Linear Systems and Optimal Control by Charles K Chui

Linear Systems and Optimal Control by Charles K Chui

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 AK), 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.

SKU	Unavailable
ISBN 13	9783642647871
ISBN 10	3642647871
Title	Linear Systems and Optimal Control
Author	Charles K Chui
Series	Springer Series In Information Sciences
Condition	Unavailable
Binding Type	Paperback
Publisher	Springer
Year published	2014-04-15
Number of pages	155
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.