Linear Systems and Optimal Control.

Chui, Charles K.; Chen, Guanrong

ISBN 10: 3540187375 / ISBN 13: 9783540187370

Verlag: Berlin, Heidelberg, New York: Springer-Verlag, 1989

Beschreibung

Zust: Gutes Exemplar. Springer Series in Information Sciences, Band 18 With 4 Figures, VIII, 155 S. Englisch 348g.

Bestandsnummer des Verkäufers 489971

Bibliografische Details

• Titel: Linear Systems and Optimal Control.
• Verlag: Berlin, Heidelberg, New York: Springer-Verlag
• Veröffentlichungsdatum: 1989
• Sprache: Englisch
• ISBN-10: 3540187375
• ISBN-13: 9783540187370
• Bindung: gebundene Ausgabe
• Zustand: Sehr gut
• Verkäuferkataloge:
  • Mathematik

Über diesen Titel

Reseña del editor

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.