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

The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution

by Volker L. Mehrmann
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Book cover type: Paperback
  • ISBN13: 9783540541707
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 176
  • Original Price: USD 54.99
  • Language: English
  • Edition: 1991
  • Item Weight: 354 grams
  • BISAC Subject(s): Automation

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 right 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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