Extensions of Linear-Quadratic Control Theory

Review of linear dynamic systems.- Canonical forms, pole assignment and state observers.- Lyapunov stability theory.- Linear-quadratic optimal control.- to kalman filtering.- The maximum principle and the Hamilton-Jacobi-Bellman equation.- The non-convex case.- Controllability subject to controller constraints.- Linear-quadratic problems with conical control set.- Special non-linear-quadratic formulations.- Hybrid criteria and parameter sensitivity.- Conditional definiteness of quadratic functionals.- Exponential performance criteria and state-dependent noise.- Differential games.- Optimal control of partial differential equations.

List of contents

Review of linear dynamic systems.- Canonical forms, pole assignment and state observers.- Lyapunov stability theory.- Linear-quadratic optimal control.- to kalman filtering.- The maximum principle and the Hamilton-Jacobi-Bellman equation.- The non-convex case.- Controllability subject to controller constraints.- Linear-quadratic problems with conical control set.- Special non-linear-quadratic formulations.- Hybrid criteria and parameter sensitivity.- Conditional definiteness of quadratic functionals.- Exponential performance criteria and state-dependent noise.- Differential games.- Optimal control of partial differential equations.

Product details

• Authors: T. Geveci, D Jacobson, D H Jacobson, D. H. Jacobson, D Martin, D H Martin, D. H. Martin, M et al Pachter, M. Pachter
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 15.10.2013
• EAN: 9783540100690
• ISBN: 978-3-540-10069-0
• No. of pages: 289
• Weight: 527 g
• Illustrations: XI, 289 p.
• Series: Lecture Notes in Control and Information Sciences; Lecture Notes in Control and Information Sciences
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous