E-Book Overview
This second edition of the popular text by John Betts incorporates lots of new material while maintaining the concise and focused presentation of the original edition. The book describes how sparse optimization methods can be combined with discretization techniques for differential-algebraic equations and used to solve optimal control and estimation problems. The interaction between optimization and integration is emphasized throughout the book. Practical Methods for Optimal Control and Estimation Using Nonlinear Programming, Second Edition includes presentation of relevant background in nonlinear programming methods that exploit sparse matrix technology, along with description of discretization techniques for solving differential-algebraic equations and an extensive collection of example problems that demonstrate the methods. The SOCS software referenced within the book can be licensed from Boeing by readers interested in receiving the code and training materials for further investigation. Audience: This book will appeal to users of optimal control working in fields such as the aerospace industry; chemical process control; mathematical biology; robotics and multibody simulation; and electrical, mechanical, and structural engineering. It can also be a primary or supplemental text for graduate courses on optimal control methods. Contents: Preface; Chapter 1: Introduction to Nonlinear Programming; Chapter 2: Large, Sparse Nonlinear Programming; Chapter 3: Optimal Control Preliminaries; Chapter 4: The Optimal Control Problem; Chapter 5: Parameter Estimation; Chapter 6: Optimal Control Examples; Chapter 7: Advanced Applications; Chapter 8: Epilogue; Appendix: Software; Bibliography; Index
E-Book Content
Practical Methods for Optimal Control and Estimation Using Nonlinear Programming
Advances in Design and Control SIAM’s Advances in Design and Control series consists of texts and monographs dealing with all areas of design and control and their applications. Topics of interest include shape optimization, multidisciplinary design, trajectory optimization, feedback, and optimal control. The series focuses on the mathematical and computational aspects of engineering design and control that are usable in a wide variety of scientific and engineering disciplines.
Editor-in-Chief Ralph C. Smith, North Carolina State University
Editorial Board Athanasios C. Antoulas, Rice University Siva Banda, Air Force Research Laboratory Belinda A. Batten, Oregon State University John Betts, The Boeing Company (retired) Stephen L. Campbell, North Carolina State University Eugene M. Cliff, Virginia Polytechnic Institute and State University Michel C. Delfour, University of Montreal Max D. Gunzburger, Florida State University J. William Helton, University of California, San Diego Arthur J. Krener, University of California, Davis Kirsten Morris, University of Waterloo Richard Murray, California Institute of Technology Ekkehard Sachs, University of Trier
Series Volumes Betts, John T., Practical Methods for Optimal Control and Estimation Using Nonlinear Programming, Second Edition Shima, Tal and Rasmussen, Steven, eds., UAV Cooperative Decision and Control: Challenges and Practical Approaches Speyer, Jason L. and Chung, Walter H., Stochastic Processes, Estimation, and Control Krstic, Miroslav and Smyshlyaev, Andrey, Boundary Control of PDEs: A Course on Backstepping Designs Ito, Kazufumi and Kunisch, Karl, Lagrange Multiplier Approach to Variational Problems and Applications Xue, Dingyü, Chen, YangQuan, and Atherton, Derek P., Linear Feedback Control: Analysis and Design with MATLAB Hanson, Floyd B., Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation Michiels, Wim and Niculescu, Silviu-Iulian, Stability and Stabilization of Time-Delay Systems: An Eigenvalue-Based Approach ¸ Adapti