Stochastic Lagrangian Adaptation

Levanony, David, Caines, Peter E.

Stochastic Lagrangian Adaptation
  • 出版商: Springer
  • 出版日期: 2024-11-09
  • 售價: $2,190
  • 貴賓價: 9.5 折 $2,081
  • 語言: 英文
  • 頁數: 49
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3031737571
  • ISBN-13: 9783031737572

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商品描述

This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters. The adaptive estimation algorithm is engineered to drive the maximum likelihood estimate into the set of parameters representing the true closed-loop dynamics. By incorporating a performance monitoring feature, this approach ensures that the estimate converges to the true system parameters. Concurrently, it delivers optimal long-term LQ closed-loop performance. This groundbreaking work offers a significant advancement in the field of stochastic control systems.

商品描述(中文翻譯)

本書介紹了一種尖端的連續時間隨機線性二次（LQ）自適應控制演算法，適用於具有未知參數的完全觀察線性隨機系統。該自適應估計演算法旨在將最大似然估計推進至代表真實閉環動態的參數集合。通過結合性能監控功能，這種方法確保估計值收斂至真實系統參數。同時，它提供最佳的長期LQ閉環性能。這項開創性工作在隨機控制系統領域中提供了顯著的進展。

作者簡介

Peter E. Caines received the BA in mathematics from Oxford University in 1967 and the PhD in systems and control theory in 1970 from Imperial College, University of London, supervised by David Q. Mayne, FRS. Following PDF and visiting positions, a he joined McGill University in 1980, where he is Distinguished James McGill Professor and Macdonald Chair in the Department of Electrical and Computer Engineering. He received the IEEE Control Systems Society Bode Lecture Prize (2009), is a Fellow of IFAC, CIFAR, SIAM, IEEE, the IMA (UK) and the Royal Society of Canada (2003), and is a member of Professional Engineers Ontario. His monograph, Linear Stochastic Systems (Wiley, 1988), is now published as a SIAM Classic and his research interests include stochastic and hybrid systems, and mean field (control and games) systems on large networks.

David Levanony (BSc., Aerospace Eng., 1985, MSc., Aerospace Eng., 1988, DSc., Electrical Eng., 1992, Technion, Haifa, Israel) is a Senior Lecturer with the School of Electrical and Computer Engineering, Ben Gurion University, Beer Sheva, Israel and a consultant with the defense industry in Israel.

作者簡介(中文翻譯)

彼得·E·凱恩斯（Peter E. Caines）於1967年獲得牛津大學數學學士學位，並於1970年在倫敦帝國學院獲得系統與控制理論博士學位，指導教授為大衛·Q·梅恩（David Q. Mayne），FRS。經歷了博士後研究和訪問職位後，他於1980年加入麥吉爾大學，現為電機與計算機工程系的傑出詹姆斯·麥吉爾教授及麥克唐納椅教授。他於2009年獲得IEEE控制系統學會博德講座獎，並是IFAC、CIFAR、SIAM、IEEE、英國數學會（IMA）及加拿大皇家學會（2003）的院士，也是安大略省專業工程師協會的成員。他的專著《線性隨機系統》（Linear Stochastic Systems，Wiley，1988）現已作為SIAM經典出版，他的研究興趣包括隨機與混合系統，以及大型網絡上的均場（控制與遊戲）系統。

大衛·勒瓦農尼（David Levanony）（學士，航空工程，1985年；碩士，航空工程，1988年；博士，電機工程，1992年，海法以色列理工學院）是以色列貝爾謝巴本·古里安大學電機與計算機工程學院的高級講師，並擔任以色列國防工業的顧問。

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