Geering Optimal Control with Engineering Applications

1. Auflage 2007
ISBN: 978-3-540-69438-0
Verlag: Springer Berlin Heidelberg
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 134 Seiten

This book introduces a variety of problem statements in classical optimal control, in optimal estimation and filtering, and in optimal control problems with non-scalar-valued performance criteria. Many example problems are solved completely in the body of the text. All chapter-end exercises are sketched in the appendix. The theoretical part of the book is based on the calculus of variations, so the exposition is very transparent and requires little mathematical rigor.

Autoren/Hrsg.

Geering, Hans P.

Inhaltsverzeichnis

1;Foreword;5
2;Contents;7
3;List of Symbols;10
4;1 Introduction;12
4.1;1.1 Problem Statements;12
4.2;1.2 Examples;14
4.3;1.3 Static Optimization;27
4.4;1.4 Exercises;31
5;2 Optimal Control;32
5.1;2.1 Optimal Control Problems with a Fixed Final State;33
5.2;2.2 Some Fine Points;44
5.3;2.3 Optimal Control Problems with a Free Final State;47
5.4;2.4 Optimal Control Problems with a Partially Constrained Final State;52
5.5;2.5 Optimal Control Problems with State Constraints;57
5.6;2.6 Singular Optimal Control;68
5.7;2.7 Existence Theorems;74
5.8;2.8 Optimal Control Problems with a Non- Scalar- Valued Cost Functional;76
5.9;2.9 Exercises;81
6;3 Optimal State Feedback Control;84
6.1;3.1 The Principle of Optimality;84
6.2;3.2 Hamilton-Jacobi-Bellman Theory;87
6.3;3.3 Approximatively Optimal Control;95
6.4;3.4 Exercises;108
7;4 Differential Games;111
7.1;4.1 Theory;111
7.2;4.2 The LQ Differential Game Problem;117
7.3;4.3 H8-Control via Differential Games;121
8;Solutions to Exercises;124
9;References;136
10;Index;138