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作者马中静,邹苏郦 著
出版社北京理工大学出版社
ISBN9787568282239
出版时间2020-05
装帧平装
开本16开
定价68元
货号28963262
上书时间2024-10-14
Many systems, like electrical, mechanical, chemical, aerospace, eco-nomical, and so on, can be mathematically modeled as linear/nonlinear deterministic/stochastic di erential/di erence state equations. The state systems evolve with time and possibly with other variables under certain speci ed dynamical relations with each other.
The underlying systems might be driven from a speci c state to another one by applying some external controls. In case that there exist many di erent ways to implement the same given task, one of them may be best in some sense. For instance, there may be a typical way to drive a vehicle from an initial place to the destination in a minimum time or with a minimum consumed fuel. The applied control corresponding to the best solution is called an optimal control. The measure of the performance is called cost function.
We have briey introduced an optimal control problem by putting the above together. This book mainly focuses on how to implement the optimal control problems via the variational method. More speci cally It studies how to implement the extrema of functional by applying the variational method. It covers the extrema of functional with di erent boundary conditions, involving multiple functions and with certain constraints etc.
It gives the necessary and su cient condition for the (continuous-time) optimal control solution via the variational method, solves the optimal control problems with di erent boundary conditions, and ana-lyzes the linear quadratic regulator and tracking problems respectively in detail.
It gives the solution of optimal control problems with state constraintsby applying the Pontryagin's minimum principle which is developed based upon the calculus of variations. And the developed results are applied to implement several classes of popular optimal control problems, say minimum-time, minimum-fuel, minimum-energy problems and so on.
This book is aimed at senior undergraduate students or graduate students in electrical, mechanical, chemical, and aerospace engineering, operation research and applied mathematics etc. This book contains the stu swhich can be covered in a one-semester course and it requires the students to have the background on control systems or linear systems theory. This book can also be used by professional researchers and engineers working in a variety of elds.
School of Automation
Beijing Institute of Technology, Beijing
Zhongjing Ma and Suli Zou
February, 2020
本书主要讨论如何通过变分法来实现*控制问题。更具体地说 研究了如何应用变分法实现泛函极值。它涵盖了具有不同边界条件、涉及多个函数、具有一定约束条件等的泛函极值问题。 1.利用变分法给出了(连续时间)*控制解的充要条件,求解了不同边界条件下的*控制问题,并分别对线性二次型调节器和跟踪问题进行了详细的分析。 2.通过应用基于变分法的Pontryagin*小原理,给出了具有状态约束的*控制问题的解。并将所得结果应用于实现几种常见的*控制问题,如*小时间、*小燃料和*小能量问题等。 作为*控制方法的另一个重要分支,本文还介绍了如何通过动态规划求解*控制问题,并讨论了变分法与动态规划的关系,以供比较。 3.关于涉及单个代理的系统,还值得研究如何在微分模型框架内实现底层*控制问题的分散解。应用庞特里亚金*小原理和动态规划方法实现了平衡。 由于离散时间*控制问题在许多领域都很流行,所以本文也分析了上述所有材料的离散时间版本。
马中静,南开大学本科、加拿大麦吉尔大学硕士和博士,美国密歇根大学安娜堡分校博士后。现为自动化学院副教授、博士生导师、电气工程研究所所长、自动化(全英文)专业责任教授。讲授《※优与鲁棒控制》、《自动控制原理》等全英文课程,主持了国家自然科学基金项目“插电式电动汽车※优充电控制策略研究”和“基于交替方向乘子法的大规模多能耦合系统优化问题研究”、科技部国际合作专项“分布式可再生能源控制及优化利用技术的联合研发”以及国家电网等多项课题。在优化、※优控制、博弈论、新能源优化利用等方面取得了丰富的科研成果,在IEEE Trans. on Automatic Control、Automatica、IEEE Trans. on Control Systems Technology等发表高水平SCI/EI论文50余篇,GoogleScholar引用1000 次。为知名SCI期刊《Nonlinear Analysis:Hybrid Systems》编委、副编辑,IEEE高级会员。
Chapter 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Backgrounds and Motivations of the Book . . . . . . . . . . . . . . . . . . . 1
1.2 Optimal Control Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Problem Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.1 Some Examples of Optimal Control Problems . . . . . . . 12
1.3.2 Mathematical Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.4 Organization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
Chapter 2 Extrema of Functional via Variational Method . . 31
2.1 Fundamental Notions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.1.1 Linearity of Function and Functional . . . . . . . . . . . . . . . . 32
2.1.2 Norm in Euclidean Space and Functional . . . . . . . . . . . . 34
2.1.3 Increment of Function and Functional . . . . . . . . . . . . . . . 35
2.1.4 Di erential of Function and Variation of
Functional . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.2 Extrema of Functional . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.2.1 Extrema with Fixed Final Time and Fixed
Final State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
2.2.2 Speci c Forms of Euler Equation in
Di erent Cases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.2.3 Su cient Condition for Extrema . . . . . . . . . . . . . . . . . . . . 55
2.2.4 Extrema with Fixed Final Time and
Free Final State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
2.2.5 Extrema with Free Final Time and
Fixed Final State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
2.2.6 Extrema with Free Final Time and
Free Final State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2.3 Extrema of Functional with Multiple Independent
Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
2.4 Extrema of Function with Constraints . . . . . . . . . . . . . . . . . . . . . . 80
2.4.1 Elimination/Direct Method . . . . . . . . . . . . . . . . . . . . . . . . . 81
2.4.2 Lagrange Multiplier Method . . . . . . . . . . . . . . . . . . . . . . . . . 82
2.5 Extrema of Functional with Constraints . . . . . . . . . . . . . . . . . . . . 84
2.5.1 Extrema of Functional with Di erential
Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
2.5.2 Extrema of Functional with Isoperimetric
Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
2.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
2.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
Chapter 3 Optimal Control via Variational Method . . . . . . . . . 96
3.1 Necessary and Su cient Condition for Optimal Control . . . . . 96
3.2 Optimal Control Problems with Di erent
Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
3.2.1 Optimal Control with Fixed Final Time and
State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
3.2.2 Optimal Control with Fixed Final Time and
Free Final State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
3.2.3 Optimal Control with Free Final Time and
Fixed Final State . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
3.2.4 Optimal Control with Free Final Time and State . . . 112
3.3 Linear Quadratic Regulator Problems . . . . . . . . . . . . . . . . . . . . . 122
3.3.1 In nite-interval Time-invariant LQR Problems . . . . . 130
3.4 Linear Quadratic Tracking Problems . . . . . . . . . . . . . . . . . . . . . . 132
3.5 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
Chapter 4 Pontryagin's Minimum Principle . . . . . . . . . . . . . . . . . 145
4.1 Pontryagin's Minimum Principle with Constrained
Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . &
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