Control Theoretic Splines: Optimal Control, Statistics, and by Magnus Egerstedt PDF

By Magnus Egerstedt

ISBN-10: 0691132968

ISBN-13: 9780691132969

ISBN-10: 1400833876

ISBN-13: 9781400833870

Splines, either interpolatory and smoothing, have an extended and wealthy historical past that has mostly been software pushed. This ebook unifies those buildings in a accomplished and obtainable manner, drawing from the newest equipment and purposes to teach how they come up certainly within the conception of linear keep an eye on structures. Magnus Egerstedt and Clyde Martin are best innovators within the use of regulate theoretic splines to collect many various functions inside a typical framework. during this ebook, they start with a chain of difficulties starting from direction making plans to stats to approximation. utilizing the instruments of optimization over vector areas, Egerstedt and Martin reveal how all of those difficulties are a part of an identical normal mathematical framework, and the way they're all, to a undeniable measure, a outcome of the optimization challenge of discovering the shortest distance from some extent to an affine subspace in a Hilbert area. They hide periodic splines, monotone splines, and splines with inequality constraints, and clarify how any finite variety of linear constraints should be extra. This e-book finds how the numerous traditional connections among regulate thought, numerical research, and facts can be utilized to generate robust mathematical and analytical tools.This e-book is a wonderful source for college kids and execs up to the mark thought, robotics, engineering, special effects, econometrics, and any sector that calls for the development of curves in keeping with units of uncooked information.

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Extra resources for Control Theoretic Splines: Optimal Control, Statistics, and Path Planning (Princeton Series in Applied Mathematics)

Sample text

43) It is easy enough to generalize this construction to include higher-order derivative constraints. 39) is unique. If we were to generalize the construction to linear combinations of derivatives and to different EditedFinal September 23, 2009 EIGHT FUNDAMENTAL PROBLEMS 45 linear combinations at different points, this obstruction becomes quite severe, and some of the same problems arise here as do in the case of Birkhoff interpolation, as discussed in [106]. Note that this construction does not guarantee that the spline function is monotone, but only that the function is nondecreasing at each node.

N }. It is straightforward to see that this set is the same as the set spanned by the functions ti (s). 15) i=1 for some scalars τ1 , . . , τN . What is remarkable about this is that the optimal control problem, which is an inherently infinite-dimensional problem, has been transformed into a finite-dimensional problem involving finding the parameters τ1 , . . , τN . 15), it is in fact a semiparametric problem. 15) into the equations defining the affine variety, we have a set of equations y(t1 ) = τ1 Lt1 ( t1 ) + · · · + τN Lt1 ( tN ), ..

N , the functions hti and ti are linearly independent. 3) that A = 0. So we may assume, without loss of generality, that the representation is unique. We now substitute u into H to get a function of τ and λ. We first establish some notation which we will need in order to simplify the formulation. Let M = [hij ], hij = T 0 hti (s)htj (s)ds, EditedFinal September 23, 2009 44 CHAPTER 3 K = [kij ], kij = G = [gij ], gij = T 0 T 0 hti (s) tj (s)ds, ti (s) tj (s)ds. We now substitute the expression for u into H(u, λ) and obtain, after considerable simplification, H(τ, λ) = 1 T λ M λ + λT Kτ + τ T K T λ + τ T Gτ − λT M λ − λT Kτ 2 1 N wi λT K T ei eTi Kλ + τ T Gei eTi Gτ + α2i + 2 i=1 + 2λT K T ei eTi Gτ − 2αi λT K T ei − 2αi τ T Gei , where ei is the ith unit vector in RN .

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Control Theoretic Splines: Optimal Control, Statistics, and Path Planning (Princeton Series in Applied Mathematics) by Magnus Egerstedt


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