Max Plus Methods For Nonlinear Control And Estimation

The central focus of this book is the control of continuous-time/continuous-space nonlinear systems. Using new techniques that employ the max-plus algebra, the author addresses several classes of nonlinear control problems, including nonlinear optimal control problems and nonlinear robust/H-infinity control and estimation problems. Several numerical techniques are employed, including a max-plus eigenvector approach and an approach that avoids the curse-of-dimensionality. The max-plus-based methods examined in this work belong to an entirely new class of numerical methods for the solution of nonlinear control problems and their associated Hamilton–Jacobi–Bellman (HJB) PDEs; these methods are not equivalent to either of the more commonly used finite element or characteristic approaches. Max-Plus Methods for Nonlinear Control and Estimation will be of interest to applied mathematicians, engineers, and graduate students interested in the control of nonlinear systems through the implementation of recently developed numerical methods.

The book describes how sparse optimization methods can be combined with discretization techniques for differential-algebraic equations and used to solve optimal control and estimation problems. The interaction between optimization and integration is emphasized throughout the book.

This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications. Optimal control theory concerns the determination of control strategies for complex dynamical systems, in order to optimize some measure of their performance. Started in the 60's under the pressure of the "space race" between the US and the former USSR, the field now has a far wider scope, and embraces a variety of areas ranging from process control to traffic flow optimization, renewable resources exploitation and management of financial markets. These emerging applications require more and more efficient numerical methods for their solution, a very difficult task due the huge number of variables. The chapters of this volume give an up-to-date presentation of several recent methods in this area including fast dynamic programming algorithms, model predictive control and max-plus techniques. This book is addressed to researchers, graduate students and applied scientists working in the area of control problems, differential games and their applications.

This standard text gives a unified treatment of passivity and L2-gain theory for nonlinear state space systems, preceded by a compact treatment of classical passivity and small-gain theorems for nonlinear input-output maps. The synthesis between passivity and L2-gain theory is provided by the theory of dissipative systems. Specifically, the small-gain and passivity theorems and their implications for nonlinear stability and stabilization are discussed from this standpoint. The connection between L2-gain and passivity via scattering is detailed. Feedback equivalence to a passive system and resulting stabilization strategies are discussed. The passivity concepts are enriched by a generalised Hamiltonian formalism, emphasising the close relations with physical modeling and control by interconnection, and leading to novel control methodologies going beyond passivity. The potential of L2-gain techniques in nonlinear control, including a theory of all-pass factorizations of nonlinear systems, and of parametrization of stabilizing controllers, is demonstrated. The nonlinear H-infinity optimal control problem is also treated and the book concludes with a geometric analysis of the solution sets of Hamilton-Jacobi inequalities and their relation with Riccati inequalities for the linearization. · L2-Gain and Passivity Techniques in Nonlinear Control (third edition) is thoroughly updated, revised, reorganized and expanded. Among the changes, readers will find: · updated and extended coverage of dissipative systems theory · substantial new material regarding converse passivity theorems and incremental/shifted passivity · coverage of recent developments on networks of passive systems with examples · a completely overhauled and succinct introduction to modeling and control of port-Hamiltonian systems, followed by an exposition of port-Hamiltonian formulation of physical network dynamics · updated treatment of all-pass factorization of nonlinear systems The book provides graduate students and researchers in systems and control with a compact presentation of a fundamental and rapidly developing area of nonlinear control theory, illustrated by a broad range of relevant examples stemming from different application areas.

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

A team of launched and coordinated Unmanned aerial vehicles (UAVs), requires advanced technologies in sensing, communication, computing, and control to improve their intelligence and robustness towards autonomous operations. To enhance reliability, robustness, and mission capability of a team of UAVs, a system-oriented and holistic approach is desirable in which all components and subsystems are considered in terms of their roles and impact on the entire system. This volume aims to summarize the recent progress, identify challenges and opportunities, and develop new methodologies and systems on coordinated UAV control. A group of experts working in this area have contributed to this volume in several related aspects of autonomous control of networked UAVs. Their papers introduce new control methodologies, algorithms, and systems that address several important issues in developing intelligent, autonomous or semi-autonomous, networked systems for the next generation of UAVs. The papers share a common focus on improved coordination of the members of the networked system to accomplish a common mission, to achieve heightened capability in system reconfiguration to compensate for lost members or connections, and to enhance robustness against terrain complications and attacks.

This compact monograph is focused on disturbance attenuation in nonsmooth dynamic systems, developing an H∞ approach in the nonsmooth setting. Similar to the standard nonlinear H∞ approach, the proposed nonsmooth design guarantees both the internal asymptotic stability of a nominal closed-loop system and the dissipativity inequality, which states that the size of an error signal is uniformly bounded with respect to the worst-case size of an external disturbance signal. This guarantee is achieved by constructing an energy or storage function that satisfies the dissipativity inequality and is then utilized as a Lyapunov function to ensure the internal stability requirements. Advanced H∞ Control is unique in the literature for its treatment of disturbance attenuation in nonsmooth systems. It synthesizes various tools, including Hamilton–Jacobi–Isaacs partial differential inequalities as well as Linear Matrix Inequalities. Along with the finite-dimensional treatment, the synthesis is extended to infinite-dimensional setting, involving time-delay and distributed parameter systems. To help illustrate this synthesis, the book focuses on electromechanical applications with nonsmooth phenomena caused by dry friction, backlash, and sampled-data measurements. Special attention is devoted to implementation issues. Requiring familiarity with nonlinear systems theory, this book will be accessible to g raduate students interested in systems analysis and design, and is a welcome addition to the literature for researchers and practitioners in these areas.

Introduction to Linear Control Systems is designed as a standard introduction to linear control systems for all those who one way or another deal with control systems. It can be used as a comprehensive up-to-date textbook for a one-semester 3-credit undergraduate course on linear control systems as the first course on this topic at university. This includes the faculties of electrical engineering, mechanical engineering, aerospace engineering, chemical and petroleum engineering, industrial engineering, civil engineering, bio-engineering, economics, mathematics, physics, management and social sciences, etc. The book covers foundations of linear control systems, their raison detre, different types, modelling, representations, computations, stability concepts, tools for time-domain and frequency-domain analysis and synthesis, and fundamental limitations, with an emphasis on frequency-domain methods. Every chapter includes a part on further readings where more advanced topics and pertinent references are introduced for further studies. The presentation is theoretically firm, contemporary, and self-contained. Appendices cover Laplace transform and differential equations, dynamics, MATLAB and SIMULINK, treatise on stability concepts and tools, treatise on Routh-Hurwitz method, random optimization techniques as well as convex and non-convex problems, and sample midterm and endterm exams. The book is divided to the sequel 3 parts plus appendices. PART I: In this part of the book, chapters 1-5, we present foundations of linear control systems. This includes: the introduction to control systems, their raison detre, their different types, modelling of control systems, different methods for their representation and fundamental computations, basic stability concepts and tools for both analysis and design, basic time domain analysis and design details, and the root locus as a stability analysis and synthesis tool. PART II: In this part of the book, Chapters 6-9, we present what is generally referred to as the frequency domain methods. This refers to the experiment of applying a sinusoidal input to the system and studying its output. There are basically three different methods for representation and studying of the data of the aforementioned frequency response experiment: these are the Nyquist plot, the Bode diagram, and the Krohn-Manger-Nichols chart. We study these methods in details. We learn that the output is also a sinusoid with the same frequency but generally with different phase and magnitude. By dividing the output by the input we obtain the so-called sinusoidal or frequency transfer function of the system which is the same as the transfer function when the Laplace variable s is substituted with . Finally we use the Bode diagram for the design process. PART III: In this part, Chapter 10, we introduce some miscellaneous advanced topics under the theme fundamental limitations which should be included in this undergraduate course at least in an introductory level. We make bridges between some seemingly disparate aspects of a control system and theoretically complement the previously studied subjects. Appendices: The book contains seven appendices. Appendix A is on the Laplace transform and differential equations. Appendix B is an introduction to dynamics. Appendix C is an introduction to MATLAB, including SIMULINK. Appendix D is a survey on stability concepts and tools. A glossary and road map of the available stability concepts and tests is provided which is missing even in the research literature. Appendix E is a survey on the Routh-Hurwitz method, also missing in the literature. Appendix F is an introduction to random optimization techniques and convex and non-convex problems. Finally, appendix G presents sample midterm and endterm exams, which are class-tested several times.