Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Linear Systems and Optimal Control

Linear Systems and Optimal Control

Chui, Charles K.
Chen, Guanrong

Paperback

Series: Springer Information Sciences, Book 18

General MathematicsPhysics

ISBN10: 3642647871
ISBN13: 9783642647871
Publisher: Springer Nature
Published: Apr 15 2014
Pages: 155
Weight: 0.54
Height: 0.36 Width: 6.14 Depth: 9.21
Language: English
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.

Also in

General Mathematics

View All