Control and Dynamic Systems

Contributors

Preface

Content of Previous Volumes

Optimal Observer Techniques for Linear Discrete Time Systems

I. Formulation of the State Estimation Problem

II. Some Fundamental Results of Deterministic Observer Theory

III. Optimal Minimal-Order Observers for Discrete Stochastic Systems

IV. Some Extensions of the Basic Solution

V. Examples Illustrating the Theory

VI. Concluding Remarks

References

Application of Sensitivity Constrained Optimal Control to National Economic Policy Formulation

I. Introduction

II. The Dynamic Macroeconomic Model

III. The Primary Optimal Control Problem

IV. The Sensitivity Constrained Optimal Control Problem

V. Conclusions and Recommendations

References

Modified Quasilinearization Method for Mathematical Programming Problems and Optimal Control Problems

I. Description of the Problems

II. Mathematical Programming Problems

III. Optimal Control Problems

References

Dynamic Decision Theory and Techniques

I. Introduction

II. Problem Definition

III. Computing Function ni(k)

IV. An Approximation Technique

V. Conclusion

References

Closed Loop Formulations of Optimal Control Problems for Minimum Sensitivity

I. Introduction

II. Direction Field Formulation of the Trajectory Sensitivity Problem

III. Reduced Sensitivity Solution

IV. Minimum Sensitive Gain Feedback Control

V. Comparison Example

VI. Conclusions

VII. Appendices

List of Symbols

References

Author Index

Subject Index