Control and Dynamic Systems V23

Contributors

Preface

Multimodeling, Singular Perturbations, and Stochastic Decision Problems

I. Introduction

II. Modeling and Control of Stochastic Singularly Perturbed Systems

III. Multimodeling by Singular Perturbations

IV. Multiagent Decision Problems

V. Conclusions

References

Resource Management of Time-Critical Data Processing Systems

I. Introduction

II. Single-Processor Load Dynamics

III. Performance Measures

IV. Control Strategies

V. BMD Example

VI. Global Object Reallocation

VII. Summary and Conclusion

Appendix

References

Parametrical Optimization Approach for Decentralized Regulation of Discrete Systems

I. Introduction

II. Mathematical Formulation: the Gradient Matrix

III. Numerical Algorithm for the Decentralized Gain Determination

IV. Determination of a Stabilizing Initial Gain

V. Conclusion

References

Decentralized Optimal Control for Large-Scale Interconnected Systems

I. Introduction

II. Decentralized Optimal Control Problem

III. Single-Input Subsystems

IV. Multi-Input Subsystems

V. Illustrative Example

VI. Conclusion

Appendix

References

Techniques in Model Reduction for Large-Scale Systems

I. Introduction

II. The Theory of Aggregation

III. The Dominant Pole Approach

IV. Padé-Type Approximant and Partial Realization

V. Routh Approximation

VI. Perturbation Method

VII. Error Minimization Approach

VIII. Applications

IX. Conclusions

References

Optimal Estimation Theory for Distributed Parameter Systems

I. Introduction

II. System Modeling

III. Description of the Estimation Problems

IV. Wiener-Hopf Theorem

V. Derivation of the Optimal Predictor

VI. Derivation of the Optimal Filter

VII. Derivation of the Optimal Smoothing Estimator

VIII. Optimal Sensor Location

IX. Conclusions

References

The Linear-Quadratic Control Problem

I. Introduction

II. Preliminaries and Problem Formulation

III. First-Order Necessary Conditions for Optimality

IV. Solution of the Linear-Quadratic Problem Using the First-Order Necessary Conditions-A Transition Matrix Approach

V. The Symplectic Property of the Transition Matrix of Hamiltonian Systems

VI. The Riccati Matrix Differential Equation

VII. A Canonical Transformation of the Hamiltonian System

VIII. Necessary and Sufficient Condition for the Positivity of the Quadratic Cost Criterion

IX. The Linear-Quadratic Problem with Linear Terminal Constraints-A Transition Matrix Approach

X. Normality and Controllability for the Linear-Quadratic Problem

XI. Necessary and Sufficient Condition for the Positivity of the Terminally Constrained Quadratic Cost Criterion

XII. Further Properties of the Solution of the Matrix Riccati Equation

XIII. The Linear Regulator Problem

XIV. Summary and Extensions

References

A Ritz-Type Optimization Method for Optimal Control Problems and Its Application to Hierarchical Final-Value Controllers

I. Introduction

II. Optimization Procedure

III. Final Value Control

IV. Example

V. Conclusion

References

Index