Optimum Systems Control |
Contents
Calculus of extrema | 4 |
The maximum principle | 53 |
Optimum systems control examples | 87 |
Copyright | |
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algorithms approach assume Au(t Ax(t boundary conditions boundary value problem Chapter closed-loop control computation consider control and trajectory convergence cost function cov x(t defined derivative determine differential equation dx(t dynamic programming equality constraint error variance estimation Euler-Lagrange equations Example first-order Gaussian given gradient method Hamilton-Jacobi equation Hamiltonian IEEE Trans inequality constraints initial condition iteration k=ko Kalman filter Kalman gain Lagrange multiplier linear regulator linear system matrix minimize minimum necessary conditions noise nonlinear observer obtain open-loop control optimal control optimal control problem optimal trajectory output parameter performance index positive definite procedure quasilinearization require Riccati equation satisfies scalar second variation sensitivity singular solution solve stochastic t₁ technique terminal condition terminal manifold theorem tion transversality conditions two-point boundary value u²(t variable x(to x₁ x₁(t zero zero-mean дән ди дх