Read e-book online Analysis and Optimization of Systems PDF

By Alain Bensoussan, Jacques Louis Lions

ISBN-10: 0387167293

ISBN-13: 9780387167299

Textual content: English, French

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Additional resources for Analysis and Optimization of Systems

Example text

Levy assignuent Trans. Pandolfi, equations. iinear-quadratic-Gaussian control, 18. optiual Robustness systeus. controllers Control, Autom. properties Proc. and 49-75. of 2 1 s t for AC-25, of linear 528-531. linear Conference quadratic on D e c i s i o n 1267-1272. (1978). for Autom. L. the in t h e s t a t e , quadratic (1982). for and O p t i m i z a t i o n . IEEE T r a n s . W. Control Generalized systems. hereditary OIbrot, $1AN J. (1980). hereditary theory systems witb delays observations.

We s u m m a r i z e n e c e s s a r y decomposition that, can be s o l v e d infinite Rosen and I t o , the prediction independent to the Though v a r i o u s Banks, We show h e r e to a f i n i t e (7) it 1983: and c o n s i d e r i n g Riccati of s o l u t i o n s (3)-(5). Q~,Oel technique dimensional the circle s u c h as a cumbersome p r o b l e m . decomposition infinite tile c o m p u t a t i o n have b e e n p r o p o s e d is still weighting requires ~ (~) and ~b (O)AB + ~b (h)A1 d (9) g, ( ~ " ) 38 for # in ll' ([O, h] ;R° ' ) .

1980). the u (~)). nxr and nxr, t ~ ~ of function t~ nxn, (~), As. O];R,}. u is u ( v ), non-negative with for )) (I) = ~[(x(t),hlxt~Blut)'{Q~,Q,,Q2}(x(t),A,x,÷B,ut) where to real problem consisting and a generalized ~ B,u(t-h) nxn. the OPTIMAL REGULATOR control dimensions taken in is described by (x(O),x(~),u(~ trajectory of x(£), + B,u(t) a positive positive (4~,4~) all in state and control in R" x L e ( [ - h , O ] ; R . ) h is with generalized J(u) is state called for 0 O. The system i A,x(t-h) an e l e m e n t The t i m e real cost functional.

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Analysis and Optimization of Systems by Alain Bensoussan, Jacques Louis Lions


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