√лавна€    Ex Libris     ниги    ∆урналы    —татьи    —ерии     аталог    Wanted    «агрузка    ’удЋит    —правка    ѕоиск по индексам    ѕоиск    ‘орум   
blank
јвторизаци€

       
blank
ѕоиск по указател€м

blank
blank
blank
 расота
blank
Sima V. Ч Algorithms for Linear-Quadratic Optimization
Sima V. Ч Algorithms for Linear-Quadratic Optimization

„итать книгу
бесплатно

—качать книгу с нашего сайта нельз€

ќбсудите книгу на научном форуме



Ќашли опечатку?
¬ыделите ее мышкой и нажмите Ctrl+Enter


Ќазвание: Algorithms for Linear-Quadratic Optimization

јвтор: Sima V.

јннотаци€:

This up-to-date reference offers valuable theoretical, algorithmic, and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems - providing an overview of recent advances in control and systems theory, numerical linear algebra, numerical optimization, scientific computations, and software engineering. Examining state-of-the-art linear algebra algorithms and associated software, Algorithms for Linear-Quadratic Optimization presents algorithms in a concise, informal language that facilitates computer implementation...discusses the mathematical description, applicability, and limitations of particular solvers...summarizes numerical comparisons of various algorithms...highlights topics of current interest, including H[subscript infinity] and H[subscript 2] optimization, defect correction, and Schur and generalized-Schur vector methods...emphasizes structure-preserving techniques...contains many worked examples based on industrial models...covers fundamental issues in control and systems theory such as regulator and estimator design, state estimation, and robust control...and more. Furnishing valuable references to key sources in the literature, Algorithms for Linear-Quadratic Optimization is an incomparable reference for applied and industrial mathematicians, control engineers, computer programmers, electrical and electronics engineers, systems analysts, operations research specialists, researchers in automatic control and dynamic optimization, and graduate students in these disciplines.


язык: en

–убрика: ћатематика/ќптимизаци€ и управление/

—татус предметного указател€: √отов указатель с номерами страниц

ed2k: ed2k stats

√од издани€: 1996

 оличество страниц: 366

ƒобавлена в каталог: 23.04.2005

ќперации: ѕоложить на полку | —копировать ссылку дл€ форума | —копировать ID
blank
ѕредметный указатель
Accessibility      15
Accessibility, subspace      15
Asymptotically stable      13 14 16 17 22 23 31 103 104
Backward error analysis      108 216
Bartels Ч Stewart algorithm      97
Bartels Ч Stewart method      145 155Ч157
Boundary value problem      87 202 209
Characteristic equation      106 222 229
Characteristic equation, generalized      212 215
Characteristic polynomial      106 108 254
Characteristic polynomial, generalized      213
chol      67
CholB      67
Cholesky factor      66 162Ч164 166 169Ч173
Cholesky factorization      56 66 67 73 164 170 179 180 183 250 251
Closed-loop      18 22 24 37Ч39 41 45 47Ч49 57 58 86 104 183 186 189 200 208 209 245 251 255 258 260 267 271 274 306 328 329 336 338 339
Co-state      202
colred      331
Condition number      57 104 111Ч113 156 158 170 183 242 245 247Ч250 252 255 260 267 274 286 303 309 314 322 324 326 330 338 347
Conditioning      2 53 56 69 74 111 183 215 243 248 252 284 286 301 308
Controllability      15
Controllability, matrix      15 28
Controllability, subspace      15 16
Controllable      9 15 101 103 104 174 178 179
Controllable, completely      15 16 177
Cost functional      1 3 4 8 9 18 20 21 29 100 101
Deadbeat control      211 242 268
Defect correction      2 85Ч87 186 187 245 248 252 257 260 271 274 275 282 293 301 303Ч305 322 326 327 334-336 338 339 347Ч349
Deflating subspace      197 198 203 205 208 211 233 234 237 239Ч242 248 260 262 263 281 284 287 323
Deflation      109 323 325 334 336 347
Descriptor system      27 100 209 210 266 323
Detectability      22 23 86 186 200 250 260
Detectable      17 20 22 50 186 200 207 253
Dynamical systems      1Ч3 5 6 8 10 12 17 37 44 97 143 144 186 210 242 267 354
Eigenvalue decomposition      51
Eigenvalue dominant      120
Eigenvalue problem      314
Eigenvalue problem, generalized      198 203 204 209 211Ч214 219 241 264 267 287
Eigenvalue problem, inverse      104
Eigenvalue problem, standard      108 203 211 234
Eigenvalue problem, structured      295
Eigenvalue, defective      107 111
Eigenvalues      14 28 31 104Ч114 119Ч125 127Ч133 135-139 141Ч143 148 149 156 158 162 171 174 178 179 184 186 189 200Ч205 208 211Ч217 220 221 224 227Ч235 237 239Ч241 244 251 254 255 258 260 261 265 271 282Ч291 293 295 296 302 313 315Ч320 322Ч326 328 329 333 334 336 338 339 349 355 356
Eigenvalues, multiple      69 106 111 314 325 336
Eigenvalues, simple      106 110 111
Eigenvalues, stable      14 24 26 69 113 197 202 206 242 253 255 261 285 317 319 320 322 324Ч326 330 349
Eigenvalues, unstable      14 102 113 255 261 305 318 333 335
EISPACK      53Ч55 57 111 114 116 124 135 197 219 224 229 240 345
Elementary eliminator      64
Elementary Jordan block      107 110 137
Elementary reflector      61 108 109 116 126 139
Elementary transformation      148 326
Elementary, stabilized      65 219 227
Elementary, symplectic      306 308 309 314 318 319
eQRs      121
Equivalence transformation      215 217
Error estimate      86 301
Error integrators      21 22 78 190 259 270 271 328 337
Estimation error      329
Feedback      9 22 26
Filter      12 78 329
Filter, optimal      11
Filter, square-root      78
flops      69 72 74 75 77 80 81 83Ч85 114 116 121 122 128 129 137 144 145 152Ч155 159 161 170 175 179Ч182 219 223 224 227 240 251 261 303 309-311 322 356
Gain      2 18 38Ч40 42 47 304
Gain, Kalman      11 83
Gain, optimal      21 71 98 183 189 198 242 251 255 256 261 268 272Ч274 282 303 304 327 328 338
Gain, stabilizing      72 347
Generalized eigenvalues      212 213 216 224 225 228 233 234 239 240 242 260Ч262
Generalized eigenvalues, finite      204 210 217 229
Generalized eigenvalues, infinite      204 205 213 216 228 233 241 265
Generalized eigenvalues, multiple      260
Generalized eigenvalues, sensitivity of      216
Generalized eigenvalues, simple      216 233
Generalized eigenvalues, stable      242 263 267 268
Generalized eigenvalues, undetermined      216 265
Generalized eigenvalues, unstable      262 269
Generalized eigenvectors      206 219 223 260
Generalized inverse      18
Generalized inverse, Moore Ч Penrose      9 354
Generalized principal eigenvectors      206 260
Generalized Schur vectors      211 219 223 253 260 261 268
gext      265
Givens transformation      309 336
Givens transformation, symplectic      288 323
gSch      268
gSchv      261
gSchvQ      262
gswap2      238
Hamilton Ч Jacobi equation      3Ч6
Hamiltonian quasi-triangular form      288 289
Hamiltonian Ч Hessenberg form      291Ч293 297 320 321
Hamiltonian Ч Hessenberg form, unreduced      291 292 296
Hamiltonian Ч Schur form      see "Hamiltonian quasi-triangular form"
Hamiltonian-triangular form      291
HamSR      312
hess      115
Hessenberg-Schur method      152 155Ч157
Hessenberg-triangular form      158 217 219 220
Hous      62
Householder transformation      61Ч63 68 74 80 115Ч117 125 126 129 132Ч134 156 166 168 170 171 217 220 225 241 265 266 289 309 324 336
Householder transformation, modified      61 116 127 130 166 171Ч173 219 228 231 236 240
Householder transformation, symplectic      288 323 331
Householder transformation, unitary      61
Hous_n      61
hupptri      62
H_2-control      51
i4SR      314
idQRs      127
idQZs      222
Innovations      11
Iterative refinement      87 304
J-Hessenberg form      294 295 309 313
J-triangular form      306
J-tridiagonal form      295 309 312Ч314 322Ч325 349
Jacobi transformation symplectic      see "Givens transformation symplectic"
Jordan canonical form      110 112 215 283 356
Jtrid      308
Kalman filter      78 329
Kronecker canonical form      215 216
Kronecker product      146 249
Lagran      333
LAPACK      2 54 56Ч59 64 68 105 107 111Ч114 116Ч118 123 129 130 135 147 149 150 152 176 187 197 301 336 346 351
Linear-quadratic control problem      3 8 18
Linear-quadratic optimization      1 2 53 85
Linear-quadratic optimization problem      2 3 5 18 20 105 202 241 306
Linear-quadratic-Gaussian problem      1 12 19
LINPACK      53Ч56 176 301 303 346
lu      65
LUsol      65
Lyac      160
LyacC      166
Lyad      161
LyadC      169
Lyapunov equation      14 69 97Ч99 101Ч103 143 144 147 156 159Ч161 163 166 170 171 173Ч183 187 207 208 249 250 299
Lyapunov equation, discrete-time      144 161 162 168 169 173
Lyapunov operator      249
Lyapunov theorem      99
LyaSch      159
Matrix, bidiagonal      58 107
Matrix, block-bidiagonal      176
Matrix, block-diagonal      215 283 356
Matrix, block-triangular      107 356
Matrix, defective      107 110 111
Matrix, derogatory      110
Matrix, diagonal      58 81 84 111 1 73 174 201 231 293 297 330 346 354
Matrix, diagonalizable      110
Matrix, dichotomic      20 113 200 210 247 253 254 267 296 325
Matrix, Hamiltonian      132 186 187 199 248 282 288-291 293 295Ч300 302 306 308 309 312Ч314 319Ч323 325 326 330Ч336 339 349
Matrix, hermitian      55 106 110 120 162 172 213
Matrix, J-Hessenberg      293 294 312
Matrix, J-triangular      293Ч295 313
Matrix, J-tridiagonal      293 308 312Ч315 317 319
Matrix, nondefective      107 110
Matrix, nonderogatory      110 137 295
Matrix, orthogonal      51 61 63 64 73 76 77 108Ч110 117 126 128 137 138 143 145 155 174Ч176 180 184 200 213 217 220 227 246Ч248 253 260 285 288Ч292 295 296 306 320 331
Matrix, quasi-triangular      142
Matrix, stable      40 41 44 162 164 170
Matrix, symmetric      2 14 18 19 55 61 66 68 72 98 99 110 115 124 174 176 183 186 198 200 208 213 215 247 253 254 267 281Ч283 287 289 292 293 300Ч303 307 310 326 330 336
Matrix, symplectic      199 241 246 287Ч292 295 307 309 310 314 317 320 324 331
Matrix, triangular      54 58 60 62Ч68 72 73 76 77 79Ч82 107Ч109 111 114 115 117Ч119 121 123 125 126 128 138 153 155 159 162 163 166 169Ч173 176 181 182 205 216Ч221 223 225 227Ч230 232 234Ч236 239 250 260 265 284 289 293 294 296 302 313 346 356
Matrix, tridiagonal      58 115 293
Matrix, unit triangular      81 82 118
Matrix, unitary      61 106 108 109 111 116 118 120 124Ч126 162 165 172 173 213 216 233 234
Matrix, unreduced Hessenberg      220Ч222 224 291
Matrix, unreduced upper Hessenberg      124 126
Matrix, upper Hessenberg      115 121 126 128 152 293 322
Minimal realization      44
Modelling error      38 47
mSchur      133
Multishift algorithm      330 334 345 346 349
Newton's method      87 98 101 105 144 181 186Ч188 251Ч254 283 322
Newton_k      180
NTN      188
Ntnc      181
Ntnd      181
Numerically stable      56 69 80 116 123 125 157 163 171 174 179 183 197 214 217 227 235 291
Observability      17 22 23
Observability, matrix      17 28
Observable      16 17
Optimal control      3Ч8 12 18 24 27 49 50 72 158 188 251 255 268 296 304 327
Optimal estimation      3 10 12 70 77
Optimal stabilizing matrix      18 26 70 186Ч188 191
Orthogonal basis      69 97 137 138 143 202 234 241 242
Orthogonal complement      63
Orthogonal equivalence transformation      217 218 220
Orthogonal projection      63
Orthogonal symplectic transformation      281 292 293 295 306 321 323 326 331Ч335
Orthogonal transformation      69 81 115 124 135 138 142 173 182 218 223 224 264 281 282 293 306 320 323 345 347
Paige Ч Van Loan form      296 297 330 331
Pardcov      83
Pardcovs      83
Pardinf      79
Pardinfs      80
Pencil      197 198 205 209Ч213 215 216 228 229 235 237 241 242 260 267 281 295 323 355 356
Pencil, Hamiltonian      210
Pencil, Hessenberg-triangular      223
Pencil, regular      205 210 211 213 216 233 284
Pencil, singular      213 215Ч217
Pencil, symplectic      203 210 295 323
Performance index      2 3 5 7 12 18 20 22 26 188Ч190 199 210 251 255 257 259 268 270 271 273 304 327-329 337 346
Plane rotation      121 122 125 127 128 130 135 136 138 173 217 219 235 236 240 241 289 324
Plane rotation, complex      164 165 172 173
Pontryagin maximum principle      3 209
psqred      320
PVL      332
qr      63
QR factorization      63 64 68 119 121 125 126 163 165 171-173 244 284 285 287 293 300 301 336
QR iteration      121 123 129-133 137
QR iteration, generalized      219
QR step      121 122 124 125 139
QR step, double      127 129Ч131 220 221
QR step, multiple      132Ч134
QR-algorithm      69 105 114 118Ч125 127Ч129 131 135 137 157 197 211 217 223 227 233 244 281 282 287 291 295 297 306 312Ч314 322 324 326 331 336
QR-algorithm, Hamiltonian      291 331
Quadratic convergence      69 97 99 120 122 186 187 284 287
Quasi-triangular form      107 110 114 118 124 125 132 144 145 356
Quasi-triangular-triangular form      219
QZ iteration      219 225 227
QZ step      219 220 223 227 237 238
QZ step, double      222 227
QZ-algorithm      69 157 158 197 211 215 217 219 225 227 233 237 241 261 262 281 287 323
QZHess      218
QZSch      225
QZSch2      232
QZSchord      239
Real Schur form      27 69 97 105 107 110 114 135 144 163 164 166 197 217 356
Real Schur form, generalized      211 217 233 239 356
Reconstructibility      17
Reconstructibility, complete      20
Regulation error      21
Regulator      12 29 32 37 40 43Ч48
Regulator, stabilizing      42 44
reig2      230
Relative error      56 57 144 157 214 233 245 246 248 300 347
Residual      63 79 80 85Ч87 109 119 120 157 159 183 189 242 249 252Ч254 257 260 271 274 275 301 303Ч306 322 326 328Ч330 334 335 338 339
Residual, absolute      245 255
Residual, relative      86 245 255 257 260 271 274 275 305 328 329 338
Riccati equation      7 9 18 21 22 24 51 53 56 68 70 85 86 98 104 129 158 183 186Ч188 197 198 200 201 203 206 208 211 212 241Ч245 247Ч250 252 256 260Ч264 267 268 284 285 287 298 301 303-305 310 311 326-328 335 338 346 349
Riccati equation, algebraic      2 18 19 25 29 49 56 57 69 70 74 77 85Ч87 97 98 100 144 179 184 186 191 197 198 202 209 211 241Ч243 247 254 255 260 267 268 281Ч283 287 292 295 298 304 312 327 330 331 334 336 345
Riccati equation, continuous-time      19 98 187 198 241 243 246 260 267 282 283 287 295 298 303 306 312 330 331 336 345
Riccati equation, difference      2 8 9 68 70
Riccati equation, differential      6 7 68
Riccati equation, discrete-time      19 29 77 98 198 202 241Ч244 246 260 267 323
Riccati equation, singular      211 264
Riccati solver      68 69 113 179 243 260 284 298 325 347
RicCorr      86
Ricdit      70
Ricditd      75
Ricditds      76
Ricditsr      73
Ricmsh      335
RicSR      322
Robust control      36 37 42 45
Robustness      49 50
ROT      60
Scaling      114Ч116 139 148 149 174 185 198 243 245Ч248 251 252 284 305 346 349
SCH      255
Schord      142
schur      131
Schur decomposition      109
Schur decomposition, generalized      216 217 234
Schur decomposition, generalized real      217 234
Schur decomposition, real      110 174
Schur factorization      135 159 187
Schur factorization, real      141 142
Schur form      123 130 132 139 146 162
Schur form, canonical      107 130 135 136 141
Schur-triangular decomposition      217
Schur-triangular form      158 197 227 234 238 240 241 261 262 266Ч269
Schur2      136
Schv      243
Schvd      244
SclSch      248
Sensitivity      38Ч40 42 50 111 156 170
Sensitivity, complementary      38 39
Separation theorem      12
sgn      304
Shift      119 121Ч128 130Ч134 221Ч224 226 227 237 314 334 336 349
Shift, double      127 131 135 225 226 231 237 320 326
Shift, multiple      132Ч134
Shift, quadruple      320 325 326
Shift, single      222 224 226
Sign function      69 174 281Ч284 286 287 298 300 304 306 345 349
signm      300
Similarity transformation      15 26 106 108Ч111 114 115 118 124 126 138 142 175 287 291 297 309 315 321 330 332
Singular value decomposition      51 246 265 285
Singular values      37 40-42 48 51 112 286 356
Solve      66
Spectrum      13 105 139 170 171 183 186 189 200 208 209 234 264 282 284 287 313 315 326
spl4x4      317
sqred      321
SR      327
SR algorithm      293 306 310 312 313 319 320 322 324Ч326 334
SR decomposition      294 295 312 313
SR step      325
SR step, double      315
SR step, quadruple      314
SRiter      319
Stability      40 164 177 182 184 185 198 246 265
1 2
blank
–еклама
blank
blank
HR
@Mail.ru
       © Ёлектронна€ библиотека попечительского совета мехмата ћ√”, 2004-2017
Ёлектронна€ библиотека мехмата ћ√” | Valid HTML 4.01! | Valid CSS! ќ проекте