Frank L. Lewis, Draguna Vrabie, Vassilis L. Syrmos

Optimal Control

• Gebundenes Buch

Produktbeschreibung

This new, updated edition reflects major changes that have occurred in the field in recent years and presents, in a clear and direct way, the fundamentals of optimal control theory. It covers the major topics involving measurement, principles of optimality, dynamic programming, variational methods, Kalman filtering, and other solution techniques. To give the reader a sense of the problems that can arise in a hands-on project, the authors have updated material on optimal output feedback control, a technique used in the aerospace industry. Additional new chapters cover adaptive control and adaptive optical control.

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A new edition of the classic text on optimal control theory

As a superb introductory text and an indispensable reference, this new edition of Optimal Control will serve the needs of both the professional engineer and the advanced student in mechanical, electrical, and aerospace engineering. Its coverage encompasses all the fundamental topics as well as the major changes that have occurred in recent years. An abundance of computer simulations using MATLAB and relevant Toolboxes is included to give the reader the actual experience of applying the theory to real-world situations. Major topics covered include:
Static Optimization
Optimal Control of Discrete-Time Systems
Optimal Control of Continuous-Time Systems
The Tracking Problem and Other LQR Extensions
Final-Time-Free and Constrained Input Control
Dynamic Programming
Optimal Control for Polynomial Systems
Output Feedback and Structured Control
Robustness and Multivariable Frequency-Domain Techniques
Differential Games
Reinforcement Learning and Optimal Adaptive Control

Produktdetails

• Verlag: Wiley & Sons
• 3. Aufl.
• Seitenzahl: 552
• Erscheinungstermin: 1. Februar 2012
• Englisch
• Abmessung: 249mm x 164mm x 35mm
• Gewicht: 870g
• ISBN-13: 9780470633496
• ISBN-10: 0470633492
• Artikelnr.: 34440236

Autorenporträt

FRANK L. LEWIS is the Moncrief-O'Donnell Professor and Head of the Advanced Controls, Sensors, and MEMS Group in the Automation and Robotics Research Institute of the University of Texas at Arlington. Dr. Lewis is also a Fellow of the IEEE. DRAGUNA L. VRABIE is Graduate Research Assistant in Electrical Engineering at the University of Texas at Arlington, specializing in approximate dynamic programming for continuous state and action spaces, optimal control, adaptive control, model predictive control, and general theory of nonlinear systems. VASSILIS L. SYRMOS is a Professor in the Department of Electrical Engineering and the Associate Vice Chancellor for Research and Graduate Education at the University of Hawaii at Manoa.

Inhaltsangabe

PREFACE xi 1 STATIC OPTIMIZATION 1 1.1 Optimization without Constraints
1 1.2 Optimization with Equality Constraints
4 1.3 Numerical Solution Methods
15 Problems
15 2 OPTIMAL CONTROL OF DISCRETE-TIME SYSTEMS 19 2.1 Solution of the General Discrete-Time Optimization Problem
19 2.2 Discrete-Time Linear Quadratic Regulator
32 2.3 Digital Control of Continuous-Time Systems
53 2.4 Steady-State Closed-Loop Control and Suboptimal Feedback
65 2.5 Frequency-Domain Results
96 Problems
102 3 OPTIMAL CONTROL OF CONTINUOUS-TIME SYSTEMS 110 3.1 The Calculus of Variations
110 3.2 Solution of the General Continuous-Time Optimization Problem
112 3.3 Continuous-Time Linear Quadratic Regulator
135 3.4 Steady-State Closed-Loop Control and Suboptimal Feedback
154 3.5 Frequency-Domain Results
164 Problems
167 4 THE TRACKING PROBLEM AND OTHER LQR EXTENSIONS 177 4.1 The Tracking Problem
177 4.2 Regulator with Function of Final State Fixed
183 4.3 Second-Order Variations in the Performance Index
185 4.4 The Discrete-Time Tracking Problem
190 4.5 Discrete Regulator with Function of Final State Fixed
199 4.6 Discrete Second-Order Variations in the Performance Index
206 Problems
211 5 FINAL-TIME-FREE AND CONSTRAINED INPUT CONTROL 213 5.1 Final-Time-Free Problems
213 5.2 Constrained Input Problems
232 Problems
257 6 DYNAMIC PROGRAMMING 260 6.1 Bellman's Principle of Optimality
260 6.2 Discrete-Time Systems
263 6.3 Continuous-Time Systems
271 Problems
283 7 OPTIMAL CONTROL FOR POLYNOMIAL SYSTEMS 287 7.1 Discrete Linear Quadratic Regulator
287 7.2 Digital Control of Continuous-Time Systems
292 Problems
295 8 OUTPUT FEEDBACK AND STRUCTURED CONTROL 297 8.1 Linear Quadratic Regulator with Output Feedback
297 8.2 Tracking a Reference Input
313 8.3 Tracking by Regulator Redesign
327 8.4 Command-Generator Tracker
331 8.5 Explicit Model-Following Design
338 8.6 Output Feedback in Game Theory and Decentralized Control
343 Problems
351 9 ROBUSTNESS AND MULTIVARIABLE FREQUENCY-DOMAIN TECHNIQUES 355 9.1 Introduction
355 9.2 Multivariable Frequency-Domain Analysis
357 9.3 Robust Output-Feedback Design
380 9.4 Observers and the Kalman Filter
383 9.5 LQG
Loop-Transfer Recovery
408 9.6 H infinity DESIGN
430 Problems
435 10 DIFFERENTIAL GAMES 438 10.1 Optimal Control Derived Using Pontryagin's Minimum Principle and the Bellman Equation
439 10.2 Two-player Zero-sum Games
444 10.3 Application of Zero-sum Games to H infinity Control
450 10.4 Multiplayer Non-zero-sum Games
453 11 REINFORCEMENT LEARNING AND OPTIMAL ADAPTIVE CONTROL 461 11.1 Reinforcement Learning
462 11.2 Markov Decision Processes
464 11.3 Policy Evaluation and Policy Improvement
474 11.4 Temporal Difference Learning and Optimal Adaptive Control
489 11.5 Optimal Adaptive Control for Discrete-time Systems
490 11.6 Integral Reinforcement Learning for Optimal Adaptive Control of Continuous-time Systems
503 11.7 Synchronous Optimal Adaptive Control for Continuous-time Systems
513 APPENDIX A REVIEW OF MATRIX ALGEBRA 518 A.1 Basic Definitions and Facts
518 A.2 Partitioned Matrices
519 A.3 Quadratic Forms and Definiteness
521 A.4 Matrix Calculus
523 A.5 The Generalized Eigenvalue Problem
525 REFERENCES 527 INDEX 535