Linear Systems and Optimal Control

Chui, Charles K. & Guanrong Chen

ISBN 10: 3540187375 / ISBN 13: 9783540187370

Published by Springer, 1988

About this Item

Inscription; text clean and solid; no dust jacket; Springer Series in Information Sciences; 9.56 X 6.60 X 0.75 inches; 155 pages. Seller Inventory # 223516

Bibliographic Details

Title: Linear Systems and Optimal Control

Publisher: Springer

Publication Date: 1988

Binding: Hardcover

Condition: Very Good

Dust Jacket Condition: No Dust Jacket As Issued

About this title

Synopsis:

A knowledge of linear systems provides a firm foundation for the study of optimal control theory and many areas of system theory and signal processing. State-space techniques developed since the early sixties have been proved to be very effective. The main objective of this book is to present a brief and somewhat complete investigation on the theory of linear systems, with emphasis on these techniques, in both continuous-time and discrete-time settings, and to demonstrate an application to the study of elementary (linear and nonlinear) optimal control theory. An essential feature of the state-space approach is that both time-varying and time-invariant systems are treated systematically. When time-varying systems are considered, another important subject that depends very much on the state-space formulation is perhaps real-time filtering, prediction, and smoothing via the Kalman filter. This subject is treated in our monograph entitled "Kalman Filtering with Real-Time Applications" published in this Springer Series in Information Sciences (Volume 17). For time-invariant systems, the recent frequency domain approaches using the techniques of Adamjan, Arov, and Krein (also known as AAK), balanced realization, and oo H theory via Nevanlinna-Pick interpolation seem very promising, and this will be studied in our forthcoming monograph entitled "Mathematical Ap­ proach to Signal Processing and System Theory". The present elementary treatise on linear system theory should provide enough engineering and mathe­ of these two subjects.