Optimal controlOptimal control theory is a branch of mathematical optimization that deals with finding a control for a dynamical system over a period of time such that an objective function is optimized. It has numerous applications in science, engineering and operations research. For example, the dynamical system might be a spacecraft with controls corresponding to rocket thrusters, and the objective might be to reach the moon with minimum fuel expenditure.
Pontryagin's maximum principlePontryagin's maximum principle is used in optimal control theory to find the best possible control for taking a dynamical system from one state to another, especially in the presence of constraints for the state or input controls. It states that it is necessary for any optimal control along with the optimal state trajectory to solve the so-called Hamiltonian system, which is a two-point boundary value problem, plus a maximum condition of the control Hamiltonian.
Hamiltonian (control theory)The Hamiltonian is a function used to solve a problem of optimal control for a dynamical system. It can be understood as an instantaneous increment of the Lagrangian expression of the problem that is to be optimized over a certain time period. Inspired by—but distinct from—the Hamiltonian of classical mechanics, the Hamiltonian of optimal control theory was developed by Lev Pontryagin as part of his maximum principle. Pontryagin proved that a necessary condition for solving the optimal control problem is that the control should be chosen so as to optimize the Hamiltonian.
Perceptual control theoryPerceptual control theory (PCT) is a model of behavior based on the properties of negative feedback control loops. A control loop maintains a sensed variable at or near a reference value by means of the effects of its outputs upon that variable, as mediated by physical properties of the environment. In engineering control theory, reference values are set by a user outside the system. An example is a thermostat. In a living organism, reference values for controlled perceptual variables are endogenously maintained.
Stochastic controlStochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise.
Negative feedbackNegative feedback (or balancing feedback) occurs when some function of the output of a system, process, or mechanism is fed back in a manner that tends to reduce the fluctuations in the output, whether caused by changes in the input or by other disturbances. Whereas positive feedback tends to lead to instability via exponential growth, oscillation or chaotic behavior, negative feedback generally promotes stability. Negative feedback tends to promote a settling to equilibrium, and reduces the effects of perturbations.
Lyapunov stabilityVarious types of stability may be discussed for the solutions of differential equations or difference equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. This may be discussed by the theory of Aleksandr Lyapunov. In simple terms, if the solutions that start out near an equilibrium point stay near forever, then is Lyapunov stable. More strongly, if is Lyapunov stable and all solutions that start out near converge to , then is said to be asymptotically stable (see asymptotic analysis).
Lagrange multiplierIn mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equation constraints (i.e., subject to the condition that one or more equations have to be satisfied exactly by the chosen values of the variables). It is named after the mathematician Joseph-Louis Lagrange. The basic idea is to convert a constrained problem into a form such that the derivative test of an unconstrained problem can still be applied.
Stability theoryIn mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation, for example, is a stable partial differential equation because small perturbations of initial data lead to small variations in temperature at a later time as a result of the maximum principle. In partial differential equations one may measure the distances between functions using Lp norms or the sup norm, while in differential geometry one may measure the distance between spaces using the Gromov–Hausdorff distance.
Costate equationThe costate equation is related to the state equation used in optimal control. It is also referred to as auxiliary, adjoint, influence, or multiplier equation. It is stated as a vector of first order differential equations where the right-hand side is the vector of partial derivatives of the negative of the Hamiltonian with respect to the state variables. The costate variables can be interpreted as Lagrange multipliers associated with the state equations.
BIBO stabilityIn signal processing, specifically control theory, bounded-input, bounded-output (BIBO) stability is a form of stability for signals and systems that take inputs. If a system is BIBO stable, then the output will be bounded for every input to the system that is bounded. A signal is bounded if there is a finite value such that the signal magnitude never exceeds , that is For discrete-time signals: For continuous-time signals: For a continuous time linear time-invariant (LTI) system, the condition for BIBO stability is that the impulse response, , be absolutely integrable, i.
Bang–bang controlIn control theory, a bang–bang controller (hysteresis, 2 step or on–off controller), is a feedback controller that switches abruptly between two states. These controllers may be realized in terms of any element that provides hysteresis. They are often used to control a plant that accepts a binary input, for example a furnace that is either completely on or completely off. Most common residential thermostats are bang–bang controllers. The Heaviside step function in its discrete form is an example of a bang–bang control signal.
Control theoryControl theory is a field of control engineering and applied mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any delay, overshoot, or steady-state error and ensuring a level of control stability; often with the aim to achieve a degree of optimality. To do this, a controller with the requisite corrective behavior is required.
C++C++ ('si:_plVs_plVs, pronounced "C plus plus" and sometimes abbreviated as CPP) is a high-level, general-purpose programming language created by Danish computer scientist Bjarne Stroustrup. First released in 1985 as an extension of the C programming language, it has since expanded significantly over time; modern C++ currently has object-oriented, generic, and functional features, in addition to facilities for low-level memory manipulation.
Operators in C and C++This is a list of operators in the C and C++ programming languages. All the operators (except typeof) listed exist in C++; the column "Included in C", states whether an operator is also present in C. Note that C does not support operator overloading. When not overloaded, for the operators &&, ||, and , (the comma operator), there is a sequence point after the evaluation of the first operand. C++ also contains the type conversion operators const_cast, static_cast, dynamic_cast, and reinterpret_cast.
ANSI CANSI C, ISO C, and Standard C are successive standards for the C programming language published by the American National Standards Institute (ANSI) and ISO/IEC JTC 1/SC 22/WG 14 of the International Organization for Standardization (ISO) and the International Electrotechnical Commission (IEC). Historically, the names referred specifically to the original and best-supported version of the standard (known as C89 or C90). Software developers writing in C are encouraged to conform to the standards, as doing so helps portability between compilers.
PDFPortable Document Format (PDF), standardized as ISO 32000, is a developed by Adobe in 1992 to present documents, including text formatting and images, in a manner independent of application software, hardware, and operating systems. Based on the PostScript language, each PDF file encapsulates a complete description of a fixed-layout flat document, including the text, fonts, vector graphics, and other information needed to display it. PDF has its roots in "The Camelot Project" initiated by Adobe co-founder John Warnock in 1991.
Mathematical optimizationMathematical optimization (alternatively spelled optimisation) or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries.
FeedbackFeedback occurs when outputs of a system are routed back as inputs as part of a chain of cause-and-effect that forms a circuit or loop. The system can then be said to feed back into itself. The notion of cause-and-effect has to be handled carefully when applied to feedback systems: Simple causal reasoning about a feedback system is difficult because the first system influences the second and second system influences the first, leading to a circular argument.
Pennsylvania TurnpikeThe Pennsylvania Turnpike (Penna Turnpike or PA Turnpike) is a toll highway that is operated by the Pennsylvania Turnpike Commission (PTC) in the Commonwealth of Pennsylvania in the United States. A controlled-access highway, it runs for across the state, connecting the Pittsburgh, Harrisburg and Philadelphia areas. It also passes through four tunnels as it crosses the Appalachian Mountains in central Pennsylvania.
