Primer on Optimal Control Theory
Jan 2010 · SIAM
Ebook
320
Pages
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About this ebook
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 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; 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; and gives the second variation for local optimality where the associated Riccati equation is derived from the transition matrix of the Hamiltonian system, ideas that lead naturally to the development of H2 and H? synthesis algorithms.
Primer on Optimal Control Theory?provides a rigorous introduction to analyzing these processes and finding the best modes of control and operation for them 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; 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; and gives the second variation for local optimality where the associated Riccati equation is derived from the transition matrix of the Hamiltonian system, ideas that lead naturally to the development of H2 and H? synthesis algorithms.
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