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Bhaya A., Kaszkurewicz E. — Control Perspectives on Numerical Algorithms and Matrix Problems
Bhaya A., Kaszkurewicz E. — Control Perspectives on Numerical Algorithms and Matrix Problems



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Название: Control Perspectives on Numerical Algorithms and Matrix Problems

Авторы: Bhaya A., Kaszkurewicz E.

Аннотация:

This book organizes the analysis and design of iterative numerical methods from a control perspective. A variety of applications are discussed, including iterative methods for linear and nonlinear systems of equations, neural networks for linear and quadratic programming problems and integration and shooting methods for ordinary differential equations.


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Издание: 1 edition

Год издания: 2006

Количество страниц: 272

Добавлена в каталог: 11.04.2010

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
DJT (discrete-time Jacobian matrix transpose method)      60—62
DJTV (discrete-time Jacobian matrix transpose variable structure method)      60—62
DN (discrete-time Newton method)      60 62
DNV (discrete-time Newton variable structure method)      60 62
Dongarra, J.      77
Doyle, J.      5
Dreyfus, S. E.      230
Dual system, unobservable subspace      13
Duane, G      174
DVJT (discrete-time variable structure Jacobian matrix transpose method)      60—62
Dynamic controller as second-order dynamical system      56
Dynamic controller, prototypical stability result for      55
Dynamic programming      119
Dynamic programming, applied to quantum mechanics      230
Dynamic programming, computational effort of      119
Dynamical system, feedback control perspective on      43
Dynamical system, neural-gradient      127
Dynamical system, zero finding      42
Dynamics, second order      7
Edwards, C.      39
Egerstedt, M. B.      227
Eigenvalue shift as control input      228
El Ghaoui, L.      229
Elaydi, S. N      39
Emelin, I. V.      107 124
Energy function      32 128 130 147 160 161 172
Energy function with switching      151
Energy function, Persidskii type      136
Energy function, relation of Liapunov function to      132
EPS (error per step)      181
EPUS (error per unit step)      181
Equilibrium point      15
Equilibrium, asymptotically stable      16
Equilibrium, attractive      16
Equilibrium, exponentially stable      16
Equilibrium, globally asymptotically stable      16
Equilibrium, globally attractive      16
Equilibrium, globally exponentially stable      16
Equilibrium, stable      15
Equilibrium, stable in the sense of Liapunov      15
Equilibrium, unstable      15
Equivalent control      31 36
Erlanson, R      174
Error      42
Error dynamics, state variable description of      186
Error equation      196
Error generating coefficient      186
Error Per Step (EPS)      181
Error Per Unit Step (EPUS)      181
Error, local versus global      180
Euler discretization      65
Evtushenko, Yu. G      90
Exact penalty function      159 160 170
Exponential stability, continuous-time definition of      21
Extraneous singularity      52
Extremum seeking control      228
Factor coprime polynomials      223
Falb, P.L.      95
Fan, M. K. H      211 225
Feasible region, convex polytope      151
Feedback      41
Feedback control system iterative learning control as      198
Feedback gain      44
Feedback law      44
Feron, E.      229
Ferreira, L. V.      xxiv 164 173 174 176
Field of values      77
Filippov solution      47 142
Filippov solution, description of      30
Filippov solution, desired properties of      29
Filippov solution, interpretation      30
Filippov solution, nonsmooth analysis      30
Filippov, A. F      29 35
Finite-time convergence      37 98 102 149 150 156 157 176
Finite-time convergence to      149
Fixed point      15
Fletcher and Powell’s function      121
Forsythe, G E.      200
Forward Euler discretization      58 64
Forward Euler Method      95 105 137 186
Fradkov, A. L.      37 38 51
Francis, B. A.      5
Fuhrmann, P. A      229
Function as subdifferential of max $\{0, -x\}$      27
Function as subdifferential of |x|      26
Function, control Liapunov (CLF)      24
Function, convex      30
Function, diagonal type      25
Function, half signum (hsgn)      26
Function, Liapunov      16 127
Function, nonconvexity of      115
Function, positive definite      16 22
Function, positive real      212
Function, positive semidefinite      22
Function, Rosenbrock      118
Function, set of zeros of      53
Function, signum (sgn)      26
Function, strictly positive real      212
Function, subdifferential of      30
Function, subgradient of      30
Function, upper half signum (uhsgn)      27
Function, upper half signum, as subdifferential of max $\{0, -x\}$      27
Gamkrelidze, R.      10 39 95
Gauss — Seidel method      140
Gavurin, M. K.      90
Gawthrop, P. J.      132
GDS (gradient dynamical system)      31 127 130 140 146 152 172
GDS (gradient dynamical system) as generalized Persidskii-type system      35
GDS (gradient dynamical system) as LP solver      154
GDS (gradient dynamical system) with discontinuous right-hand side      35
GDS (gradient dynamical system), convergence phase analysis      153
GDS (gradient dynamical system), definition of smooth      31
GDS (gradient dynamical system), discontinuous, convergence analysis of      150
GDS (gradient dynamical system), geometrical description of      32
GDS (gradient dynamical system), Liapunov stability of      130
GDS (gradient dynamical system), natural Liapunov function for      32 130
GDS (gradient dynamical system), nonsmooth      35
GDS (gradient dynamical system), stability of equilibria      32
GDS linear programming solver, example of trajectories of      165
GDS quadratic programming solver, sliding mode convergence example      168
Gear, C. W.      181 186
Generalized Persidskii-type system, nonsmooth, definition of      35
Geromel, J. C.      209
Gestel, T. V.      173
Gibson, C. G      219
Glazos, M. P.      177
Global asymptotic stability, continuous-time definition of      21
Globally Lipschitz      21
Goh, B. S.      110 111 117 124
Golub, GH      199 200
Gomulka, J.      53
Goodman, J. W.      137
Goodwin, G C.      212
Gottler, M.      174
Goudou, X.      86 91
Gradient control      34 35 50 51
Gradient descent      99
Gradient dynamical system (GDS)      31 127 130 140 146 152 172
Gradient dynamical system (GDS) as LP solver      154
Gradient dynamical system (GDS) with discontinuous right-hand side      35
Gradient dynamical system (GDS), convergence phase analysis      153
Gradient dynamical system (GDS), definition of smooth      31
Gradient dynamical system (GDS), discontinuous, convergence analysis of      150
Gradient dynamical system (GDS), geometrical description of      32
Gradient dynamical system (GDS), Liapunov stability of      130
Gradient dynamical system (GDS), natural Liapunov function for      32 130
Gradient dynamical system (GDS), nonsmooth      35
Gradient dynamical system (GDS), nonsmooth as generalized Persidskii-type system      35
Gradient dynamical system (GDS), stability of equilibria      32
Gradient dynamics      37
Gradient method      228
Gradient stabilization      34
Gradient system      103
Gradient system, extension of      33
Gradient vector field      32
Gradient, Sobolev      34
Graebe, S. F      212
Grantham, W. J.      90
Greenbaum, A.      71 72 77 82 224
Grime, L.      91
Guo, J. I.      174
Gustafsson, K.      182 184
Guttalu, R. S.      53 90 125
Hadamard’s inequality      202
Hagan, M. T.      83 91
Hagiwara, M.      91
Hahn, W.      39
Hairer, E.      181 186 224
Half signum (hsgn)      26
Hall, G      182
Hamiltonian function      8
Hamiltonian, in stepsize control problem      188
Hanzon, B.      229
Hasselblatt, B.      39
Hauser, R.      50 90 91
Haykin, S.      174
HBF (heavy ball with friction)      86
HBF (heavy ball with friction), ODE, classical mechanics analogy for      86
Heavy ball with friction (HBF)      86
Heavy ball with friction (HBF), ODE, classical mechanics analogy for      86
Helical valley function      121
Helmke, U.      xxiii 229
Hershkowitz, D      210
Higham, D      182
Hirsch, M. W      39 90 125
Hlavacek, V.      192 224
Ho, Y. C.      125
Hopfield, J. J.      133
Horn, R. A.      201
Hsgn (half signum)      26
Hsu, L.      37 211
Hui, S.      166 177
Humphries, A. R.      xxiii 91
Hunt, K. J.      132
Hurt, J.      39 68 70 90
Hurwicz, L.      90 177
ILC (iterative learning control)      124 197—199
Impulse response      7 11
In conjugate gradient algorithm      83
Incerti, S.      56 65 91
Influence function      140
Initial value problem (IVP)      179 191 193
Instability, continuous-time definition of      21
Integral action      5
Integral control      5
Integral controller      183 195 212
Integral squared error criterion      191
Integrator, discrete      4 6
Internal model principle      43
Internal stability      213
Invariant set      19 23 33
Inverse function theorem      45
Inverse Liapunov function problem      114
Ipsen, I. C. F      75
Iserles, A.      224
Iterative learning control (ILC)      124 197—199
Iterative learning control as      198
Iterative learning control as optimal      96
Iterative learning control as variable structure      107
Iterative method as feedback control system      xx 43 56 58
Iterative method, continuous realization of      xx 43 58
Iterative methods, variable structure      96
Itkis, U.      30
IVP(initial value problem)      179 191 193
Jacobi method      140
Jacobian      45
Jacobian matrix transpose structure (JTV)      48—49
Jacobson, D. H., Ill      118 123 125
Johnson, C. R.      201 210 211 225
Jourdain, M.      24
K-winners-take-all      174
K-winners-take-all as linear programming problem      174
K-winners-take-all, GDS for      175
K-winners-take-all, problem as integer programming problem      174
Kailath, T      4 39 74 196
Kalman-Gilbert canonical form as block triangular matrix      14
Kamarthi, S. V.      91
Kantorovich, L. V.      84
Karpinskaya, N. N      90
Karush — Kuhn — Tucker (KKT)      151 173
Karush — Kuhn — Tucker (KKT), conditions      151 154 160
Kashima, K.      66 68 229
Kaski, S.      174
Kaszkurewicz, E.      37 66 68 74 90 109 124 136 164 173 174 176 177 197 209 210
Katok, A.      39
Kawai, T.      185
Kelley, C. T.      53 83 84 90
Kendig, K      219
Khalil, H. K      25 39
KKT (Karush — Kuhn — Tucker)      151 173
KKT (Karush — Kuhn — Tucker), conditions      151 154 160
Kohonen, T      174
Kokotovtf, P.      99 100 105
Korovin, S. K.      228
Kozlov, K. N.      228
Kozyakin, V. S.      137
Krasnosel’skn, M. A.      xxii 84 90 107 124
Kroon, L.      230
Krstid, M      228
Kryazhimskii, A. V.      177
Krylov subspace      71
Krylov subspace method, CLF/LOC derivation of      75
KubiCek, M.      192 224
Kurek, J. E      199
Kwakernaak, H.      208
LAD (least absolute deviation)      132 141
Lagrange multiplier      8 95
Lang, R.      xxiv
Lapidus, L.      224
Laplace transform $(\mathcal{L})$      11 204
Largest      19
LaSalle’s theorem, discrete-time version      18
Learning matrix      129 132
Learning matrix as controller gain      129
Learning matrix as preconditioner      132
Learning rate for BPM      83
Learning rate for BPM, optimal, in terms of CG parameters      84
Learning rate for BPM, optimally tuned      83
Least absolute deviation (LAD)      132 141
Least squares support vector machine (LS — SVM)      173
Ledyaev, Yu. S.      31 39
Leigh, J. R.      xix
Lemmon, M.      174
Level set, nested, closed, bounded      115
Level set, nested, closed, bounded, nonconvex      117
Li, W      39
Liao, L. Z.      128 177
Liapunov equation      23
Liapunov function      22
Liapunov function, decrement of      16
Liapunov function, Lur’e — Persidskii type      36
Liapunov function, nonsmooth      27
Liapunov function, Persidskii diagonal type      26
Liapunov optimizing control (LOC)      24 45
Liapunov optimizing control (LOC), choice      59 60 75 79 80 83
Liapunov, A. M.      16 127
Lifshits, Je. A.      xxii 84 90
Lim, J. S.      219
Limit set, invariance of      33
Limiting porosity      108
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