Mohamed Ali Hammami – författare

This book presents the separation principle which is also known as the principle of separation of estimation and control and states that, under certain assumptions, the problem of designing an optimal feedback controller for a stochastic system can be solved by designing an optimal observer for the system''s state, which feeds into an optimal deterministic controller for the system. Thus, the problem may be divided into two halves, which simplifies its design. In the context of deterministic linear systems, the first instance of this principle is that if a stable observer and stable state feedback are built for a linear time-invariant system (LTI system hereafter), then the combined observer and feedback are stable. The separation principle does not true for nonlinear systems in general. Another instance of the separation principle occurs in the context of linear stochastic systems, namely that an optimum state feedback controller intended to minimize a quadratic cost is optimal forthe stochastic control problem with output measurements. The ideal solution consists of a Kalman filter and a linear-quadratic regulator when both process and observation noise are Gaussian. The term for this is linear-quadratic-Gaussian control. More generally, given acceptable conditions and when the noise is a martingale (with potential leaps), a separation principle, also known as the separation principle in stochastic control, applies when the noise is a martingale (with possible jumps).

This contributed volume presents some recent theoretical advances in mathematics and its applications in various areas of science and technology. Written by internationally recognized scientists and researchers, the chapters in this book are based on talks given at the International Conference on Advances in Applied Mathematics (ICAAM), which took place December 16-19, 2013, in Hammamet, Tunisia. Topics discussed at the conference included spectral theory, operator theory, optimization, numerical analysis, ordinary and partial differential equations, dynamical systems, control theory, probability, and statistics. These proceedings aim to foster and develop further growth in all areas of applied mathematics.