Download or read book The Optimal Control of Discrete Time Linear Systems with Random Parameters written by Yaakov Bar-Shalom and published by . This book was released on 1967 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimal Control Methods for Linear Discrete Time Economic Systems written by Y. Murata and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called "observers" in deterministic cases or "filters" in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf.

Download or read book Closed loop Optimal Control of Discrete time Multiple Model Linear Systems with Unknown Parameters written by Jinbae Choi and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The closed-loop optimal control of multiple model linear systems with unknown parameters is investigated. The Bellman equation is modified to include the discrete random variable of the system mode conditioned on the measurements, and is then used to determine the optimal state feedback or dynamic output feedback controllers. Dynamic programming with the modified Bellman equation is used to calculate the optimal cost with the dual covariance. The dual covariance quantifies the probing aspects of the controller and is demonstrated that the closed-loop state or dynamic output feedback controllers have the dual property for the discrete-time multiple model linear systems with unknown parameters studied in this work. Monte Carlo simulations are used to show that the closed-loop control with state or dynamic output feedback always performs better than controllers such as the Certainty Equivalence or DUL controllers. Finally, the direct discrete-time implementation of the dual dynamic output feedback controller developed in this work is applied to the control of the nonlinear F-16 aircraft. The dual regulator is designed for stability augmentation in the context of reconfigurable control using the multiple model formulation integrated with flight and propulsion to accommodate sensor, actuator, and engine faults. The design process is explained in the context of trim, linearization, calculation of the mode probabilities, and tuning of the Kalman filters and includes the implementation of a six-stage dual regulator with a bank of parallel Kalman filters. The flight simulation results are presented for cases such as speed and pitch rate sensor faults, 1.5% and 3% losses of elevator actuator power, and 4% loss of engine power during steady-state level flight of the nonlinear F-16 aircraft model.

Download or read book Advances in Discrete Time Systems written by Magdi Mahmoud and published by BoD – Books on Demand. This book was released on 2012-12-05 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume brings about the contemporary results in the field of discrete-time systems. It covers papers written on the topics of robust control, nonlinear systems and recent applications. Although the technical views are different, they all geared towards focusing on the up-to-date knowledge gain by the researchers and providing effective developments along the systems and control arena. Each topic has a detailed discussions and suggestions for future perusal by interested investigators.

Download or read book Optimal Control of Linear Systems with Random Parameter written by Holavanahally Vasudevachar Gururajȧ and published by . This book was released on 1969 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to Mathematical Systems Theory written by Christiaan Heij and published by Springer Science & Business Media. This book was released on 2006-12-18 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering; the focus is on discrete time systems. The subjects treated are among the central topics of deterministic linear system theory: controllability, observability, realization theory, stability and stabilization by feedback, LQ-optimal control theory. Kalman filtering and LQC-control of stochastic systems are also discussed, as are modeling, time series analysis and model specification, along with model validation.

Download or read book Discrete Time Linear Systems written by Guoxiang Gu and published by Springer Science & Business Media. This book was released on 2012-02-14 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discrete-Time Linear Systems: Theory and Design with Applications combines system theory and design in order to show the importance of system theory and its role in system design. The book focuses on system theory (including optimal state feedback and optimal state estimation) and system design (with applications to feedback control systems and wireless transceivers, plus system identification and channel estimation).

Download or read book Optimal Control and Estimation written by Robert F. Stengel and published by Courier Corporation. This book was released on 2012-10-16 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems. "Invaluable as a reference for those already familiar with the subject." — Automatica.

Download or read book Discrete time Markovian Jump Linear Quadratic Optimal Control written by H. J. Chizeck and published by . This book was released on 1985 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper is concerned with the optimal control of discrete-time linear systems that possess randomly jumping parameters described by finite state Markov processes. For problems having quadratic costs and perfect observations, the optimal control laws and expected costs-to-go can be precomputed from a set of coupled Riccati-like matrix difference equations. Necessary and sufficient conditions are derived for the existence of optimal constant control laws which stabilize the controlled system as the time horizon becomes infinite, with finite optimal expected cost. Originator supplied keywords are: Markov chains, Problem solving, Steady state. (Author).

Download or read book OPTIMAL CONTROL OF DISCRETE TIME RANDOM PARAMETER SYSTEMS written by JOSEPH NORTON GITTELMAN and published by . This book was released on 1967 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical Methods in Robust Control of Discrete Time Linear Stochastic Systems written by Vasile Dragan and published by Springer Science & Business Media. This book was released on 2009-11-10 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Optimal Control of a Discrete Time Stochastic System Linear in the State written by Joseph L. Midler and published by . This book was released on 1968 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Considered is a discrete-time stochastic control problem whose dynamic equations and loss function are linear in the state vector with random coefficients, but which may vary in a nonlinear, random manner with the control variables. The controls are constrained to lie in a given set. For this system it is shown that the optimal control or policy is independent of the value of the state. The result follows from a simple dynamic programming argument. Under suitable restrictions on the functions, the dynamic programming approach leads to efficient computational methods for obtaining the controls via a sequence of mathematical programming problems in fewer variables than the number of controls in the entire process. The result provides another instance of certainty equivalence for a sequential stochastic decision problem. The expectations of the random variables play the role of certainty equivalents in the sense that the optimal control can be found by solving a deterministic problem in which expectations replace the random quantities.

Download or read book On Optimal Estimation and Control of Discrete Time Linear Systems with Markovian Parameters written by Åke Wernersson and published by . This book was released on 1975 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimal Control Estimation and Compensation of Linear Discrete time Systems with Stochastic Parameters written by W. L. de Koning and published by . This book was released on 1988 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimal Control Estimation and Compensation of Linear Discrete time Systems with Stochastic Parameters written by Willem Leopold Koning and published by . This book was released on 1987 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Linear Stochastic Control Systems written by Goong Chen and published by CRC Press. This book was released on 1995-07-12 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.

Download or read book Discrete Time Markov Jump Linear Systems written by O.L.V. Costa and published by Springer. This book was released on 2010-10-21 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This will be the most up-to-date book in the area (the closest competition was published in 1990) This book takes a new slant and is in discrete rather than continuous time