Primer on Optimal Control Theory (Advances in Design and Control)

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9780898716948: Primer on Optimal Control Theory (Advances in Design and Control)
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The performance of a process for example, how an aircraft consumes fuel can be enhanced when the most effective controls and operating points for the process are determined. This holds true for many physical, economic, biomedical, manufacturing, and engineering processes whose behavior can often be influenced by altering certain parameters or controls to optimize some desired property or output.

Primer on Optimal Control Theory provides a rigorous introduction to analyzing these processes and finding the best modes of control and operation for them. It makes optimal control theory accessible to a large class of engineers and scientists who are not mathematicians but have a basic mathematical background and need to understand the sophisticated material associated with optimal control theory. The book presents the important concepts of weak and strong control variations leading to local necessary conditions as well as global sufficiency of Hamilton Jacobi Bellman theory. It also gives the second variation for local optimality where the associated Riccati equation is derived from the transition matrix of the Hamiltonian system. These ideas lead naturally to the development of H2 and H-infinity synthesis algorithms.

Audience: This book will enable applied mathematicians, engineers, scientists, biomedical researchers, and economists to understand, appreciate, and implement optimal control theory at a level of sufficient generality and applicability for most practical purposes and will provide them with a sound basis from which to proceed to higher mathematical concepts and advanced systems formulations and analyses.

Contents: List of Figures; Preface; Chapter 1: Introduction; Chapter 2: Finite-Dimensional Optimization; Chapter 3: Systems with General Performance Criteria; Chapter 4: Terminal Equality Constraints; Chapter 5: Linear-Quadratic Control Problem; Chapter 6: Linear-Quadratic Differential Games; Appendix: Background; Bibliography; Index.

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Book Description:

A rigorous introduction to optimal control theory. This book introduces the scientist without a mathematical background to the important concepts which will enable them to analyse processes, such as aircraft fuel consumption, and find the best modes of control and operation for them, and to tackle more advanced literature.

About the Author:

Jason L. Speyer is a Distinguished Professor in the Mechanical and Aerospace Engineering Department and the Electrical Engineering Department at the University of California, Los Angeles. Dr. Speyer has served as an Associate Editor for IEEE and AIAA journals as well as the Journal of Optimization Theory and Applications. He is a Fellow of the AIAA and a Life Fellow of the IEEE and has been honored with awards from both organizations. He is also a member of the National Academy of Engineering.

David H. Jacobson is Director of Emerging Technologies at PricewaterhouseCoopers Advisory Services, Toronto. He has held senior positions at Harvard University; University of California, Berkeley; University of the Witwatersrand, South Africa; South African Council for Scientific and Industrial Research (CSIR); Allied Electronics Corporation (Altron); and Primaxis Technology Ventures, Toronto. He is an Honorary Professor in the Department of Computational and Applied Mathematics at the University of the Witwatersrand and for 10 years served on the University s Council. Dr. Jacobson s published papers and books include original contributions in optimality conditions for nonlinear, constrained, and singular control systems; differential dynamic programming; and risk-sensitive decision making using exponential performance criteria.

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Jason Lee Speyer, David Harris Jacobson
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Book Description Society for Industrial Applied Mathematics,U.S., United States, 2010. Hardback. Condition: New. Language: English . Brand New Book. The performance of a process, such as aircraft fuel consumption, can be enhanced when its most effective controls and operating points are determined. Primer on Optimal Control Theory provides an introduction to the theory behind analysing these processes and finding the best controls, which provides a sound basis for those wishing to tackle more advanced literature. The book presents the important concepts of weak and strong control variations leading to local necessary conditions, and also global sufficiency of Hamilton-Jacobi-Bellman theory. It also gives the second variation for local optimality where the associated Riccati equation is derived from the transition matrix of the Hamiltonian system. These ideas lead naturally to the development of H2 and Hâ synthesis algorithms. This book will enable applied mathematicians, engineers, scientists, biomedical researchers, and economists to understand and implement optimal control theory at a level of sufficient generality and applicability for most practical purposes. Seller Inventory # AAN9780898716948

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Jason Lee Speyer, David Harris Jacobson
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Book Description Society for Industrial Applied Mathematics,U.S., United States, 2010. Hardback. Condition: New. Language: English . Brand New Book. The performance of a process, such as aircraft fuel consumption, can be enhanced when its most effective controls and operating points are determined. Primer on Optimal Control Theory provides an introduction to the theory behind analysing these processes and finding the best controls, which provides a sound basis for those wishing to tackle more advanced literature. The book presents the important concepts of weak and strong control variations leading to local necessary conditions, and also global sufficiency of Hamilton-Jacobi-Bellman theory. It also gives the second variation for local optimality where the associated Riccati equation is derived from the transition matrix of the Hamiltonian system. These ideas lead naturally to the development of H2 and Hâ synthesis algorithms. This book will enable applied mathematicians, engineers, scientists, biomedical researchers, and economists to understand and implement optimal control theory at a level of sufficient generality and applicability for most practical purposes. Seller Inventory # AAN9780898716948

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