By Magnus Egerstedt

ISBN-10: 0691132968

ISBN-13: 9780691132969

ISBN-10: 1400833876

ISBN-13: 9781400833870

Splines, either interpolatory and smoothing, have an extended and wealthy heritage that has mostly been software pushed. This publication unifies those buildings in a entire and obtainable means, drawing from the most recent tools and functions to teach how they come up evidently within the idea of linear keep an eye on structures. Magnus Egerstedt and Clyde Martin are top innovators within the use of keep an eye on theoretic splines to compile many assorted purposes inside of a standard framework. during this booklet, they start with a sequence of difficulties starting from direction making plans to stats to approximation. utilizing the instruments of optimization over vector areas, Egerstedt and Martin display how all of those difficulties are a part of a similar basic mathematical framework, and the way they're all, to a definite measure, a end result of the optimization challenge of discovering the shortest distance from some extent to an affine subspace in a Hilbert house. They hide periodic splines, monotone splines, and splines with inequality constraints, and clarify how any finite variety of linear constraints should be additional. This booklet finds how the various average connections among keep an eye on thought, numerical research, and facts can be utilized to generate robust mathematical and analytical tools.This e-book is a wonderful source for college kids and execs up to the mark thought, robotics, engineering, special effects, econometrics, and any sector that calls for the development of curves in response to units of uncooked info.

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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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N )T . We first minimize the function H over u, assuming that λ and γ are fixed. This minimum is achieved at the point where the Gateaux derivative of H, with respect to u, is zero. This is found by calculating 1 lim (H(u + v, λ, γ) − H(u, γ, λ)) →0 = T 0 u(t) − N λi i=1 ti (t) + N γi i=1 ti (t) v(t)dt. 18) i=1 where, as before, (t)T = ( T t1 (t), t2 (t), . . , tN (t)) . We now eliminate u from H to obtain H(u , λ, γ) = 1 2 T 0 N ((λT − γ T ) (t))2 dt + λi (ai − Lti (u )) − i=1 N γi (Lti (u ) − bi ) i=1 N N 1 λi Lti (u ) + γi Lti (u ) = (λ − γ)T G(λ − γ) + λT a − γ T b − 2 i=1 i=1 N N 1 T T T = (λ − γ) G(λ − γ) + λ a − γ b − λi λj Lti ( 2 i=1 j=1 + N N λj γi Lti ( i=1 j=1 tj ) + N N λi γj Lti ( tj ) − i=1 j=1 N N tj ) γj γi Lti ( tj ) i=1 j=1 1 = (λ − γ)T G(λ − γ) + λT a − γ T b − λT Gλ + λT Gγ + λT Gγ − γ T Gγ 2 1 = (λ − γ)T G(λ − γ) + λT a − γ T b − (λ − γ)T G(λ − γ) 2 1 = − (λ − γ)T G(λ − γ) + λT a − γ T b.

We will construct u so that the resulting output curve is piecewise smooth and generalizes the classical concept of polynomial splines. For this, we will consider the data set DD. The interpolating conditions can be expressed as αi = y(ti ) = Lti (u), i = 1, . . , N. 13) There are, of course, infinitely many control laws that satisfy these constraints. The problem is to identify a scheme that will select a unique control law in some meaningful way. As already mentioned, linear quadratic optimal control provides a convenient tool for this selection and, in fact, the main objective of this book is to show that optimal control plays a natural role for this.

2 Problem 5 The next problem we consider is the problem of constructing monotone splines. This problem, as we discussed in the beginning of this section, is very important for many practical applications. We will do less than construct monotone splines here, although it is possible to extend the techniques we are using to produce an infinite-dimensional quadratic programming problem that produces monotone splines. We do not make that extension in this section, but restrict ourselves to ensuring that the spline is nondecreasing at each node.

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Control Theoretic Splines: Optimal Control, Statistics, and Path Planning (Princeton Series in Applied Mathematics) by Magnus Egerstedt

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