Title:
The autonomous linear quadratic control problem : theory and numerical solution
Personal Author:
Series:
Lecture notes in control and information sciences ; 163
Publication Information:
Berlin : Springer-Verlag, 1991
ISBN:
9783540541707
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
---|---|---|---|---|---|
Searching... | 30000002124869 | QA372 M43 1991 | Open Access Book | Great Book | Searching... |
On Order
Summary
Summary
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.