Download or read book Journal of Mathematical Systems Estimation and Control written by and published by . This book was released on 1998 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation and Control of Dynamical Systems written by Alain Bensoussan and published by Springer. This book was released on 2018-05-23 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Stochastic Systems written by P. R. Kumar and published by SIAM. This book was released on 2015-12-15 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Mathematical Control Theory written by John Baillieul and published by Springer Science & Business Media. This book was released on 1999 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Indefinite Quadratic Estimation and Control written by Babak Hassibi and published by SIAM. This book was released on 1999-01-01 with total page 563 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a unified mathematical framework for a wide range of problems in estimation and control.
Download or read book Directions in Mathematical Systems Theory and Optimization written by Anders Rantzer and published by Springer. This book was released on 2003-07-01 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the ?elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ?ltering, feedback and robust control. His contributions to modeling include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identi?cation. His contributions to ?ltering and estimation include the development of fast ?ltering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman ?lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. He continued his interest in feedback control by deriving optimal and robust control feedback laws for suppressing the effects of harmonic disturbances. Moreover, his recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.
Download or read book Control and Estimation in Distributed Parameter Systems written by H. T. Banks and published by SIAM. This book was released on 1992-01-01 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and lucid text that relates frequency domain techniques to state-space or time domain approaches for infinite-dimensional systems.
Download or read book Identification Adaptation Learning written by Sergio Bittanti and published by Springer Science & Business Media. This book was released on 1996-07-01 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects the lectures given at the NATO Advanced Study Institute From Identijication to Learning held in Villa Olmo, Como, Italy, from August 22 to September 2, 1994. The school was devoted to the themes of Identijication, Adaptation and Learning, as they are currently understood in the Information and Contral engineering community, their development in the last few decades, their inter connections and their applications. These titles describe challenging, exciting and rapidly growing research areas which are of interest both to contral and communication engineers and to statisticians and computer scientists. In accordance with the general goals of the Institute, and notwithstanding the rat her advanced level of the topics discussed, the presentations have been generally kept at a fairly tutorial level. For this reason this book should be valuable to a variety of rearchers and to graduate students interested in the general area of Control, Signals and Information Pracessing. As the goal of the school was to explore a common methodologicalline of reading the issues, the flavor is quite interdisciplinary. We regard this as an original and valuable feature of this book.
Download or read book Computation and Control III written by Kenneth L. Bowers and published by Springer Science & Business Media. This book was released on 2013-03-07 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Optimal Estimation of Dynamic Systems written by John L. Crassidis and published by CRC Press. This book was released on 2004-04-27 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Dynamical Systems and Control written by Firdaus E. Udwadia and published by CRC Press. This book was released on 2004-05-10 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Download or read book Semigroups Associated with Dissipative Systems written by Z Liu and published by CRC Press. This book was released on 1999-01-29 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Structurally Constrained Controllers written by Somayeh Sojoudi and published by Springer Science & Business Media. This book was released on 2011-03-08 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Hidden Markov Models written by Robert J. Elliott and published by Springer Science & Business Media. This book was released on 1995 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors begin with discrete time and discrete state spaces. From there, they proceed to cover continuous time, and progress from linear models to nonlinear models, and from completely known models to only partially known models.
Download or read book Feedback Ramp Metering in Intelligent Transportation Systems written by Pushkin Kachroo and published by Springer Science & Business Media. This book was released on 2003 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Feedback Ramp Metering in Intelligent Transportation Systems is the first book on the topic of using feedback control (also called real-time traffic control or adaptive control by some traffic engineers) in ramp metering. It provides traffic theory fundamentals and then the design of feedback controllers for isolated and coordinated ramp metering problems. Software simulation code in Matlab and Paramics is provided in the book so that the reader can get a hands-on feel for the various algorithms. With a large number of examples, illustrations, and original problems, this book is excellent as a textbook or reference book for a senior or graduate level course on the subject, as well as a reference for researchers in related fields.
Download or read book Hankel Norm Approximation for Infinite Dimensional Systems written by A. Sasane and published by Springer Science & Business Media. This book was released on 2002-05-14 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model reduction is an important engineering problem in which one aims to replace an elaborate model by a simpler model without undue loss of accuracy. The accuracy can be mathematically measured in several possible norms and the Hankel norm is one such. The Hankel norm gives a meaningful notion of distance between two linear systems: roughly speaking, it is the induced norm of the operator that maps past inputs to future outputs. It turns out that the engineering problem of model reduction in the Hankel norm is closely related to the mathematical problem of finding solutions to the sub-optimal Nehari-Takagi problem, which is called "the sub-optimal Hankel norm approximation problem" in this book. Although the existence of a solution to the sub-optimal Hankel norm approximation problem has been known since the 1970's, this book presents explicit solutions and, in particular, new formulae for several large classes of infinite-dimensional systems for the first time.
Download or read book Recent Advances in Financial Engineering written by Masaaki Kijima and published by World Scientific. This book was released on 2010 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the 2008 Daiwa International Workshop on Financial Engineering held in Tokyo. The annual workshop is sponsored by the Daiwa Securities Group, and serves as a bridge between leading academics and practitioners in the field. This year, the papers presented at the workshop have been refereed and published in a single volume to commemorate the 60th birthday of Professor Yuri Kabanov, and to thank him for his contributions to the progress of mathematical finance in general, and the Daiwa International Workshop in particular. The book caters to academics and practitioners as well as graduate and postgraduate students of financial engineering. Quantitative researchers on financial markets will also find it a useful resource.
