[PDF] Rates Of Convergence For Discrete Approximations To Problems In Control Theory eBook

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Publisher : Academic Press
Page : 253 pages
File Size : 47,84 MB
Release : 1969
Category : Mathematics
ISBN : 0080955681

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In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering

Author : Boris S. Mordukhovich
Publisher : Springer Science & Business Media
Page : 256 pages
File Size : 37,31 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 1461384893

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This IMA Volume in Mathematics and its Applications NONSMOOTH ANALYSIS AND GEOMETRIC METHODS IN DETERMINISTIC OPTIMAL CONTROL is based on the proceedings of a workshop that was an integral part of the 1992-93 IMA program on "Control Theory. " The purpose of this workshop was to concentrate on powerful mathematical techniques that have been de veloped in deterministic optimal control theory after the basic foundations of the theory (existence theorems, maximum principle, dynamic program ming, sufficiency theorems for sufficiently smooth fields of extremals) were laid out in the 1960s. These advanced techniques make it possible to derive much more detailed information about the structure of solutions than could be obtained in the past, and they support new algorithmic approaches to the calculation of such solutions. We thank Boris S. Mordukhovich and Hector J. Sussmann for organiz ing the workshop and editing the proceedings. We also take this oppor tunity to thank the National Science Foundation and the Army Research Office, whose financial support made the workshop possible. A vner Friedman Willard Miller, Jr. v PREFACE This volume contains the proceedings of the workshop on Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control held at the Institute for Mathematics and its Applications on February 8-17, 1993 during a special year devoted to Control Theory and its Applications. The workshop-whose organizing committee consisted of V. J urdjevic, B. S. Mordukhovich, R. T. Rockafellar, and H. J.

Author : Sylvain Ervedoza
Publisher : Springer Science & Business Media
Page : 140 pages
File Size : 29,83 MB
Release : 2013-02-17
Category : Mathematics
ISBN : 1461458080

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​​​​​​This book is devoted to fully developing and comparing the two main approaches to the numerical approximation of controls for wave propagation phenomena: the continuous and the discrete. This is accomplished in the abstract functional setting of conservative semigroups.The main results of the work unify, to a large extent, these two approaches, which yield similaralgorithms and convergence rates. The discrete approach, however, gives not only efficient numerical approximations of the continuous controls, but also ensures some partial controllability properties of the finite-dimensional approximated dynamics. Moreover, it has the advantage of leading to iterative approximation processes that converge without a limiting threshold in the number of iterations. Such a threshold, which is hard to compute and estimate in practice, is a drawback of the methods emanating from the continuous approach. To complement this theory, the book provides convergence results for the discrete wave equation when discretized using finite differences and proves the convergence of the discrete wave equation with non-homogeneous Dirichlet conditions. The first book to explore these topics in depth, "On the Numerical Approximations of Controls for Waves" has rich applications to data assimilation problems and will be of interest to researchers who deal with wave approximations.​

Author : Naci Saldi
Publisher : Birkhäuser
Page : 196 pages
File Size : 27,58 MB
Release : 2018-05-11
Category : Mathematics
ISBN : 3319790331

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In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.

Author : Theodore E. Djaferis
Publisher : Springer Science & Business Media
Page : 494 pages
File Size : 50,92 MB
Release : 2012-12-06
Category : Science
ISBN : 1461552230

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System Theory: Modeling, Analysis and Control contains thirty-three scientific papers covering a wide range of topics in systems and control. These papers have been contributed to a symposium organized to celebrate Sanjoy K. Mitter's 65th birthday. The following research topics are addressed: distributed parameter systems, stochastic control, filtering and estimation, optimization and optimal control, image processing and vision, hierarchical systems and hybrid control, nonlinear systems, and linear systems. Also included are three survey papers on optimization, nonlinear filtering, and nonlinear systems. Recent advances are reported on the behavioral approach to systems, the relationship between differential games and robust control, estimation of diffusion processes, Markov processes, optimal control, hybrid control, stochastic control, spectral estimation, nonconvex quadratic programming, robust control, control algorithms and quantized linear systems. Innovative explorations are carried out on quantum systems from a control theory perspective, option valuation and hedging, three-dimensional medical visualization, computational structure biology image processing, and hierarchical approaches to complex systems, flow control, scheduling and force feedback in fluid mechanics. The contents reflect on past research accomplishments, current research activity, and future research directions in systems and control theory.

Author : Alessandro Astolfi
Publisher : Springer Science & Business Media
Page : 485 pages
File Size : 21,77 MB
Release : 2007-11-13
Category : Technology & Engineering
ISBN : 3540743588

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This book is a tribute to Prof. Alberto Isidori on the occasion of his 65th birthday. Prof. Isidori’s proli?c, pioneering and high-impact research activity has spanned over 35 years. Throughout his career, Prof. Isidori has developed ground-breaking results, has initiated researchdirections and has contributed towardsthe foundationofnonlinear controltheory.In addition,his dedication to explain intricate issues and di?cult concepts in a simple and rigorous way and to motivate young researchers has been instrumental to the intellectual growth of the nonlinear control community worldwide. The volume collects 27 contributions written by a total of 52 researchers. The principal author of each contribution has been selected among the - searchers who have worked with Prof. Isidori, have in?uenced his research activity, or have had the privilege and honour of being his PhD students. The contributions address a signi?cant number of control topics, including th- retical issues, advanced applications, emerging control directions and tutorial works. The diversity of the areas covered, the number of contributors and their international standing provide evidence of the impact of Prof. Isidori in the control and systems theory communities. The book has been divided into six parts: System Analysis, Optimization Methods, Feedback Design, Regulation, Geometric Methods and Asymptotic Analysis, re?ecting important control areas which have been strongly in- enced and, in some cases, pioneered by Prof. Isidori.

Author : Klaus Schittkowski
Publisher : Springer Science & Business Media
Page : 455 pages
File Size : 37,28 MB
Release : 2013-06-29
Category : Mathematics
ISBN : 3642824501

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This book contains the written versions of main lectures presented at the Advanced Study Institute (ASI) on Computational Mathematical Programming, which was held in Bad Windsheim, Germany F. R., from July 23 to August 2, 1984, under the sponsorship of NATO. The ASI was organized by the Committee on Algorithms (COAL) of the Mathematical Programming Society. Co-directors were Karla Hoffmann (National Bureau of Standards, Washington, U.S.A.) and Jan Teigen (Rabobank Nederland, Zeist, The Netherlands). Ninety participants coming from about 20 different countries attended the ASI and contributed their efforts to achieve a highly interesting and stimulating meeting. Since 1947 when the first linear programming technique was developed, the importance of optimization models and their mathematical solution methods has steadily increased, and now plays a leading role in applied research areas. The basic idea of optimization theory is to minimize (or maximize) a function of several variables subject to certain restrictions. This general mathematical concept covers a broad class of possible practical applications arising in mechanical, electrical, or chemical engineering, physics, economics, medicine, biology, etc. There are both industrial applications (e.g. design of mechanical structures, production plans) and applications in the natural, engineering, and social sciences (e.g. chemical equilibrium problems, christollography problems).

Author : Ernesto G. Birgin
Publisher : SIAM
Page : 222 pages
File Size : 47,59 MB
Release : 2014-04-30
Category : Mathematics
ISBN : 161197335X

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This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications. They also orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result, and they fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.