Linear Systems and Optimal Control - Couverture souple

Chui, Charles K.; Chen, Guanrong

Couverture souple

ISBN 10 : 3642647871 ISBN 13 : 9783642647871

Editeur : Springer, 2014

Synopsis

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2014
• Langue: anglais
• ISBN 10: 3642647871
• ISBN 13: 9783642647871
• Reliure: Broché
• Nombre de pages: 168
• Coordonnées du fabricant: non disponible
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