Title: The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution (Lecture Notes in Control and Information Sciences)
Publisher: Springer 2009-02-22
Publication Date: 2009
Language: English
ISBN 10: 3540541705
ISBN 13: 9783540541707
Binding: Paperback
Condition: New

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Synopsis

A survey is given on the state of the art in theory and numerical solution of general autonomous linear quadratic optimal control problems (continuous and discrete) with differential algebraic equation constraints. It incorporates the newest developments on differential algebraic equations, Riccati equations and invariant subspace problems. In particular, it gives a decision chart of numerical methods, that can be used to determine the right numerical method according to special properties of the problem. The book closes a gap between mathematical theory, numerical solution and engineering application. The mathematical tools are kept as basic as possible in order to address the different groups of readers, mathematicians and engineers.

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