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Applied optimal control : optimization, estimation, and control

Author: Arthur E Bryson; Yu-Chi Ho
Publisher: Washington : Hemisphere Pub. Corp. ; New York : Distributed by Halsted Press, [1975]
Edition/Format:   Print book : English : Rev. printView all editions and formats
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Additional Physical Format: Online version:
Bryson, Arthur E. (Arthur Earl).
Applied optimal control.
Washington : Hemisphere Pub. Corp. ; New York : Distributed by Halsted Press, [1975]
(OCoLC)1086381052
Document Type: Book
All Authors / Contributors: Arthur E Bryson; Yu-Chi Ho
ISBN: 0470114819 9780470114810 0470267747 9780470267745 0891162283 9780891162285
OCLC Number: 1418839
Description: 481 pages : illustrations ; 24 cm
Contents: 1. Parameter optimization problems :Problems without constraints ; Problem with equality constraints, necessary conditions for a stationary point ; Problems with equality constraints, sufficient conditions for a local minimum ; Neighboring solution by a first-order gradient method ; Numerical solution by a second-order gradient method ; Problems with inequality constraints ; Linear programming problems ; Numerical solution of problems with inequality constraints ; The penalty function method --
2. Optimization problems for dynamic systems : Single-stage systems ; Multistage systems, no terminal constraints, fixed number of stages ; Continuous systems, no terminal constraints, fixed terminal time ; Continuous systems, some state variables specified at a fixed terminal time ; Continuous systems with functions of the state variables prescribed at a fixed terminal time ; Multistage systems, functions of the state variables specified at the terminal stage ; Continuous systems, some state variables specified at an unspecified terminal time, including minimal time problems ; Continuous systems, functions of the state variables specified at an unspecified terminal times, including minimum time problems --
3. Optimization problems for dynamic systems with path constraints : Integral constraints ; Control variable equality constraints ; Equality constraints on functions of the control and state variables ; Equality constraints on functions of the state variables ; Interior-point constraints ; Discontinuities in the system equations at interior points ; Discontinuities in the state variables at interior points ; inequality constraints on functions of the control variables ; Linear optimization problems, "bang-bang" control ; Inequality constraints on functions of the control and state variables ; Inequality constraints on functions of the state variables ; The separate computation of arcs in problems with state variable inequality constraints ; Corner conditions --
4. Optimal feedback control : The extremal field approach ; Dynamic programming, the partial differential equation for the optimal return function ; Reducing the dimension of the state space by use of dimensionless variables --
5. Linear systems with quadratic criteria: linear feedback : Terminal controllers and regulators, introduction ; Terminal controllers, quadratic penalty function on terminal error ; Terminal controllers, zero terminal error and controllability ; Regulators and stability. 6. Neighboring extremals and the second variation : Neighboring extremal paths, final time specified ; Determination of neighboring extremal paths by the backward sweep method ; Sufficient conditions for a local minimum ; Perturbation feedback control, final time specified ; Neighboring extremal paths with final time unspecified ; Determination of neighboring extremal paths by the backward seep method with final time unspecified ; Perturbation feedback control with final time unspecified ; Sufficient conditions for a strong minimum ; A multistage version of the backward sweep ; Sufficient conditions for a local minimum for multistage systems --
7. Numerical solution of optimal programming and control problems : Introduction ; Extremal field methods, dynamix programming ; Neighboring extremal algorithms ; First-order gradient algorithms ; Second gradient algorithms ; A quasilinearization algorithm ; A second-order gradient algorithm for multistage systems ; A conjugate-gradient algorithm ; Problems with inequality constraints on the control variables ; Problems with inequality constraints on the state variables ; Mathematical programming approach --
8. Singular solutions of optimization and control problems : Introduction ; Singular solutions of optimization problems for linear dynamic systems with quadratic criteria ; Singular solutions of optimization problems for nonlinear dynamic systems ; A generalized convexity condition for singular arcs ; Conditions at a junction ; A resource allocation problem involving inequality constraints and singular arcs --
9. Differential games : Discrete games ; Continuous games ; Differential games ; linear-quadratic pursuit-evasion games ; A minimax-time intercept problem with bounded controls ; A discussion of differential games --
10. Some concepts of probability : Discrete-valued random scalars ; Discrete-valued random vectors ; Correlation, independence, and conditional probabilities ; Continuous-valued random variables ; Common probability density functions ; Gaussian density function for a random vector --
11. introduction to random processes : Random sequences and the markov property ; Gauss-markov random sequences ; Random processes and the markov property ; Guass-markov random processes ; Approximation of a gauss-markoc process by a gauss-markoc sequence ; State variables and the markov property ; Processes with independent increments. 12. Optimal filtering and prediction : Introduction ; Estimation of parameters, using weighted least-squares ; Optimal filtering for single-stage linear transitions ; Optimal filtering and prediction for linear multistage processes ; Optimal filtering for continuous linear dynamic systems with continuous measurements ; Optimal filtering for nonlinear dynamic processes ; Estimation of parameters using a Bayesian approach ; Bayesian approach to optimal filtering and prediction for multistage systems ; Detection of Gaussian signal in noise --
13. Optimal smoothing and interpolation : Optimal smoothing for single-stages transitions ; Optimal smoothing for multistage processes ; Optimal smoothing and interpolation for continuous processes ; Optimal smoothing for nonlinear dynamic processes ; Sequentially-correlated measurement noise ; Time-correlated measurement noise --
14. Optimal feedback control in the presence of uncertainty : Introduction ; Continuous linear systems with white process noise and perfect knowledge of the state ; Continuous linear systems with process and measurements containing additive white noise, the certainty-equivalence principle ; Average behavior of an optimally controlled system ; Synthesis of regulators for stationary linear systems with stationary additive white noise ; Synthesis of terminal controllers for linear systems with additive white noise ; Multistage linear systems with additive purely random noise, the discrete certainty-equivalence principle ; Optimum feedback control for nonlinear systems with additive white noise.
Responsibility: Arthur E. Bryson, Jr., Yu-Chi Ho.

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