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Science/Engineering The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution

Posted on 2010-03-16




Name:Science/Engineering The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution
ASIN/ISBN:3540541705
Language:English
File size:6.9 Mb
Publish Date: 1991
ISBN: 3540541705
Pages: 177 pages
File Type: PDF
File Size: 6,9 MB
Other Info: Springer
   Science/Engineering The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution

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Volker L. Mehrmann, "The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution"

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 left 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.

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