Singular Optimal Control Problems

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Singular Optimal Control Problems

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
Optimal Trajectories in Atmospheric Flight

Optimal Trajectories in Atmospheric Flight deals with the optimization of trajectories in atmospheric flight. The book begins with a simple treatment of functional optimization followed by a discussion of switching theory. It then presents the derivation of the general equations of motion along with the basic knowledge in aerodynamics and propulsion necessary for the analysis of atmospheric flight trajectories. It goes on to the study of optimal trajectories by providing the general properties of the optimal aerodynamic controls and the integrals of motion. This is followed by discussions of high subsonic and supersonic flight, and approximation techniques to reduce the order of the problem for a fast computation of the optimal trajectory. The final chapters present analyses of optimal reentry trajectories and orbital maneuvers. This book is intended as a reference text for scientists and engineers wanting to get into the subject of optimal trajectories in atmospheric flight. If used for teaching purposes, the book is written in a self-contained way so that a selective use of the material is at the discretion of the lecturer. The first 11 chapters are sufficient for a one-semester course with emphasis on optimal maneuvers of high performance aircraft.
Variational and Optimal Control Problems on Unbounded Domains

Author: Gershon Wolansky
language: en
Publisher: American Mathematical Soc.
Release Date: 2014-07-01
This volume contains the proceedings of the workshop on Variational and Optimal Control Problems on Unbounded Domains, held in memory of Arie Leizarowitz, from January 9-12, 2012, in Haifa, Israel. The workshop brought together a select group of worldwide experts in optimal control theory and the calculus of variations, working on problems on unbounded domains. The papers in this volume cover many different areas of optimal control and its applications. Topics include needle variations in infinite-horizon optimal control, Lyapunov stability with some extensions, small noise large time asymptotics for the normalized Feynman-Kac semigroup, linear-quadratic optimal control problems with state delays, time-optimal control of wafer stage positioning, second order optimality conditions in optimal control, state and time transformations of infinite horizon problems, turnpike properties of dynamic zero-sum games, and an infinite-horizon variational problem on an infinite strip. This book is co-published with Bar-Ilan University (Ramat-Gan, Israel).