Linear-quadratic control : an introduction

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Title:

Personal Author:

Dorato, Peter

Publication Information:

Englewood Cliffs, NJ : Prentice-Hall, 1995

ISBN:

9780023299629

Subject Term:

Feedback control systems

Added Author:

Abdallah, Chaouki

Cerone, Vito

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Library	Item Barcode	Call Number	Material Type	Item Category 1	Status
Searching... PSZ JB	30000003104746	TJ216 D68 1995	Open Access Book	Book	Searching... Unknown

This text covers problems of regulation, disturbance rejection, stochastic control and robust control. It examines linear quadratic control theory as one of the major analytical techniques for the design of multivariable feedback systems. The text includes a sampling of practical applications, and a chapter on the design of digital compensators.

Preface	p. v
Table of Contents	p. vii
Forward	p. xi
1 Introduction	p. 1
1.1 Historical Sketch	p. 1
1.2 Prerequisites	p. 5
1.3 Organization and Scope of Text	p. 6
2 The LQR Problem	p. 9
2.1 LQR Problem Statement	p. 9
2.2 Hamilton-Jacobi Equation	p. 10
2.3 LQR Solution: Matrix Riccati Equation	p. 13
2.4 Riccati Equation Solution	p. 16
2.5 Steady-State Regulator Problem	p. 20
2.6 Sufficient Conditions for Optimality	p. 25
2.7 Selection of M, Q, and R Matrices	p. 28
2.8 Matlab Software	p. 31
2.9 Notes and References	p. 33
2.10 Problems	p. 36
3 Tracking and Disturbance Rejection	p. 43
3.1 Tracking Problem	p. 43
3.2 Disturbance-Rejection Problem	p. 44
3.3 Disturbance-Rejection Solution	p. 46
3.4 Steady-State and Preview Control	p. 50
3.5 Unknown Disturbances	p. 53
3.6 Matlab Software	p. 57
3.7 Notes and References	p. 60
3.8 Problems	p. 61
4 LQR Robustness Properties	p. 65
4.1 Robust-Stability Condition	p. 65
4.2 Kalman's Inequality	p. 68
4.3 Gain and Phase Margins	p. 74
4.4 Matlab Software	p. 75
4.5 Notes and References	p. 76
4.6 Problems	p. 77
5 Stochastic Control	p. 79
5.1 Stochastic Differential Equations	p. 80
5.2 Stochastic Hamilton-Jacobi Equation	p. 82
5.3 Additive Disturbances	p. 86
5.4 Multiplicative Disturbances	p. 89
5.5 Sufficient Conditions for Optimality	p. 93
5.6 Stochastic-Deterministic Dualism	p. 95
5.7 Matlab Software	p. 97
5.8 Notes and References	p. 99
5.9 Problems	p. 100
6 The LQG Problem	p. 103
6.1 Kalman-Bucy Filter	p. 103
6.2 LQG Solution: Separation Principle	p. 108
6.3 Fixed-Order Compensators	p. 113
6.4 Matlab Software	p. 118
6.5 Notes and References	p. 121
6.6 Problems	p. 123
7 Robustness Design	p. 129
7.1 The Robustness Problem	p. 129
7.2 LQG/LTR Design	p. 132
7.3 Guaranteed-Cost Design	p. 136
7.4 A Brief Survey of H[infinity] Methods	p. 145
7.5 Linear Matrix Inequality Methods	p. 157
7.6 Matlab Software	p. 160
7.7 Notes and References	p. 168
7.8 Problems	p. 171
8 Digital Control	p. 175
8.1 Digital-Control Issues	p. 176
8.2 Discrete-Time LQR Problem	p. 177
8.3 Discrete-Time LQR Optimization	p. 179
8.4 Steady-State Control	p. 181
8.5 Matlab Software	p. 184
8.6 Notes and References	p. 187
8.7 Problems	p. 188

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