Linear Systems and Optimal Control (Springer Series in Information Sciences)

Chui, Charles K.; Chen, Guanrong

ISBN 10: 3642647871 / ISBN 13: 9783642647871

Published by Springer, 2014

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Bibliographic Details

• Title: Linear Systems and Optimal Control (Springer Series in Information Sciences)
• Publisher: Springer
• Publication Date: 2014
• Language: English
• ISBN 10: 3642647871
• ISBN 13: 9783642647871
• Binding: Soft cover
• Condition: New

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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.