Robotics Automation

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

By Magnus Egerstedt

Splines, either interpolatory and smoothing, have a protracted and wealthy heritage that has principally been software pushed. This ebook unifies those structures in a complete and available method, drawing from the newest tools and purposes to teach how they come up clearly within the concept of linear keep watch over structures. Magnus Egerstedt and Clyde Martin are prime innovators within the use of keep watch over theoretic splines to collect many various purposes inside of a standard framework. during this publication, they start with a sequence of difficulties starting from course making plans to statistical data to approximation. utilizing the instruments of optimization over vector areas, Egerstedt and Martin show how all of those difficulties are a part of an identical common mathematical framework, and the way they're all, to a undeniable measure, a end result 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 will be additional. This ebook finds how the various common connections among keep watch over thought, numerical research, and data can be utilized to generate strong mathematical and analytical tools.This publication is a superb source for college kids and pros on top of things idea, robotics, engineering, special effects, econometrics, and any sector that calls for the development of curves in keeping with units of uncooked facts.

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

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Problem 7: Model Following min u∈L2 0 T (u2 (t) + (z(t) − y(t))2 )dt, subject to the constraint that x(t) ˙ = f (x(t)) + u(t)g(x(t)), y(t) = h(x(t)). It is clear that Problem 6 is a special case of Problem 7 by taking z˜ = x x˙ , and then noting that z˜˙ = 0 1 0 0 z˜ + u 0 0 0 1 z˜, with z = (10)˜ z. The solution to this problem is given by the solution to the corresponding Euler-Lagrange equations, which in this case is a nonlinear two-point EditedFinal September 23, 2009 48 CHAPTER 3 boundary value problem.

J=1 The coefficient τ (τ T = (τ1 , . . , τN )T ) is then the solution of a set of linear equations of the form (W G + ρI)τ = 0, where W is the diagonal matrix of the weights wi and G = [gij ] is, as before, the Grammian with gij = Lti ( tj ). Now, consider the matrix W G + ρI and multiply it on the left by W−1 , and consider the scalar z T (G + ρW −1 )z = z T Gz + ρz T W −1 z > 0, since both G and ρW −1 are positive definite. Thus, for positive weights and positive ρ, the only solution is τ = 0.

This approach unifies a series of problems addressed in [31],[33],[69],[91],[101], [106]. Furthermore, the approach of this chapter gives a unified treatment of smoothing splines as developed by Wahba [96] and the classical polynomial and exponential interpolating splines. The approach of this chapter rests on the Hilbert space methods developed by Luenberger in [64]. —————————————————————————————— The theory of smoothing splines is based on the premise that a datum, α, is the sum of a deterministic part, β, and a random part, .

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