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Author : Steven Michael Barta
Publisher :
ISBN 13 :
Total Pages : 149 pages
Book Rating : 4.:/5 (432 download)
Download or read book On Linear Control of Decentralized Stochastic Systems written by Steven Michael Barta and published by . This book was released on 1978 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Douglas Paul Looze
Publisher :
ISBN 13 :
Total Pages : 422 pages
Book Rating : 4.:/5 (62 download)
Download or read book Hierarchical Control and Decomposition of Decentralized Linear Stochastic Systems written by Douglas Paul Looze and published by . This book was released on 1978 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Serdar Yüksel
Publisher : Springer Science & Business Media
ISBN 13 : 1461470854
Total Pages : 491 pages
Book Rating : 4.4/5 (614 download)
Download or read book Stochastic Networked Control Systems written by Serdar Yüksel and published by Springer Science & Business Media. This book was released on 2013-05-21 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: Networked control systems are increasingly ubiquitous today, with applications ranging from vehicle communication and adaptive power grids to space exploration and economics. The optimal design of such systems presents major challenges, requiring tools from various disciplines within applied mathematics such as decentralized control, stochastic control, information theory, and quantization. A thorough, self-contained book, Stochastic Networked Control Systems: Stabilization and Optimization under Information Constraints aims to connect these diverse disciplines with precision and rigor, while conveying design guidelines to controller architects. Unique in the literature, it lays a comprehensive theoretical foundation for the study of networked control systems, and introduces an array of concrete tools for work in the field. Salient features included: · Characterization, comparison and optimal design of information structures in static and dynamic teams. Operational, structural and topological properties of information structures in optimal decision making, with a systematic program for generating optimal encoding and control policies. The notion of signaling, and its utilization in stabilization and optimization of decentralized control systems. · Presentation of mathematical methods for stochastic stability of networked control systems using random-time, state-dependent drift conditions and martingale methods. · Characterization and study of information channels leading to various forms of stochastic stability such as stationarity, ergodicity, and quadratic stability; and connections with information and quantization theories. Analysis of various classes of centralized and decentralized control systems. · Jointly optimal design of encoding and control policies over various information channels and under general optimization criteria, including a detailed coverage of linear-quadratic-Gaussian models. · Decentralized agreement and dynamic optimization under information constraints. This monograph is geared toward a broad audience of academic and industrial researchers interested in control theory, information theory, optimization, economics, and applied mathematics. It could likewise serve as a supplemental graduate text. The reader is expected to have some familiarity with linear systems, stochastic processes, and Markov chains, but the necessary background can also be acquired in part through the four appendices included at the end. · Characterization, comparison and optimal design of information structures in static and dynamic teams. Operational, structural and topological properties of information structures in optimal decision making, with a systematic program for generating optimal encoding and control policies. The notion of signaling, and its utilization in stabilization and optimization of decentralized control systems. · Presentation of mathematical methods for stochastic stability of networked control systems using random-time, state-dependent drift conditions and martingale methods. · Characterization and study of information channels leading to various forms of stochastic stability such as stationarity, ergodicity, and quadratic stability; and connections with information and quantization theories. Analysis of various classes of centralized and decentralized control systems. · Jointly optimal design of encoding and control policies over various information channels and under general optimization criteria, including a detailed coverage of linear-quadratic-Gaussian models. · Decentralized agreement and dynamic optimization under information constraints. This monograph is geared toward a broad audience of academic and industrial researchers interested in control theory, information theory, optimization, economics, and applied mathematics. It could likewise serve as a supplemental graduate text. The reader is expected to have some familiarity with linear systems, stochastic processes, and Markov chains, but the necessary background can also be acquired in part through the four appendices included at the end.
Author : Douglas P. Looze
Publisher :
ISBN 13 :
Total Pages : 428 pages
Book Rating : 4.F/5 ( download)
Download or read book Hierarchical Control and Decomposition of Decentralized Linear Stochastic Systems written by Douglas P. Looze and published by . This book was released on 1981 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Riccardo Zoppoli
Publisher :
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (227 download)
Download or read book An Example of Decentralization in Observing and Controlling a Linear Stochastic System written by Riccardo Zoppoli and published by . This book was released on 1972 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control and measurement stragies are considered for stochastic linear dynamic systems with agents having non-identical information, such that one generates the measurement policy and the other the control policy. It is shown that the derivation of the optimal measurement policy requires on-line optimization in this decentralized system. (Author).
Author : Raymond Hon-Sing Kwong
Publisher :
ISBN 13 :
Total Pages : 41 pages
Book Rating : 4.:/5 (227 download)
Download or read book On Stochastic Control System DesigN Methods for Weakly Coupled Large Scale Linear Systems written by Raymond Hon-Sing Kwong and published by . This book was released on 1971 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper considers the problem of decentralized control of two weakly coupled linear stochastic systems, using quadratic performance indices. The basic idea is to have each controller control independently his own system, based upon noisy measurements of his own output. To compensate for the effects of weak coupling upon the resultant performance, fake white plant noise is introduced to each system. The appropriate intensity of the fake plant noise is obtained through the solution of an offline deterministic matrix optimal control problem. The effects of this design method upon the overall system performance are analyzed as a function of the degree of intersystem coupling. (Author).
Author : Steven I. Marcus
Publisher :
ISBN 13 :
Total Pages : 9 pages
Book Rating : 4.:/5 (227 download)
Download or read book Research in Adaptive and Decentralized Stochastic Control written by Steven I. Marcus and published by . This book was released on 1985 with total page 9 pages. Available in PDF, EPUB and Kindle. Book excerpt: Significant progress was made in a number of aspects of stochastic systems. The problem of adaptive control of priority assignment in queueing systems was solved. A distance-measures approach to the problem of approximation and identification of queueing systems was studied. A problem of adaptively controlling a discounted-reward finite-state Markov decision process was solved. Major new results were obtained for the problem of adaptive control with incomplete observations. In particular, the author studied in depth a problem of adaptive control with incomplete observations, in which the state is a finite state Markov process. In addition, earlier work on asymptotic approximations in non-linear filtering was completed. (Author).
Author : Spyros G. Tzafestas
Publisher : CRC Press
ISBN 13 : 100010477X
Total Pages : 400 pages
Book Rating : 4.0/5 (1 download)
Download or read book Stochastic Large-Scale Engineering Systems written by Spyros G. Tzafestas and published by CRC Press. This book was released on 2020-08-18 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the class of large-scale stochastic systems, which has dominated the attention of many academic and research groups. It discusses distributed-sensor networks, decentralized detection theory, and econometric models with integrated and decentralized policymakers.
Author : Goong Chen
Publisher : CRC Press
ISBN 13 : 9780849380754
Total Pages : 404 pages
Book Rating : 4.3/5 (87 download)
Download or read book Linear Stochastic Control Systems written by Goong Chen and published by CRC Press. This book was released on 1995-07-12 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.
Author : Chadwick H Carpenter (Jr)
Publisher :
ISBN 13 :
Total Pages : 138 pages
Book Rating : 4.:/5 (227 download)
Download or read book Some Control and Communication Aspects of Stochastic Systems written by Chadwick H Carpenter (Jr) and published by . This book was released on 1972 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The thesis considers the control of linear, noisy systems with two controllers. Two major areas are treated: cooperative control of a partially decentralized system by two controllers and control and intersystem communication for a coupled system. (Author).
Author : Lifeng Ma
Publisher : CRC Press
ISBN 13 : 0429761929
Total Pages : 180 pages
Book Rating : 4.4/5 (297 download)
Download or read book Nonlinear Control and Filtering for Stochastic Networked Systems written by Lifeng Ma and published by CRC Press. This book was released on 2018-12-07 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, control and filtering problems for several classes of stochastic networked systems are discussed. In each chapter, the stability, robustness, reliability, consensus performance, and/or disturbance attenuation levels are investigated within a unified theoretical framework. The aim is to derive the sufficient conditions such that the resulting systems achieve the prescribed design requirements despite all the network-induced phenomena. Further, novel notions such as randomly occurring sensor failures and consensus in probability are discussed. Finally, the theories/techniques developed are applied to emerging research areas. Key Features Unifies existing and emerging concepts concerning stochastic control/filtering and distributed control/filtering with an emphasis on a variety of network-induced complexities Includes concepts like randomly occurring sensor failures and consensus in probability (with respect to time-varying stochastic multi-agent systems) Exploits the recursive linear matrix inequality approach, completing the square method, Hamilton-Jacobi inequality approach, and parameter-dependent matrix inequality approach to handle the emerging mathematical/computational challenges Captures recent advances of theories, techniques, and applications of stochastic control as well as filtering from an engineering-oriented perspective Gives simulation examples in each chapter to reflect the engineering practice
Author : Charles Woodford Sanders
Publisher :
ISBN 13 :
Total Pages : 230 pages
Book Rating : 4.:/5 (132 download)
Download or read book Decentralized Filtering and Control in Interconnected Stochastic Systems written by Charles Woodford Sanders and published by . This book was released on 1973 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rajesh C. Bansal
Publisher :
ISBN 13 :
Total Pages : 420 pages
Book Rating : 4.:/5 (2 download)
Download or read book Simultaneous Design of Communication Strategies and Control Policies in Stochastic Systems written by Rajesh C. Bansal and published by . This book was released on 1988 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: This document considers the problem of simultaneously designing communication strategies and control policies in decentralized stochastic systems. Such problems are difficult to solve, mainly because of the nonclassical nature of their information structure. We have identified classes of such problems with linear dynamics, quadratic loss functionals and Gaussian statistics for which the optimality of linear strategies can be established. The general approach used consists of first finding a lower bound on the cost, and then constructing joint strategies that attain this lower bound. For some instances of the cases where linear strategies fail to provide globally optimal solutions, explicit nonlinear strategies are obtained that demonstrate the inferiority of linear designs. The problems studied in this thesis can be viewed as important prototype problems, which are essential building blocks for a general theory of multistage distributed decision making under nonclassical information, and possibly partial statistical description. Keywords: Stochastic control, Information theory. (kr).
Author : Zoran Gajic
Publisher :
ISBN 13 :
Total Pages : 336 pages
Book Rating : 4.3/5 (129 download)
Download or read book Multimodel Control and Estimation of Linear Stochastic Systems written by Zoran Gajic and published by . This book was released on 1984 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Naci Saldi
Publisher : Birkhäuser
ISBN 13 : 3319790331
Total Pages : 196 pages
Book Rating : 4.3/5 (197 download)
Download or read book Finite Approximations in Discrete-Time Stochastic Control written by Naci Saldi and published by Birkhäuser. This book was released on 2018-05-11 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
Author : S?iljak
Publisher : Academic Press
ISBN 13 : 0080958710
Total Pages : 543 pages
Book Rating : 4.0/5 (89 download)
Download or read book Decentralized Control of Complex Systems written by S?iljak and published by Academic Press. This book was released on 1991-01-28 with total page 543 pages. Available in PDF, EPUB and Kindle. Book excerpt: Decentralized Control of Complex Systems
Author : Kurt Marti
Publisher : Springer Science & Business Media
ISBN 13 : 3662025582
Total Pages : 195 pages
Book Rating : 4.6/5 (62 download)
Download or read book Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs written by Kurt Marti and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: In engineering and economics a certain vector of inputs or decisions must often be chosen, subject to some constraints, such that the expected costs arising from the deviation between the output of a stochastic linear system and a desired stochastic target vector are minimal. In many cases the loss function u is convex and the occuring random variables have, at least approximately, a joint discrete distribution. Concrete problems of this type are stochastic linear programs with recourse, portfolio optimization problems, error minimization and optimal design problems. In solving stochastic optimization problems of this type by standard optimization software, the main difficulty is that the objective function F and its derivatives are defined by multiple integrals. Hence, one wants to omit, as much as possible, the time-consuming computation of derivatives of F. Using the special structure of the problem, the mathematical foundations and several concrete methods for the computation of feasible descent directions, in a certain part of the feasible domain, are presented first, without any derivatives of the objective function F. It can also be used to support other methods for solving discretely distributed stochastic programs, especially large scale linear programming and stochastic approximation methods.
