Advances in Design and Control – serie

Linear matrix inequalities (LMIs) have recently emerged as useful tools for solving a number of control problems. This book provides an up-to-date account of the LMI method and covers topics such as recent LMI algorithms, analysis and synthesis issues, nonconvex problems, and applications. It also emphasizes applications of the method to areas other than control. The basic idea of the LMI method in control is to approximate a given control problem via an optimization problem with linear objective and so-called LMI constraints. The LMI method leads to an efficient numerical solution and is particularly suited to problems with uncertain data and multiple (possibly conflicting) specifications.Since the early 1990s, with the development of interior-point methods for solving LMI problems, the LMI approach has gained increased interest. One advantage of this technique is its ability to treat large classes of control problems via efficient numerical tools. This approach is widely applicable, not only in control but also in other areas where uncertainty arises. LMI techniques provide a common language for many engineering problems. Notions now popular in control, such as uncertainty and robustness, are being used in other areas through the use of LMIs. This technique is particularly attractive for industrial applications. It is well suited for the development of CAD tools that help engineers solve analysis and synthesis problems.

H-Infinity control originated from an effort to codify classical control methods, where one shapes frequency response functions to meet certain objectives. H-Infinity control underwent tremendous development in the 1980s and made considerable strides toward systematizing classical control. This book addresses the next major issue of how this extends to nonlinear systems.At the core of nonlinear control theory lie two partial differential equations (PDEs). One is a first-order evolution equation called the information state equation, which constitutes the dynamics of the controller. One can view this equation as a nonlinear dynamical system. Much of this volume is concerned with basic properties of this system, such as the nature of trajectories, stability, and, most important, how it leads to a general solution of the nonlinear H-Infinity control problem.The second PDE actually builds on a classical type of partial differential inequality (PDI) called a Bellman–Isaacs inequality. While the information state PDE determines the dynamics of the controller, the PDI determines the output of the controller. The authors explore the system theoretic significance of the PDI and present its gross structure. These equations are only a few years old and their study is an expanding area of research.This book also emphasizes the theory effecting computer solvability of the information state equation, which at the outset looks numerically intractable, but which surprisingly is in many cases tractable. For example, the theory shows that careful initialization has a major influence on computer solvability.The authors keep the book self-contained by using the appendices to help explain certain prerequisite material. The reader should have a basic knowledge of control theory, real analysis and differential equations, nonlinear operator theory, and nonlinear PDEs.

Provides a comprehensive and in-depth treatment of one of the most important control problems: the nonlinear output regulation problem. Contains up-to-date research results and algorithms and tools for approaching and solving the output regulation problem and other related problems, such as robust stabilization of nonlinear systems. The author also offers personal insights about solving the output regulation problem. Output regulation is a general mathematical formulation of many control problems encountered in daily life including cruise control of automobiles, landing and takeoff of aircraft, manipulation of robot arms, orbiting of satellites, and speed regulation of motors.Nonlinear Output Regulation provides a self-contained treatment starting with an introduction to the linear output regulation problem and a review of the fundamental nonlinear control theory. The author’s presentation strikes a balance between the theoretical foundation of the problem and the practical applications of the theory. The book is accompanied by many examples, including practical case studies with numerical simulations based on MATLAB /SIMULINK.In addition to the time-tested results on the output regulation problem obtained over the past two decades by the author and other leading researchers in this field, the book highlights a newly developed general framework that converts the robust output regulation problem for a given nonlinear system into a robust stabilization problem for an augmented system. This general framework is based on the construction of nonlinear internal models and offers greater flexibility to incorporate recent new stabilization techniques, thus setting the stage for systematically tackling robust output regulation with global stability. This general framework has been successfully applied to solve the output regulation problem with global stability for several classes of important nonlinear problems.

Based on the results of over 10 years of research and development by the authors, this book presents a broad cross section of dynamic programming (DP) techniques applied to the optimization of dynamical systems. The main goal of the research effort was to develop a robust path planning/trajectory optimization tool that did not require an initial guess. The goal was partially met with a combination of DP and homotopy algorithms. DP algorithms are presented here with a theoretical development, and their successful application to variety of practical engineering problems is emphasized. Applied Dynamic Programming for Optimization of Dynamical Systems presents applications of DP algorithms that are easily adapted to the reader’s own interests and problems. The book is organized in such a way that it is possible for readers to use DP algorithms before thoroughly comprehending the full theoretical development. A general architecture is introduced for DP algorithms emphasizing the solution to nonlinear problems. DP algorithm development is introduced gradually with illustrative examples that surround linear systems applications. Many examples and explicit design steps applied to case studies illustrate the ideas and principles behind DP algorithms.DP algorithms potentially address a wide class of applications composed of many different physical systems described by dynamical equations of motion that require optimized trajectories for effective maneuverability. The DP algorithms determine control inputs and corresponding state histories of dynamic systems for a specified time while minimizing a performance index. Constraints may be applied to the final states of the dynamic system or to the states and control inputs during the transient portion of the manoeuvre.

Designed to meet the needs of a wide audience without sacrificing mathematical depth and rigor, Adaptive Control Tutorial presents the design, analysis, and application of a wide variety of algorithms that can be used to manage dynamical systems with unknown parameters. Its tutorial-style presentation of the fundamental techniques and algorithms in adaptive control make it suitable as a textbook.Adaptive Control Tutorial is designed to serve the needs of three distinct groups of readers: engineers and students interested in learning how to design, simulate, and implement parameter estimators and adaptive control schemes without having to fully understand the analytical and technical proofs; graduate students who, in addition to attaining the aforementioned objectives, also want to understand the analysis of simple schemes and get an idea of the steps involved in more complex proofs; and advanced students and researchers who want to study and understand the details of long and technical proofs with an eye toward pursuing research in adaptive control or related topics. The authors achieve these multiple objectives by enriching the book with examples demonstrating the design procedures and basic analysis steps and by detailing their proofs in both an appendix and electronically available supplementary material; online examples are also available. A solution manual for instructors can be obtained by contacting SIAM or the authors.

Lagrange multiplier theory provides a tool for the analysis of a general class of nonlinear variational problems and is the basis for developing efficient and powerful iterative methods for solving these problems. This comprehensive monograph analyzes Lagrange multiplier theory and shows its impact on the development of numerical algorithms for problems posed in a function space setting. The book is motivated by the idea that a full treatment of a variational problem in function spaces would not be complete without a discussion of in?nite-dimensional analysis, proper discretization, and the relationship between the two.The authors develop and analyze efficient algorithms for constrained optimization and convex optimization problems based on the augumented Lagrangian concept and cover such topics as sensitivity analysis, convex optimization, second order methods, and shape sensitivity calculus. General theory is applied to challenging problems in optimal control of partial differential equations, image analysis, mechanical contact and friction problems, and American options for the Black–Scholes model.

This concise and highly-usable textbook presents an introduction to backstepping, an elegant new approach to boundary control of partial differential equations (PDEs). Backstepping provides mathematical tools for constructing coordinate transformations and boundary feedback laws for converting complex and unstable PDE systems into elementary, stable, and physically intuitive ""target PDE systems"" that are familiar to engineers and physicists. Readers will be introduced to constructive control synthesis and Lyapunov stability analysis for distributed parameter systems.The text’s broad coverage includes parabolic PDEs; hyperbolic PDEs of first and second order; fluid, thermal, and structural systems; delay systems; PDEs with third and fourth derivatives in space (including variants of linearized Ginzburg–Landau, Schrodinger, Kuramoto–Sivashinsky, KdV, beam, and Navier–Stokes equations); real-valued as well as complex-valued PDEs; stabilization as well as motion planning and trajectory tracking for PDEs; and elements of adaptive control for PDEs and control of nonlinear PDEs. Boundary Control of PDEs is appropriate for courses in control theory and includes homework exercises and a solutions manual that is available from the authors upon request. The results are explicit and the style is accessible; students are not expected to have a background beyond that of a typical engineering or physics graduate. Even an instructor who is not an expert on control of PDEs will find it possible to teach effectively from this book. At the same time, an expert researcher in PDEs looking for novel technical challenges will find many topics of interest, particularly in control synthesis for unstable PDEs, nonlinear PDEs, and PDEs with unknown coefficients.

Unmanned aerial vehicles (UAVs) are increasingly used in military missions because they have the advantages of not placing human life at risk and of lowering operation costs via decreased vehicle weight. These benefits can be fully realized only if UAVs work cooperatively in groups with an efficient exchange of information. This book provides an authoritative reference on cooperative decision and control of UAVs and the means available to solve problems involving them.The contributors present the information in a manner that abstracts the challenges from the concrete problems, making it possible to leverage the solution methods over a broader range of applications. The first chapter offers representative scenarios to describe the problem and its challenges. The second chapter closely examines these challenges by providing an overview of the algorithms that could be used for cooperative control of UAV teams. Later chapters offer methods for performing multiple tasks on multiple targets and assigning multiple tasks to multiple UAVs in one step. Other topics addressed are the application of mixed integer linear programming and genetic algorithms in situations with strict time constraints, the cooperation of UAVs when there are communication delays, and effectiveness measures derived for operations in uncertain environments. The book has two appendices. The first describes the operation of the MultiUAV2 simulation software used to test the cooperation control algorithms, while the second details the UAV path planning problem and Dubins’ optimal trajectories. A supplementary website offers a MultiUAV2 software manual and relevant code.

Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities.The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter as well as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to H2 and H-inf controllers and system robustness.Stochastic Processes, Estimation, and Control is divided into three related sections. First, the authors present the concepts of probability theory, random variables, and stochastic processes, which lead to the topics of expectation, conditional expectation, and discrete-time estimation and the Kalman filter. After establishing this foundation, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems, resulting in controllers with significant practical application.

This book introduces key concepts for systematically controlling engineering systems that possess interacting phenomena occurring at widely different speeds. The aim is to present the reader with control techniques that extend the benefits of model reduction of singular perturbation theory to a larger class of nonlinear dynamical systems. New results and relevant background are presented through insightful examples that cover a wide range of applications from different branches of engineering. This book is unique because it:Presents a new perspective on existing control methods and thus broadens their application to a larger class of nonlinear dynamical systems.Discusses general rather than problem-specific developments to certain applications or disciplines in order to provide control engineers with useful analytical tools. Addresses new control problems using singular perturbation methods, including closed-form results for control of nonminimum.

Time delays are important components of many systems in, for instance, engineering, physics, economics, and the life sciences, because the transfer of material, energy, and information is usually not instantaneous. Time delays may appear as computation and communication lags, they model transport phenomena and heredity, and they arise as feedback delays in control loops. This monograph addresses the problem of stability analysis, stabilization, and robust fixed-order control of dynamical systems subject to delays, including both retarded- and neutral-type systems. Within the eigenvalue-based framework, an overall solution is given to the stability analysis, stabilization, and robust control design problem, using both analytical methods and numerical algorithms and applicable to a broad class of linear time-delay systems.In this revised edition, the authors:Make the leap from stabilization to the design of robust and optimal controllers and from retarded-type to neutral-type delay systems, thus enlarging the scope of the book within control.Include new, state-of-the-art material on numerical methods and algorithms to broaden the book’s focus and to reach additional research communities, in particular numerical linear algebra and numerical optimization.Increase the number and range of applications to better illustrate the effectiveness and generality of their approach.In this revised edition, the authors make the leap from stabilization to the design of robust and optimal controllers and from retarded-type to neutral-type delay systems, thus enlarging the scope of the book within control; include new, state-of-the-art material on numerical methods and algorithms to broaden the book’s focus and to reach additional research communities, in particular numerical linear algebra and numerical optimization; and increase the number and range of applications to better illustrate the effectiveness and generality of their approach.

This is the first comprehensive book on the AIMD algorithm, the most widely used method for allocating a limited resource among competing agents without centralized control. The authors offer a new approach that is based on positive switched linear systems. It is used to develop most of the main results found in the book, and fundamental results on stochastic switched nonnegative and consensus systems are derived to obtain these results.The original and best known application of the algorithm is in the context of congestion control and resource allocation on the Internet, and readers will find details of several variants of the algorithm in order of increasing complexity, including deterministic, random, linear, and nonlinear versions. In each case, stability and convergence results are derived based on unifying principles. Basic and fundamental properties of the algorithm are described, examples are used to illustrate the richness of the resulting dynamical systems, and applications are provided to show how the algorithm can be used in the context of smart cities, intelligent transportation systems, and the smart grid.

For over a quarter of a century, high-gain observers have been used extensively in the design of output feedback control of nonlinear systems. This book presents a clear, unified treatment of the theory of high-gain observers and their use in feedback control. Also provided is a discussion of the separation principle for nonlinear systems; this differs from other separation results in the literature in that recovery of stability as well as performance of state feedback controllers is given.The author provides a detailed discussion of applications of high-gain observers to adaptive control and regulation problems and recent results on the extended high-gain observers. In addition, the author addresses two challenges that face the implementation of high-gain observers: high dimension and measurement noise. Low-power observers are presented for high-dimensional systems. The effect of measurement noise is characterized and techniques to reduce that effect are presented. The book ends with discussion of digital implementation of the observers.Readers will find:comprehensive coverage of the main results on high-gain observersrigorous, self-contained proofs of all results; andnumerous examples that illustrate and provide motivation for the results.

Engineering systems operate through actuators, most of which will exhibit phenomena such as saturation or zones of no operation, commonly known as dead zones. These are examples of piecewise-affine characteristics, and they can have a considerable impact on the stability and performance of engineering systems. This book targets controller design for piecewise affine systems, fulfilling both stability and performance requirements.The authors present a unified computational methodology for the analysis and synthesis of piecewise affine controllers, taking an approach that is capable of handling sliding modes, sampled-data, and networked systems. They introduce algorithms that will be applicable to nonlinear systems approximated by piecewise affine systems, and they feature several examples from areas such as switching electronic circuits, autonomous vehicles, neural networks, and aerospace applications.Piecewise Affine Control: Continuous-Time, Sampled-Data, and Networked Systems is intended for graduate students, advanced senior undergraduate students, and researchers in academia and industry. It is also appropriate for engineers working on applications where switched linear and affine models are important.

How do you fly an airplane from one point to another as fast as possible? What is the best way to administer a vaccine to fight the harmful effects of disease? What is the most efficient way to produce a chemical substance? This book presents practical methods for solving real optimal control problems such as these.This third edition focuses on the direct transcription method for optimal control, and features: A summary of relevant material in constrained optimization, including nonlinear programming.Discretization techniques appropriate for ordinary differential equations and differential-algebraic equations.Several examples and descriptions of computational algorithm formulations that implement this discretize-then-optimize strategy.The third edition has been thoroughly updated and includes:New material on implicit Runge–Kutta discretization techniques.New chapters on partial differential equations and delay equations.More than 70 test problems and open source FORTRAN code for all of the problems.This book will be valuable for academic and industrial research and development in optimal control theory and applications. It is appropriate as a primary or supplementary text for advanced undergraduate and graduate students.

This book is about nonlinear observability. It provides a modern theory of observability based on a new paradigm borrowed from theoretical physics and the mathematical foundation of that paradigm. In the case of observability, this framework takes into account the group of invariance that is inherent to the concept of observability, allowing the reader to reach an intuitive derivation of significant results in the literature of control theory.The book provides a complete theory of observability and, consequently, the analytical solution of some open problems in control theory. Notably, it presents the first general analytic solution of the nonlinear unknown input observability (nonlinear UIO), a very complex open problem studied in the 1960s. Based on this solution, the book provides examples with important applications for neuroscience, including a deep study of the integration of multiple sensory cues from the visual and vestibular systems for self-motion perception.A New Theory Based on the Group of Invariance is the only book focused solely on observability. It provides readers with many applications, mostly in robotics and autonomous navigation, as well as complex examples in the framework of vision-aided inertial navigation for aerial vehicles. For these applications, it also includes all the derivations needed to separate the observable part of the system from the unobservable, an analysis with practical importance for obtaining the basic equations for implementing any estimation scheme or for achieving a closed-form solution to the problem.

This innovative book introduces finite and transfinite interpolation methods at a general level in a unifying mathematical style before covering dynamical interpolation methods, which emphasize the underlying Eulerian/Lagrangian dynamics.Transfinite Interpolations and Eulerian/Lagrangian Dynamics:Considers the support of the data set as a geometrically structured set as opposed to an unstructured cloud of points.Is a self-contained graduate-level text, integrating theory, applications, numerical approximations, and computational techniques.Tackles transfinite interpolation methods applied to finite element meshes adaptation and ALE fluid-structure interaction and to the construction of velocity fields from the boundary expression of shape derivatives.Specialists in applied mathematics, physics, mechanics, computational sciences, imaging sciences, and engineering will find this book of interest.

Adopting a variational approach, this self-contained textbook presents the basic principles of optimal control governed by ODEs. Inside, readers will encounterthe fundamental issues of existence of optimal solutions, optimality conditions, and numerical approximation from a variational perspective,academic and real-world examples testing the book's variational approach, anda unified treatment that requires no prior expertise in variational problems or numerical approximation.A Variational Approach to Optimal Control of ODEs is for applied analysts, applied mathematicians, and control engineers. It can be used in courses on Advanced Numerical Analysis, Special Topics on Numerical Analysis, Topics on Data Science, Topics on Numerical Optimization, and Topics on Approximation Theory.

This book introduces optimal control methods, formulated as optimization problems, applied to business dynamics problems. Business dynamics refers to a combination of business management and financial objectives embedded in a dynamical system model. The model is subject to a control that optimizes a performance index and takes both management and financial aspects into account.Business Dynamics Models: Optimization-Based One Step Ahead Optimal Control includes solutions that provide a rationale for the use of optimal control and guidelines for further investigation into more complex models, as well as formulations that can also be used in a so-called flight simulator mode to investigate different complex scenarios. The text offers a modern programming environment (Jupyter notebooks in JuMP/Julia) for modeling, simulation, and optimization, and Julia code and notebooks are provided on a website for readers to experiment with their own examples.This book is intended for students majoring in applied mathematics, business, and engineering. The authors use a formulation-algorithm-example approach, rather than the classical definition-theorem-proof, making the material understandable to senior undergraduates and beginning graduates.

Extremum Seeking through Delays and PDEs, the first book on the topic, expands the scope of applicability of the extremum seeking method, from static and finite-dimensional systems to infinite-dimensional systems. Readers will find:Numerous algorithms for model-free real-time optimization are developed and their convergence guaranteed.Extensions from single-player optimization to noncooperative games, under delays and PDEs, are provided.The delays and pdes are compensated in the control designs using the PDE backstepping approach, and stability is ensured using infinite-dimensional versions of averaging theory. Accessible and powerful tools for analysis.This book is intended for control engineers in all disciplines (electrical, mechanical, aerospace, chemical), mathematicians, physicists, biologists, and economists. It is appropriate for graduate students, researchers, and industrial users.

This book provides the mathematical foundations needed for designing practical controllers for linear time-invariant systems. The authors accomplish this by incorporating intentional time delays into measurements with the goal of achieving anticipation capabilities, reduction in noise sensitivity, and a fast response. The benefits of these types of delay-based controllers have long been recognized, but designing them based on an analytical approach became possible only recently.Design of Delay-Based Controllers for Linear Time-Invariant Systems provides a thorough survey of the field and the details of the analytical approaches needed to design delay-based controllers. In addition, readers will find accessible mathematical tools and self-contained proofs for rigorous analysis, numerous examples and comprehensive computational algorithms to motivate the results, and experiments on single-input single-output systems and multi-agent systems using real-world control applications to illustrate the benefits of intentionally inducing delays in control loops.

The book presents a solution to a problem in adaptive control design that was open for 40 years: robustification of disturbances without compromising asymptotic performance. This original methodology builds on foundational ideas, such as the use of a deadzone in the update law and nonlinear damping in the controller, and advances the tools for and the theory behind designing robust adaptive controllers, thus guaranteeing robustness properties stronger than previously achieved. Numerous examples provide detailed analyses of the new methodology. The authors present all stability notions that are useful in adaptive control, provide examples of all robustness problems (e.g. parameter drift), and analyze all approaches to robustification of adaptive controllers that have appeared in the literature;develop the Deadzone-Adapted Disturbance Suppression (DADS) control, a novel adaptive control scheme, and construct a novel robust identifier that can work in parallel with every direct adaptive controller (not only DADS);present the wing rock instability problem, an application of the DADS control scheme, solved with the DADS controller; andprovide ideas for the extension of the control scheme to cases not studied in the book.

This book analyzes a variety of results related to the modeling, analysis, estimation, and control design and the applications of different configurations of tubular reactors of two classes of partial differential equations (hyperbolic and parabolic), both linear and nonlinear. The advantages of using the tubular reactor case to study distributed parameter systems (DPS) are that it covers: a large class of partial differential equations,the link between the PDEs of the tubular reactor models and the ODEs used for approximation for the practical application of state observation and control schemes, anda large spectrum of applications in biological, environmental and chemical systems.