The Autonomous Linear Quadratic Control Problem: Theory and...

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The Autonomous Linear Quadratic Control...

The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution

Name: The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution
ISBN: 9783540541707

Volker Ludwig Mehrmann (eds.)

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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.

類別:

Engineering

年:

1991

版本:

出版商:

Springer-Verlag Berlin Heidelberg

語言:

english

頁數:

176

ISBN 10: