equation with some additional mathematical preliminaries. It then deals with the necessary conditions for optimality in the control of the equations and constructs a feedback control scheme. The approximation of stochastic quasilinear Volterra equations with quadratic performance functionals is then considered. Optimal stabilization is discussed and the filtering problem formulated. Finally, two methods of solving the optimal control problem for partly observable linear stochastic processes, also with quadratic performance functionals, are developed. Integrating the author’s own research within the context of the current state-of-the-art of research in difference equations, hereditary systems theory and optimal control, this book is addressed to specialists in mathematical optimal control theory and to graduate students in pure and applied mathematics and control engineering.
Mathematical Modelling And Analysis Of Infectious Diseases
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Author : Khalid Hattaf
language : en
Publisher: Springer Nature
Release Date : 2020-07-30
Mathematical Modelling And Analysis Of Infectious Diseases written by Khalid Hattaf and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-30 with Technology & Engineering categories.
This book discusses significant research and study topics related to mathematical modelling and analysis of infectious diseases. It includes several models and modelling approaches with different aims, such as identifying and analysing causes of occurrence and re-occurrence, causes of spreading, treatments and control strategies. A valuable resource for researchers, students, educators, scientists, professionals and practitioners interested in gaining insights into various aspects of infectious diseases using mathematical modelling and mathematical analysis, the book will also appeal to general readers wanting to understand the dynamics of various diseases and related issues. Key Features Mathematical models that describe population prevalence or incidence of infectious diseases Mathematical tools and techniques to analyse data on the incidence of infectious diseases Early detection and risk estimate models of infectious diseases Mathematical models that describe the transmission of infectious diseases and analyse data Dynamical analysis and control strategies for infectious diseases Studies comparing the utility of particular models in describing infected diseases-related issues such as social, health and economic
Control And Estimation Of Systems With Input Output Delays
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Author : Huanshui Zhang
language : en
Publisher: Springer
Release Date : 2007-09-05
Control And Estimation Of Systems With Input Output Delays written by Huanshui Zhang and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-09-05 with Technology & Engineering categories.
Time delays exist in many engineering systems such as transportation, communication, process engineering and networked control systems. In recent years, time delay systems have attracted recurring interests from research community. Much of the effort has been focused on stability analysis and stabilization of time delay systems using the so-called Lyapunov-Krasovskii functional together with a linear matrix inequality approach, which provides an efficient numerical tool for handling systems with delays in state and/or inputs. Recently, some more interesting and fundamental development for systems with input/output (i/o) delays has been made using time domain or frequency domain approaches. These approaches lead to analytical solutions to time delay problems in terms of Riccati equations or spectral factorizations. This monograph presents simple analytical solutions to control and estimation problems for systems with multiple i/o delays via elementary tools such as projection. We propose a re-organized innovation analysis approach for delay systems and establish a duality between optimal control of systems with multiple input delays and smoothing estimation for delay free systems. These appealing new techniques are applied to solve control and estimation problems for systems with multiple i/o delays and state delays under both the H2 and H-infinity performance criteria.