Control, identification, and input optimization (Q800265)

The major topic in this book is the determination of ''optimal'' inputs for system identification. A system input is defined to be optimal if the sensivity of the resulting system output to an unknown parameter is maximized. The proposed methods are based on two fundamental areas of modern control theory: optimal control and dynamic system identification. The authors have tried to present a self-contained text which provides the required analytical and computational tools for both areas. The material of the book is divided into five separate parts. Part I contains a short introduction to the subject. In part II the most important optimization methods of numerical and methods solutions are considered. The chapters on optimization include calculus of variations, dynamic programming, the Hamilton-Jacobi-approach, Pontryagin's maximum principle and Kalaba's initial value method. The complex material in this part is necessarily treated in a very compact manner, but each method is illustrated by optimal control problems for first and second order linear and nonlinear systems. Numerical aspects for the resulting two point boundary problems are discussed. Part III is devoted to system identification. Least-squares estimation, maximum likelihood estimation and the Cramer-Rao lower bound are briefly discussed followed by the Gauss-Newton iterative method. The application of the quasilinearization method to system identification is described. Applications to biomedical modelling are given. In part IV the equations for the determination of optimal inputs are derived. The design of optimal inputs for linear and nonlinear systems by maximization of a quadratic performance index subject to an input energy constraint is described. Numerical results are discussed. The proposed methods are applied to the biomedical modelling problem considered in part III and to aircraft parameter estimation. The book concludes with well documented listings of computer programs written in BASIC in part V. The book is directed to students as well as researchers in control engineering, computer science, biomedical engineering, operations research and economics.