Linear Systems and Optimal Control [electronic resource] /

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.

Bibliographic Details

Main Authors:	Chui, Charles K. author., Chen, Guanrong. author., SpringerLink (Online service)
Format:	Texto biblioteca
Language:	eng
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1989
Subjects:	Mathematics., Information technology., Business, Geophysics., System theory., Calculus of variations., Complexity, Computational., Economic theory., Systems Theory, Control., Calculus of Variations and Optimal Control; Optimization., Geophysics/Geodesy., Economic Theory/Quantitative Economics/Mathematical Methods., IT in Business., Complexity.,
Online Access:	http://dx.doi.org/10.1007/978-3-642-61312-8
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