Linear Systems and Optimal Control
By: by Charles K. Chui, Guanrong Chen
Contributors: Chen, Guanrong
Series: Springer Series in Information Sciences -- 18; Springer series in information sciences -- 18.
Publisher: Springer Berlin Heidelberg
Published: 1989
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
Number of pages: 155
ISBN-13: 9783642647871; 9783642613128
Subjects: Physical geography; Economics; Systems theory; Engineering; Management information systems; Mathematics; Mathematical optimization; Physics
Description: This book offers a self-contained, elementary and yet rigorous treatment of linear system theory and optimal control theory. Fundamental topics within this area are considered, first in the continuous-time and then in the discrete-time setting. Both time-varying and time-invariant cases are investigated. The approach is quite standard but a number of new results are also included, as are some brief applications. It provides a firm basis for further study and should be useful to all those interested in the rapidly developing subjects of systems engineering, optimal control theory and signal processing.
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Table of contents: title: Contents: State-Space Descriptions; title: State Transition Equations and Matrices; title: Controllability; title: Observability and Dual Systems; title: Time-Invariant Linear Systems; title: Stability; title: Optimal Control Problems and Variational Methods; title: Dynamic Programming; title: Minimum-Time Optimal Control Problems; title: Notes and References; title: References; title: Answers and Hints to Exercises; title: Notation; title: Subject Index.