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1 The Subject of Optimal Control |
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3 | (4) |
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1.1 "Mass-Spring" Example |
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3 | (2) |
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1.2 Subject and Problems of Optimal Control |
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5 | (1) |
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1.3 Place of Optimal Control |
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6 | (1) |
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2 Mathematical Model for Controlled Object |
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7 | (10) |
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7 | (1) |
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2.2 Control and Trajectory |
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7 | (1) |
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8 | (1) |
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2.4 Existence and Uniqueness of a Process |
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9 | (1) |
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10 | |
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11 | (6) |
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Part II Control of Linear Systems |
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17 | (24) |
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17 | (2) |
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3.2 Properties of the Fundamental Matrix |
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19 | (2) |
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21 | (2) |
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3.4 Definition of a Reachability Set |
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23 | (2) |
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3.5 Limitation and Convexity |
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25 | (2) |
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27 | (3) |
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30 | (3) |
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33 | (3) |
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3.9 Application of the Extreme Principle |
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36 | (5) |
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38 | (3) |
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4 Controllability of Linear Systems |
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41 | (22) |
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4.1 Point-to-Point Controllability |
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41 | (1) |
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4.2 Analysis of the Point-to-Point Controllability Criteria |
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42 | (3) |
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45 | (2) |
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47 | (1) |
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4.5 Control with Minimal Norm |
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48 | (1) |
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4.6 Construction of Control with Minimum Norm |
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49 | (2) |
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4.7 Total Controllability of Linear System |
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51 | (1) |
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4.8 Synthesis of Control with a Minimal Norm |
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52 | (2) |
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54 | (1) |
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4.10 Total Controllability of Stationary System |
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55 | (1) |
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4.11 Geometry of a Non-controllable System |
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56 | (1) |
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4.12 Transformation of Non-controllable System |
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57 | (2) |
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4.13 Controllability of Transformed System |
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59 | (4) |
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61 | (2) |
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63 | (14) |
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5.1 Statement of the Problem |
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63 | (1) |
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5.2 Existence of a Solution of the Minimum Time Problem |
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64 | (1) |
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5.3 Criterion of Optimality |
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65 | (2) |
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5.4 Maximum Principle for the Minimum Time Problem |
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67 | (2) |
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5.5 Stationary Minimum Time Problem |
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69 | (8) |
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74 | (3) |
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6 Synthesis of the Optimal System Performance |
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77 | (14) |
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6.1 General Scheme to Apply the Maximum Principle |
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77 | (2) |
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6.2 Control of Acceleration of a Material Point |
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79 | (2) |
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6.3 Concept of Optimal Control Synthesis |
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81 | (1) |
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6.4 Examples of Synthesis of Optimal Systems Performance |
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82 | (9) |
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90 | (1) |
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7 The Observability Problem |
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91 | (10) |
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7.1 Statement of the Problem |
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91 | (1) |
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7.2 Criterion of Observability |
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92 | (1) |
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7.3 Observability in Homogeneous System |
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93 | (2) |
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7.4 Observability in Nonhomogeneous System |
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95 | (1) |
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7.5 Observability of an Initial State |
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96 | (2) |
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7.6 Relation Between Controllability and Observability |
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98 | (1) |
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7.7 Total Observability of a Stationary System |
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99 | (2) |
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99 | (2) |
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101 | (8) |
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8.1 Statement of the Problem |
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101 | (1) |
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8.2 Criterion of Identifiability |
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102 | (1) |
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8.3 Restoring the Parameter Vector |
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103 | (1) |
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8.4 Total Identification of Stationary System |
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104 | (5) |
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105 | (4) |
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Part III Control of Nonlinear Systems |
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9 Types of Optimal Control Problems |
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109 | (6) |
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9.1 General Characteristics |
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109 | (1) |
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9.2 Objective Functionals |
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110 | (2) |
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9.3 Constraints on the Ends of a Trajectory, Terminology |
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112 | (1) |
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112 | (1) |
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9.5 Two-Point Minimum Time Problem |
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113 | (1) |
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9.6 General Optimal Control Problem |
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113 | (2) |
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10 Small Increments of a Trajectory |
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115 | (10) |
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10.1 Statement of a Problem |
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115 | (1) |
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10.2 Evaluation of the Increment of Trajectory |
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115 | (5) |
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10.3 Representation of Small Increments of Trajectory |
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120 | (2) |
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10.4 Relation of the Ends of Trajectories |
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122 | (3) |
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11 The Simplest Problem of Optimal Control |
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125 | (14) |
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11.1 Formula of the Increment of a Functional |
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126 | (2) |
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11.2 Maximum Principle for the Simplest Problem |
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128 | (1) |
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11.3 Boundary Value Problem of the Maximum Principle |
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129 | (1) |
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11.4 Continuity of the Hamiltonian |
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129 | (2) |
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11.5 Sufficiency of the Maximum Principle |
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131 | (2) |
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11.6 Applying the Maximum Principle to the Linear Problem |
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133 | (1) |
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11.7 Solution of the Mass-Spring Example |
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134 | (5) |
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136 | (3) |
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12 General Optimal Control Problem |
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139 | (24) |
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12.1 Formula of the Increment of Functional |
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140 | (1) |
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12.2 Variation of the Process |
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141 | (3) |
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12.3 Necessary Conditions of Optimality |
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144 | (3) |
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12.4 Lagrange Multiplier Rule |
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147 | (3) |
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12.5 Universal Lagrange Multipliers |
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150 | (1) |
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12.6 Maximum Principle for the General Problem |
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151 | (2) |
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153 | (1) |
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12.8 Sufficiency of the Maximum Principle |
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154 | (2) |
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12.9 Maximum Principle for Minimum Time Problem |
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156 | (2) |
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12.10 Maximum Principle and Euler-Lagrange Equation |
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158 | (3) |
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12.11 Maximum Principle and Optimality of a Process |
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161 | (2) |
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161 | (2) |
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13 Sufficient Optimality Conditions |
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163 | (10) |
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13.1 Common Problem of Optimal Control |
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163 | (1) |
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164 | (3) |
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13.3 Analytical Construction of the Controller |
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167 | (3) |
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13.4 Relation with Dynamic Programming |
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170 | (3) |
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172 | (1) |
Conclusion |
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173 | (2) |
Appendix |
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175 | (14) |
Examples of Tasks and Solution |
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189 | (20) |
Literature |
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209 | |