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Linear Systems and Optimal Control (Paperback, Softcover reprint of the original 1st ed. 1989)
Loot Price: R1,468
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Linear Systems and Optimal Control (Paperback, Softcover reprint of the original 1st ed. 1989)
Series: Springer Series in Information Sciences, 18
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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."
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