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Numerical Methods for Controlled Stochastic Delay Systems
The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. Because such problems are infinite-dimensional, many new issues arise in getting good numerical approximations and in the convergence proofs. Useful forms of numerical algorithms and system approximations are developed in this work, and the convergence proofs are given. All of the usual cost functions are treated as well as singular and impulsive controls. A major concern is on representations and approximations that use minimal memory.
New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments.
Decoupling Control
Decoupling or non-interactive control has attracted considerable research attention since the 1960s when control engineers started to deal with multivariable systems. The theory and design techniques for decoupling control have now, more or less matured for linear time-invariant systems, yet there is no single book which focuses on such an important topic. The present monograph fills this gap by presenting a fairly comprehensive and detailed treatment of decoupling theory and relevant design methods. Decoupling control under the framework of polynomial transfer function and frequency response settings, is included as well as the disturbance decoupling problem. The emphasis here is on special or relatively new compensation schemes such as (true and virtual) feedforward control and disturbance observers, rather than use of feedback control alone. The results are presented in a self-contained way and only the knowledge of basic linear systems theory is assumed of the reader.
Control of Dead-time Processes
Control of Dead-time Processes introduces the fundamental techniques for controlling dead-time processes ranging from simple monovariable to complex multivariable cases. Solutions to dead-time-process-control problems are studied using classical proportional-integral-differential (PID) control for the simpler examples and dead-time-compensator (DTC) and model predictive control (MPC) methods for progressively more complex ones. Although MPC and DTC approaches originate in different areas of control, both use predictors to overcome the effects of dead time. Using this fact, the text analyses MPC as a dead-time-compensation strategy and shows how it can be used synergistically with robust DTC tuning methodologies.
Control and Estimation of Systems with Input/Output Delays
Time delays exist in many engineering systems such as transportation, communication, process engineering and networked control systems. This monograph presents simple analytical solutions to control and estimation problems for systems with multiple i/o delays via elementary tools such as projection.
Applications of Time Delay Systems
This book provides an update of the latest research in control of time delay systems and applications by world leading experts. It will appeal to engineers, researchers and students in Control.
Advanced Topics in Control Systems Theory ; Vol. 328 : Lecture Notes from FAP 2005
"Advanced Topics in Control Systems Theory" contains selected contributions written by lecturers at the third (annual) Formation d’Automatique de Paris (FAP) (Graduate Control School in Paris). Following on from the lecture notes from the second FAP (Volume 311 in the same series) it is addressed to graduate students and researchers in control theory with topics touching on a variety of areas of interest to the control community such as nonlinear optimal control, observer design, stability analysis and structural properties of linear systems. The reader is provided with a well-integrated synthesis of the latest thinking in these subjects without the need for an exhaustive literature review. The internationally known contributors to this volume represent many of the most reputable control centers in Europe.
