简介
Summary:
Publisher Summary 1
This book addresses the theory of optimal control to solve practical problems in the face of uncertainty.
Publisher Summary 2
While many books cover the theory of optimal design, few help readers to actually apply it. this volume is one of the first to aid readers in utilizing the theory of optimal control to solve practical problems in the face of uncertainty. Bryson covers random inputs and random errors in measurement, uncertainty in inputs from the environment, and uncertainty in the parameters of the dynamic model. He also addresses static and dynamic estimation, random processes, several types of controllers, smoothers, and filters. Pedagogic features include hundreds of problems and worked examples, a CD-ROM supplement containing MATLAB codes of the OPTEST toolbox, and code for the examples, figures, and many of the problems.
目录
Preface p. ix
The OPTEST Toolbox p. xiii
List of Acronyms and Abbreviations p. xvii
Nomenclature p. xix
Static Estimation p. 1
Random Scalars p. 1
Random Vectors p. 2
Generating Gaussian Vectors p. 5
Static Linear Estimation p. 8
Static Nonlinear Estimation p. 13
Chapter Summary p. 18
Random Processes p. 20
Discrete Random Processes p. 20
Discrete Gauss-Markov Processes p. 22
Prediction and Simulation of Discrete Gauss-Markov Processes p. 25
Continuous Gauss-Markov Processes p. 29
Prediction and Simulation of Continuous Gauss-Markov Processes p. 36
Chapter Summary p. 40
Dynamic Estimation - Filters p. 43
Introduction p. 43
Discrete Filters p. 44
Continuous Filters p. 57
Discrete Backward Filters p. 73
Continuous Backward Filters p. 77
Chapter Summary p. 80
Dynamic Estimation--Smoothers p. 83
Introduction p. 83
Discrete Smoother Problem and Batch Algorithm p. 83
Smoother Two-Point Boundary-Value Problem and Recursive Algorithms p. 85
Continuous Smoothers p. 92
Chapter Summary p. 97
Linear-Quadratic State-Feedback Follower-Controllers p. 98
Introduction p. 98
Discrete and Zero-Order-Hold LQ SFB Follower-Controllers p. 98
Continuous LQ SFB Follower-Controllers p. 118
Chapter Summary p. 122
Linear-Quadratic Gaussian Follower-Controllers p. 123
Introduction p. 123
Discrete LQG Controllers p. 123
Continuous LQG Controllers p. 143
Chapter Summary p. 151
Smoothers for Controlled Plants p. 152
Introduction p. 152
Batch Smoother for Controlled Plants p. 152
Recursive Discrete Smoother for Controlled Plants p. 155
Continuous Smoothers for Controlled Plants p. 155
Parameter Identification as Extended Nonlinear Smoothing p. 158
Chapter Summary p. 166
Time-Invariant Filters p. 167
Introduction p. 167
Discrete Time-Invariant Filters p. 167
Continuous Time-Invariant Filters p. 175
Chapter Summary p. 181
Time-Invariant Linear-Quadratic State-Feedback Follower-Controllers p. 183
Introduction p. 183
Discrete TI SFB Controllers p. 184
Discrete Model Following and Disturbance Attenuation p. 191
Continuous TI SFB Controllers p. 201
Model Following and Disturbance Attenuation p. 213
Chapter Summary p. 222
Time-Invariant Linear-Quadratic Gaussian Controllers p. 224
Introduction p. 224
Discrete TI LQG Controllers p. 224
Discrete TI LQG Model Following and Disturbance Rejection p. 236
Continuous TI LQG Controllers p. 240
Continuous TI Model Following and Disturbance Rejection with Random Inputs p. 249
Chapter Summary p. 255
Linear-Quadratic Worst-Case Controllers p. 258
Introduction p. 258
Discrete LQW Controllers with SFB p. 259
Discrete LQW Estimators p. 264
Discrete LQW Controllers with ESFB p. 268
Continuous LQW Controllers with SFB p. 271
Continuous LQW Estimators p. 276
Continuous LQW Controllers with ESFB p. 279
Discrete TI LQW Controllers p. 282
Continuous TI LQW Controllers p. 284
Best-Case Controllers p. 286
Chapter Summary p. 287
Parameter-Robust LQG Controllers p. 289
Introduction p. 289
A Parameter-Robustness Measure p. 289
Optimal Robust Controllers p. 291
Other Robust Design Methods p. 306
Chapter Summary p. 307
Filters and Controllers with Colored Measurement Noise p. 308
Introduction p. 308
TV Discrete Filtering p. 308
TV Continuous Filtering p. 312
TV Discrete LQG Controllers p. 316
TV Continuous LQG Controllers p. 319
TI Discrete Filtering p. 321
TI Continuous Filtering p. 323
TI Discrete LQG Controllers p. 324
TI Continuous LQG Controllers p. 325
Appendix Summary p. 330
Plant Models p. 332
Introduction p. 332
Ground Vehicles and Robots p. 332
Aircraft and Helicopters p. 343
Spacecraft p. 349
References p. 354
Index p. 359
The OPTEST Toolbox p. xiii
List of Acronyms and Abbreviations p. xvii
Nomenclature p. xix
Static Estimation p. 1
Random Scalars p. 1
Random Vectors p. 2
Generating Gaussian Vectors p. 5
Static Linear Estimation p. 8
Static Nonlinear Estimation p. 13
Chapter Summary p. 18
Random Processes p. 20
Discrete Random Processes p. 20
Discrete Gauss-Markov Processes p. 22
Prediction and Simulation of Discrete Gauss-Markov Processes p. 25
Continuous Gauss-Markov Processes p. 29
Prediction and Simulation of Continuous Gauss-Markov Processes p. 36
Chapter Summary p. 40
Dynamic Estimation - Filters p. 43
Introduction p. 43
Discrete Filters p. 44
Continuous Filters p. 57
Discrete Backward Filters p. 73
Continuous Backward Filters p. 77
Chapter Summary p. 80
Dynamic Estimation--Smoothers p. 83
Introduction p. 83
Discrete Smoother Problem and Batch Algorithm p. 83
Smoother Two-Point Boundary-Value Problem and Recursive Algorithms p. 85
Continuous Smoothers p. 92
Chapter Summary p. 97
Linear-Quadratic State-Feedback Follower-Controllers p. 98
Introduction p. 98
Discrete and Zero-Order-Hold LQ SFB Follower-Controllers p. 98
Continuous LQ SFB Follower-Controllers p. 118
Chapter Summary p. 122
Linear-Quadratic Gaussian Follower-Controllers p. 123
Introduction p. 123
Discrete LQG Controllers p. 123
Continuous LQG Controllers p. 143
Chapter Summary p. 151
Smoothers for Controlled Plants p. 152
Introduction p. 152
Batch Smoother for Controlled Plants p. 152
Recursive Discrete Smoother for Controlled Plants p. 155
Continuous Smoothers for Controlled Plants p. 155
Parameter Identification as Extended Nonlinear Smoothing p. 158
Chapter Summary p. 166
Time-Invariant Filters p. 167
Introduction p. 167
Discrete Time-Invariant Filters p. 167
Continuous Time-Invariant Filters p. 175
Chapter Summary p. 181
Time-Invariant Linear-Quadratic State-Feedback Follower-Controllers p. 183
Introduction p. 183
Discrete TI SFB Controllers p. 184
Discrete Model Following and Disturbance Attenuation p. 191
Continuous TI SFB Controllers p. 201
Model Following and Disturbance Attenuation p. 213
Chapter Summary p. 222
Time-Invariant Linear-Quadratic Gaussian Controllers p. 224
Introduction p. 224
Discrete TI LQG Controllers p. 224
Discrete TI LQG Model Following and Disturbance Rejection p. 236
Continuous TI LQG Controllers p. 240
Continuous TI Model Following and Disturbance Rejection with Random Inputs p. 249
Chapter Summary p. 255
Linear-Quadratic Worst-Case Controllers p. 258
Introduction p. 258
Discrete LQW Controllers with SFB p. 259
Discrete LQW Estimators p. 264
Discrete LQW Controllers with ESFB p. 268
Continuous LQW Controllers with SFB p. 271
Continuous LQW Estimators p. 276
Continuous LQW Controllers with ESFB p. 279
Discrete TI LQW Controllers p. 282
Continuous TI LQW Controllers p. 284
Best-Case Controllers p. 286
Chapter Summary p. 287
Parameter-Robust LQG Controllers p. 289
Introduction p. 289
A Parameter-Robustness Measure p. 289
Optimal Robust Controllers p. 291
Other Robust Design Methods p. 306
Chapter Summary p. 307
Filters and Controllers with Colored Measurement Noise p. 308
Introduction p. 308
TV Discrete Filtering p. 308
TV Continuous Filtering p. 312
TV Discrete LQG Controllers p. 316
TV Continuous LQG Controllers p. 319
TI Discrete Filtering p. 321
TI Continuous Filtering p. 323
TI Discrete LQG Controllers p. 324
TI Continuous LQG Controllers p. 325
Appendix Summary p. 330
Plant Models p. 332
Introduction p. 332
Ground Vehicles and Robots p. 332
Aircraft and Helicopters p. 343
Spacecraft p. 349
References p. 354
Index p. 359
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