Singular Optimal Control Problems (Mathematics in Science and Engineering, Vol. 117)

D. J. Bell, David H. Jacobson

ISBN 10: 0120850605 / ISBN 13: 9780120850600

Published by Elsevier Science, 1975

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Bibliographic Details

• Title: Singular Optimal Control Problems (Mathematics in Science and Engineering, Vol. 117)
• Publisher: Elsevier Science
• Publication Date: 1975
• Language: English
• ISBN 10: 0120850605
• ISBN 13: 9780120850600
• Binding: hardcover
• Condition: Good
• Dust Jacket Condition: Dust Jacket Included
• Book Type: book

About this title

Synopsis

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; and
methods 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 particular
branches, 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