|
Covector Mapping Principle
The covector mapping principle is a special case of Riesz' representation theorem, which is a fundamental theorem in functional analysis. The name was coined by Ross and co-workers,Ross, I. M., “A Historical Introduction to the Covector Mapping Principle,” Proceedings of the 2005 AAS/AIAA Astrodynamics Specialist Conference, August 7–11, 2005 Lake Tahoe, CA. AAS 05-332.Ross, I. M. and Fahroo, F., “Legendre Pseudospectral Approximations of Optimal Control Problems,” Lecture Notes in Control and Information Sciences, Vol. 295, Springer-Verlag, New York, 2003, pp 327–342.Ross, I. M. and Fahroo, F., “Discrete Verification of Necessary Conditions for Switched Nonlinear Optimal Control Systems,” Proceedings of the American Control Conference, June 2004, Boston, MARoss, I. M. and Fahroo, F., “A Pseudospectral Transformation of the Covectors of Optimal Control Systems,” Proceedings of the First IFAC Symposium on System Structure and Control, Prague, Czech Republic, 29 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Riesz Representation Theorem
:''This article describes a theorem concerning the dual of a Hilbert space. For the theorems relating linear functionals to measures, see Riesz–Markov–Kakutani representation theorem.'' The Riesz representation theorem, sometimes called the Riesz–Fréchet representation theorem after Frigyes Riesz and Maurice René Fréchet, establishes an important connection between a Hilbert space and its continuous dual space. If the underlying field is the real numbers, the two are isometrically isomorphic; if the underlying field is the complex numbers, the two are isometrically anti-isomorphic. The (anti-) isomorphism is a particular natural isomorphism. Preliminaries and notation Let H be a Hilbert space over a field \mathbb, where \mathbb is either the real numbers \R or the complex numbers \Complex. If \mathbb = \Complex (resp. if \mathbb = \R) then H is called a (resp. a ). Every real Hilbert space can be extended to be a dense subset of a unique (up to bijective isometry) ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Discretization
In applied mathematics, discretization is the process of transferring continuous functions, models, variables, and equations into discrete counterparts. This process is usually carried out as a first step toward making them suitable for numerical evaluation and implementation on digital computers. Dichotomization is the special case of discretization in which the number of discrete classes is 2, which can approximate a continuous variable as a binary variable (creating a dichotomy for modeling purposes, as in binary classification). Discretization is also related to discrete mathematics, and is an important component of granular computing. In this context, ''discretization'' may also refer to modification of variable or category ''granularity'', as when multiple discrete variables are aggregated or multiple discrete categories fused. Whenever continuous data is discretized, there is always some amount of discretization error. The goal is to reduce the amount to a level conside ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Optimal Control
Optimal 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. Or the dynamical system could be a nation's economy, with the objective to minimize unemployment; the controls in this case could be fiscal and monetary policy. A dynamical system may also be introduced to embed operations research problems within the framework of optimal control theory. Optimal control is an extension of the calculus of variations, and is a mathematical optimization method for deriving control policies. The method is largely due to the work of Lev Pontryagin and Richard Bellman in the 1950s, after contributions to calc ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pontryagin's Minimum Principle
Pontryagin'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. These necessary conditions become sufficient under certain convexity conditions on the objective and constraint functions. The maximum principle was formulated in 1956 by the Russian mathematician Lev Pontryagin and his students, and its initial application was to the maximization of the terminal speed of a rocket. The result was derived using ideas from the classical calculus of variations. After a slight perturbation of the optimal control, one considers the first-order term of a Taylor expansion with respect to the pert ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Boundary Value Problem
In mathematics, in the field of differential equations, a boundary value problem is a differential equation together with a set of additional constraints, called the boundary conditions. A solution to a boundary value problem is a solution to the differential equation which also satisfies the boundary conditions. Boundary value problems arise in several branches of physics as any physical differential equation will have them. Problems involving the wave equation, such as the determination of normal modes, are often stated as boundary value problems. A large class of important boundary value problems are the Sturm–Liouville problems. The analysis of these problems involves the eigenfunctions of a differential operator. To be useful in applications, a boundary value problem should be well posed. This means that given the input to the problem there exists a unique solution, which depends continuously on the input. Much theoretical work in the field of partial differential ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Curse Of Complexity
A curse (also called an imprecation, malediction, execration, malison, anathema, or commination) is any expressed wish that some form of adversity or misfortune will befall or attach to one or more persons, a place, or an object. In particular, "curse" may refer to such a wish or pronouncement made effective by a supernatural or spiritual power, such as a god or gods, a spirit, or a natural force, or else as a kind of spell by magic (usually black magic) or witchcraft; in the latter sense, a curse can also be called a hex or a jinx. In many belief systems, the curse itself (or accompanying ritual) is considered to have some causative force in the result. To reverse or eliminate a curse is sometimes called "removal" or "breaking", as the spell has to be dispelled, and often requires elaborate rituals or prayers. Types The study of the forms of curses comprises a significant proportion of the study of both folk religion and folklore. The deliberate attempt to levy curses is of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Curse Of Dimensionality
The curse of dimensionality refers to various phenomena that arise when analyzing and organizing data in high-dimensional spaces that do not occur in low-dimensional settings such as the three-dimensional physical space of everyday experience. The expression was coined by Richard E. Bellman when considering problems in dynamic programming. Dimensionally cursed phenomena occur in domains such as numerical analysis, sampling, combinatorics, machine learning, data mining and databases. The common theme of these problems is that when the dimensionality increases, the volume of the space increases so fast that the available data become sparse. In order to obtain a reliable result, the amount of data needed often grows exponentially with the dimensionality. Also, organizing and searching data often relies on detecting areas where objects form groups with similar properties; in high dimensional data, however, all objects appear to be sparse and dissimilar in many ways, which prevents co ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Legendre Pseudospectral Method
The Legendre pseudospectral method for optimal control problems is based on Legendre polynomials. It is part of the larger theory of pseudospectral optimal control, a term coined by Ross. A basic version of the Legendre pseudospectral was originally proposed by Elnagar and his coworkers in 1995.G. Elnagar, M. A. Kazemi, and M. Razzaghi, "The Pseudospectral Legendre Method for Discretizing Optimal Control Problems," ''IEEE Transactions on Automatic Control,'' 40:1793–1796, 1995. Since then, Ross, Fahroo and their coworkers have extended, generalized and applied the method for a large range of problems.Q. Gong, W. Kang, N. Bedrossian, F. Fahroo, P. Sekhavat and K. Bollino, "Pseudospectral Optimal Control for Military and Industrial Applications," ''46th IEEE Conference on Decision and Control,'' New Orleans, LA, pp. 4128–4142, Dec. 2007. An application that has received wide publicity is the use of their method for generating real time trajectories for the International Space ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ross–Fahroo Pseudospectral Method
Introduced by I. Michael Ross and F. Fahroo, the Ross–Fahroo pseudospectral methods are a broad collection of pseudospectral methods for optimal control.N. Bedrossian, M. Karpenko, and S. Bhatt, "Overclock My Satellite: Sophisticated Algorithms Boost Satellite Performance on the Cheap", ''IEEE Spectrum'', November 2012. I. M. Ross and F. Fahroo, A Pseudospectral Transformation of the Covectors of Optimal Control Systems, Proceedings of the First IFAC Symposium on System Structure and Control, Prague, Czech Republic, 29–31 August 2001. I. M. Ross and F. Fahroo, Legendre Pseudospectral Approximations of Optimal Control Problems, ''Lecture Notes in Control and Information Sciences'', Vol. 295, Springer-Verlag, 2003. I. M. Ross and F. Fahroo, Discrete Verification of Necessary Conditions for Switched Nonlinear Optimal Control Systems, Proceedings of the American Control Conference, Invited Paper, June 2004, Boston, MA. Examples of the Ross–Fahroo pseudospectral methods are th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ross–Fahroo Lemma
Named after I. Michael Ross and F. Fahroo, the Ross–Fahroo lemma is a fundamental result in optimal control theory. I. M. Ross and F. Fahroo, A Pseudospectral Transformation of the Covectors of Optimal Control Systems, Proceedings of the First IFAC Symposium on System Structure and Control, Prague, Czech Republic, 29–31 August 2001. I. M. Ross and F. Fahroo, Discrete Verification of Necessary Conditions for Switched Nonlinear Optimal Control Systems, ''Proceedings of the American Control Conference, Invited Paper'', June 2004, Boston, MA.N. Bedrossian, M. Karpenko, and S. Bhatt, "Overclock My Satellite: Sophisticated Algorithms Boost Satellite Performance on the Cheap", ''IEEE Spectrum'', November 2012. It states that dualization and discretization are, in general, non-commutative operations. The operations can be made commutative by an application of the covector mapping principle. Description of the theory A continuous-time optimal control problem is information rich. A nu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
