Optimization and Dynamical Systems

This work is aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control sys­ tems, signal processing, and linear algebra. The motivation for the results developed here arises from advanced engineering applications and the emer­ gen...

Full description

Bibliographic Details
Main Authors: Helmke, Uwe, Moore, John B. (Author)
Format: eBook
Language:English
Published: London Springer London 1994, 1994
Edition:1st ed. 1994
Series:Communications and Control Engineering
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • A.6 Eigenvalues, Eigenvectors and Trace
  • A.7 Similar Matrices
  • A.8 Positive Definite Matrices and Matrix Decompositions
  • A.9 Norms of Vectors and Matrices
  • A.10 Kronecker Product and Vec
  • A.11 Differentiation and Integration
  • A.12 Lemma of Lyapunov
  • A.13 Vector Spaces and Subspaces
  • A.14 Basis and Dimension
  • A.15 Mappings and Linear Mappings
  • A.16 Inner Products
  • B Dynamical Systems
  • B.1 Linear Dynamical Systems
  • B.2 Linear Dynamical System Matrix Equations
  • B.3 Controllability and Stabilizability
  • B.4 Observability and Detectability
  • B.5 Minimality
  • B.6 Markov Parameters and Hankel Matrix
  • B.7 Balanced Realizations
  • B.8 Vector Fields and Flows
  • B.9 Stability Concepts
  • B.10 Lyapunov Stability
  • C Global Analysis
  • C.1 Point Set Topology
  • C.2 Advanced Calculus
  • C.3 Smooth Manifolds
  • C.4 Spheres, Projective Spaces and Grassmannians
  • C.5 Tangent Spaces and Tangent Maps
  • C.6 Submanifolds
  • C.7 Groups, Lie Groups and Lie Algebras
  • C.8 Homogeneous Spaces
  • C.9 Tangent Bundle
  • C.10 Riemannian Metrics and Gradient Flows
  • C.11 Stable Manifolds
  • C.12 Convergence of Gradient Flows
  • References
  • Author Index
  • 6.5 Flows on the Factors X and Y
  • 6.6 Recursive Balancing Matrix Factorizations
  • 7 Invariant Theory and System Balancing
  • 7.1 Introduction
  • 7.2 Plurisubharmonic Functions
  • 7.3 The Azad-Loeb Theorem
  • 7.4 Application to Balancing
  • 7.5 Euclidean Norm Balancing
  • 8 Balancing via Gradient Flows
  • 8.1 Introduction
  • 8.2 Flows on Positive Definite Matrices
  • 8.3 Flows for Balancing Transformations
  • 8.4 Balancing via Isodynamical Flows
  • 8.5 Euclidean Norm Optimal Realizations
  • 9 Sensitivity Optimization
  • 9.1 A Sensitivity Minimizing Gradient Flow
  • 9.2 Related L2-Sensitivity Minimization Flows
  • 9.3 Recursive L2-Sensitivity Balancing
  • 9.4 L2-Sensitivity Model Reduction
  • 9.5 Sensitivity Minimization with Constraints
  • A Linear Algebra
  • A.1 Matrices and Vectors
  • A.2 Addition and Multiplication of Matrices
  • A.3Determinant and Rank of a Matrix
  • A.4 Range Space, Kernel and Inverses
  • A.5 Powers, Polynomials, Exponentials and Logarithms
  • 1 Matrix Eigenvalue Methods
  • 1.1 Introduction
  • 1.2 Power Method for Diagonalization
  • 1.3 The Rayleigh Quotient Gradient Flow
  • 1.4 The QR Algorithm
  • 1.5 Singular Value Decomposition (SVD)
  • 1.6 Standard Least Squares Gradient Flows
  • 2 Double Bracket Isospectral Flows
  • 2.1 Double Bracket Flows for Diagonalization
  • 2.2 Toda Flows and the Riccati Equation
  • 2.3 Recursive Lie-Bracket Based Diagonalization
  • 3 Singular Value Decomposition
  • 3.1 SVD via Double Bracket Flows
  • 3.2 A Gradient Flow Approach to SVD
  • 4 Linear Programming
  • 4.1 The Rôle of Double Bracket Flows
  • 4.2 Interior Point Flows on a Polytope
  • 4.3 Recursive Linear Programming/Sorting
  • 5 Approximation and Control
  • 5.1 Approximations by Lower Rank Matrices
  • 5.2 The Polar Decomposition
  • 5.3 Output Feedback Control
  • 6 Balanced Matrix Factorizations
  • 6.1 Introduction
  • 6.2 Kempf-Ness Theorem
  • 6.3 Global Analysis of Cost Functions
  • 6.4 Flows for Balancing Transformations