Estimation and Control of Dynamical Systems


Book Description

This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not easily found in a single text are provided, such as connections between control theory and mathematical finance, as well as differential games. The book is self-contained and prioritizes concepts rather than full rigor, targeting scientists who want to use control theory in their research in applied mathematics, engineering, economics, and management science. Examples and exercises are included throughout, which will be useful for PhD courses and graduate courses in general. Dr. Alain Bensoussan is Lars Magnus Ericsson Chair at UT Dallas and Director of the International Center for Decision and Risk Analysis which develops risk management research as it pertains to large-investment industrial projects that involve new technologies, applications and markets. He is also Chair Professor at City University Hong Kong.




Stochastic Systems


Book Description

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.




Control and Estimation in Distributed Parameter Systems


Book Description

A comprehensive and lucid text that relates frequency domain techniques to state-space or time domain approaches for infinite-dimensional systems.




Mathematical Control Theory


Book Description

This volume on mathematical control theory contains high quality articles covering the broad range of this field. The internationally renowned authors provide an overview of many different aspects of control theory, offering a historical perspective while bringing the reader up to the very forefront of current research.




Computation and Control III


Book Description

The third Conference on Computation and Control was held at Mon tana State University in Bozeman, Montana from August 5-11, 1992 and this proceedings represents the evolution that the conference has taken since its 1988 and 1990 predecessors. The first conference and proceedings (Volume 1 in PSCT) nurtured a dialogue between researchers in control theory and the area of numerical computation. This cross-fertilization was continued with the 1990 conference and proceedings (Volume 11 in PSCT) while forecasting the theme for this conference. The present volume contains a collection of papers addressing issues ranging from noise abatement via smart material technology, robotic vi sion, and parameter identification to feedback design challenges in fluid control and other areas of topical interest. The area of feedback design in fluid control spawns computational challenges in the form of Burgers' equation which is addressed both with standard numerical methods as well as new computational procedures. Applications which involve inverse prob lems include material parameter estimation and sampling in observability. Whether motivated by the plant or arising as the distributed system in the design of a feedback compensator for problems in nonlinear control, the theme of this conference placed an emphasis on the use of partial dif ferential equations in control theory. Through challenges initiated via the control problem or the subsequent computational problem, the joint efforts of experts from the respective disciplines enhance the development of both.




Optimal Estimation of Dynamic Systems


Book Description

Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers. It includes rigorous theoretial derivations and a significant amount of qualitiative discussion and judgements. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them. This book illustrates the application of optimal estimation methods to problems with varying degrees of analytical and numercial difficulty. It compares various approaches to help develop a feel for the absolute and relative utility of different methods, and provides many applications in the fields of aerospace, mechanical, and electrical engineering.




Dynamical Systems and Control


Book Description

The 11th International Workshop on Dynamics and Control brought together scientists and engineers from diverse fields and gave them a venue to develop a greater understanding of this discipline and how it relates to many areas in science, engineering, economics, and biology. The event gave researchers an opportunity to investigate ideas and techniq




Semigroups Associated with Dissipative Systems


Book Description

Motivated by applications to control theory and to the theory of partial differential equations (PDE's), the authors examine the exponential stability and analyticity of C0-semigroups associated with various dissipative systems. They present a unique, systematic approach in which they prove exponential stability by combining a theory from semigroup theory with partial differential equation techniques, and use an analogous theorem with PDE techniques to prove analyticity. The result is a powerful but simple tool useful in determining whether these properties will preserve for a given dissipative system. The authors show that the exponential stability is preserved for all the mechanical systems considered in this book-linear, one-dimensional thermoelastic, viscoelastic and thermoviscoelastic systems, plus systems with shear or friction damping. However, readers also learn that this property does not hold true for linear three-dimensional systems without making assumptions on the domain and initial data, and that analyticity is a more sensitive property, not preserved even for some of the systems addressed in this study.




Structurally Constrained Controllers


Book Description

Structurally Constrained Controllers: Analysis and Synthesis studies the control of interconnected systems with a particular application in network, power systems, flight formations, etc. It introduces four important problems regarding the control of such systems and then proposes proper techniques for solving them.