Linear Systems and Optimal Control

  • Charles K. Chui
  • Guanrong Chen

Part of the Springer Series in Information Sciences book series (SSINF, volume 18)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. Charles K. Chui, Guanrong Chen
    Pages 1-7
  3. Charles K. Chui, Guanrong Chen
    Pages 8-15
  4. Charles K. Chui, Guanrong Chen
    Pages 16-25
  5. Charles K. Chui, Guanrong Chen
    Pages 26-35
  6. Charles K. Chui, Guanrong Chen
    Pages 36-48
  7. Charles K. Chui, Guanrong Chen
    Pages 49-69
  8. Charles K. Chui, Guanrong Chen
    Pages 70-80
  9. Charles K. Chui, Guanrong Chen
    Pages 81-93
  10. Charles K. Chui, Guanrong Chen
    Pages 94-105
  11. Charles K. Chui, Guanrong Chen
    Pages 106-118
  12. Back Matter
    Pages 119-155

About this book

Introduction

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.

Keywords

Nonlinear system Notation optimal control programming system systems engineering

Authors and affiliations

  • Charles K. Chui
    • 1
  • Guanrong Chen
    • 2
  1. 1.Department of Mathematics and Department of Electrical EngineeringTexas A & M UniversityCollege StationUSA
  2. 2.Department of Electrical and Computer EngineeringRice UniversityHoustonUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-61312-8
  • Copyright Information Springer-Verlag Berlin Heidelberg 1989
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-64787-1
  • Online ISBN 978-3-642-61312-8
  • Series Print ISSN 0720-678X
  • About this book