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A factorization approach to the linear regulator quadratic cost problem is developed. This approach makes some new connections between optimal control, factorization, Riccati equations and certain Wiener-Hopf operator equations. Applications of the theory to systems describable by evolution equations in Hilbert space and differential delay equations in Euclidean space are presented.
A command generator tracker approach to model following contol of linear distributed parameter systems (DPS) whose dynamics are described on infinite dimensional Hilbert spaces is presented. This method generates finite dimensional controllers capable of exponentially stable tracking of the reference trajectories when certain ideal trajectories are known to exist for the open loop DPS; we present conditions for the existence of these ideal trajectories. An adaptive version of this type of controller is also presented and shown to achieve (in some cases, asymptotically) stable finite dimensional control of the infinite dimensional DPS.
An abstract approximation framework is developed for the finite and infinite time horizon discrete-time linear-quadratic regulator problem for systems whose state dynamics are described by a linear semigroup of operators on an infinite dimensional Hilbert space. The schemes included the framework yield finite dimensional approximations to the linear state feedback gains which determine the optimal control law. Convergence arguments are given. Examples involving hereditary and parabolic systems and the vibration of a flexible beam are considered. Spline-based finite element schemes for these classes of problems, together with numerical results, are presented and discussed.
After detailing the construction of spectral approximations to time-dependent mixed initial boundary value problems, a study is conducted of differential equations of the form 'partial derivative of u/partial derivative of t = Lu + f', where for each t, u(t) belongs to a Hilbert space such that u satisfies homogeneous boundary conditions. For the sake of simplicity, it is assumed that L is an unbounded, time-independent linear operator. Attention is given to Fourier methods of both Galerkin and pseudospectral method types, the Galerkin method, the pseudospectral Chebyshev and Legendre methods, the error equation, hyperbolic partial differentiation equations, and time discretization and iterative methods.
The existence of Chandrasekhar equations for linear time-invariant systems defined on Hilbert spaces is investigated. An important consequence is that the solution to the evolutional Riccati equation is strongly differentiable in time, and that a strong solution of the Riccati differential equation can be defined. A discussion of the linear-quadratic optimal-control problem for hereditary differential systems is also included.
An abstract approximation theory and computational methods are developed for the determination of optimal linear-quadratic feedback control, observers and compensators for infinite dimensional discrete-time systems. Particular attention is paid to systems whose open-loop dynamics are described by semigroups of operators on Hilbert spaces. The approach taken is based on the finite dimensional approximation of the infinite dimensional operator Riccati equations which characterize the optimal feedback control and observer gains. Theoretical convergence results are presented and discussed. Numerical results for an example involving a heat equation with boundary control are presented and used to demonstrate the feasibility of the method.
The effect of filtering on the Signal-to-Noise Ratio (SNR) of a coherently demodulated band-limited signal is determined in the presence of worse-case amplitude ripple. The problem is formulated mathematically as an optimization problem in the L2-Hilbert space. The form of the worst-cast amplitude ripple is specified, and the degradation in the SNR is derived in a closed form expression. It is shown that when the maximum passband amplitude ripple is 2 delta (peak to peak), the SNR is degraded by at most (1 - delta squared), even when the ripple is unknown or uncompensated. For example, an SNR loss of less than 0.01 dB due to amplitude ripple can be assured by keeping the amplitude ripple to under 0.42 dB.
A set of equations known as Chandrasekhar equations arising in the linear quadratic optimal control problem is considered. In this paper, we consider the linear time-invariant system defined in Hilbert spaces involving unbounded input and output operators. For a general class of such systems, the Chandrasekhar equations are derived and the existence, uniqueness, and regularity of the results of their solutions established.
An abstract approximation framework is developed for the finite and infinite time horizon discrete-time linear-quadratic regulator problem for systems whose state dynamics are described by a linear semigroup of operators on an infinite dimensional Hilbert space. The schemes included the framework yield finite dimensional approximations to the linear state feedback gains which determine the optimal control law. Convergence arguments are given. Examples involving hereditary and parabolic systems and the vibration of a flexible beam are considered. Spline-based finite element schemes for these classes of problems, together with numerical results, are presented and discussed.
An abstract approximation framework and convergence theory for the identification of first and second order nonlinear distributed parameter systems developed previously by the authors and reported on in detail elsewhere are summarized and discussed. The theory is based upon results for systems whose dynamics can be described by monotone operators in Hilbert space and an abstract approximation theorem for the resulting nonlinear evolution system. The application of the theory together with numerical evidence demonstrating the feasibility of the general approach are discussed in the context of the identification of a first order quasi-linear parabolic model for one dimensional heat conduction/mass transport and the identification of a nonlinear dissipation mechanism (i.e., damping) in a second order one dimensional wave equation. Computational and implementational considerations, in particular, with regard to supercomputing, are addressed.
A general approximation framework is discussed for computation of optimal feedback controls in linear quadratic regular problems for nonautonomous parabolic distributed parameter systems. This is done in the context of a theoretical framework using general evolution systems in infinite dimensional Hilbert spaces. Conditions are discussed for preservation under approximation of stabilizability and detectability hypotheses on the infinite dimensional system. The special case of periodic systems is also treated.
The author discusses a generalization of hyperstability to systems in Hilbert space and its application to finite-dimensional stabilizing compensator design. The basic idea is to characterize tolerable perturbations in terms of the passivity of the nominal closed-loop system. Controllers achieving the required closed-loop passivity property can then be designed using H(infinity)-optimization. In particular, the author presents a design procedure for a stabilizing a finite-dimensional compensator for a given infinite-dimensional system.
A new lattice regularization of quantum general relativity based on Ashtekar's reformulation of Hamiltonian general relativity is presented. In this form, quantum states of the gravitational field are represented within the physical Hilbert space of a Kogut-Susskind lattice gauge theory. The gauge field of the theory is a complexified SU(2) connection which is the gravitational connection for left-handed spinor fields. The physical states of the gravitational field are those which are annihilated by additional constraints which correspond to the four constraints of general relativity. Lattice versions of these constraints are constructed. Those corresponding to the three-dimensional diffeomorphism generators move states associated with Wilson loops around on the lattice. The lattice Hamiltonian constraint has a simple form, and a correspondingly simple interpretation: it is an operator which cuts and joins Wilson loops at points of intersection.
A general approximation framework is discussed for computation of optimal feedback controls in linear quadratic regular problems for nonautonomous parabolic distributed parameter systems. This is done in the context of a theoretical framework using general evolution systems in infinite dimensional Hilbert spaces. Conditions are discussed for preservation under approximation of stabilizability and detectability hypotheses on the infinite dimensional system. The special case of periodic systems is also treated.
The effect of filtering on the signal-to-noise ratio (SNR) of a coherently demodulated band-limited signal is determined in the presence of worst-case amplitude ripple. The problem is formulated as an optimizaton in the Hilbert space L2. The form of the worst-case amplitude ripple is specified, and the degradation in the SNR is derived in closed form. It is shown that, when the maximum passband amplitude ripple is 2Delta (peak-to-peak), the SNR is degraded by at most (1-Delta-squared), even when the ripple is unknown or uncompensated. For example, an SNR loss of less than 0.01 dB due to amplitude ripple can be assured by keeping the amplitude ripple under 0.42 dB.
An abstract approximation framework and convergence theory for the identification of thermoelastic systems is developed. Starting from an abstract operator formulation consisting of a coupled second order hyperbolic equation of elasticity and first order parabolic equation for heat conduction, well-posedness is established using linear semigroup theory in Hilbert space, and a class of parameter estimation problems is then defined involving mild solutions. The approximation framework is based upon generic Galerkin approximation of the mild solutions, and convergence of solutions of the resulting sequence of approximating finite dimensional parameter identification problems to a solution of the original infinite dimensional inverse problem is established using approximation results for operator semigroups. An example involving the basic equations of one dimensional linear thermoelasticity and a linear spline based scheme are discussed. Numerical results indicate how the approach might be used in a study of damping mechanisms in flexible structures.
An important goal of quantum chemical calculations is to provide an understanding of chemical bonding and molecular electronic structure. A second goal, the prediction of energy differences to chemical accuracy, has been much harder to attain. First, the computational resources required to achieve such accuracy are very large, and second, it is not straightforward to demonstrate that an apparently accurate result, in terms of agreement with experiment, does not result from a cancellation of errors. Recent advances in electronic structure methodology, coupled with the power of vector supercomputers, have made it possible to solve a number of electronic structure problems exactly using the full configuration interaction (FCI) method within a subspace of the complete Hilbert space. These exact results can be used to benchmark approximate techniques that are applicable to a wider range of chemical and physical problems. The methodology of many-electron quantum chemistry is reviewed. Methods are considered in detail for performing FCI calculations. The application of FCI methods to several three-electron problems in molecular physics are discussed. A number of benchmark applications of FCI wave functions are described. Atomic basis sets and the development of improved methods for handling very large basis sets are discussed: these are then applied to a number of chemical and spectroscopic problems; to transition metals; and to problems involving potential energy surfaces. Although the experiences described give considerable grounds for optimism about the general ability to perform accurate calculations, there are several problems that have proved less tractable, at least with current computer resources, and these and possible solutions are discussed.
An efficient algorithm for computing the generalized cross-validation function for the general cross-validated regularization/smoothing problem is provided. This algorithm is appropriate for problems where no natural structure is available, and the regularization/smoothing problem is solved (exactly) in a reproducing kernel Hilbert space. It is particularly appropriate for certain multivariate smoothing problems with irregularly spaced data, and certain remote sensing problems, such as those that occur in meteorology, where the sensors are arranged irregularly. The algorithm is applied to the fitting of interaction spline models with irregularly spaced data and two smoothing parameters; favorable timing results are presented. The algorithm may be extended to the computation of certain generalized maximum likelihood (GML) functions. Application of the GML algorithm to a problem in numerical weather forecasting, and to a broad class of hypothesis testing problems, is noted.