| Linear Systems and Optimal Control Softcover Repri Edition Contributor(s): Chui, Charles K. (Author), Chen, Guanrong (Author) |
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ISBN: 3642647871 ISBN-13: 9783642647871 Publisher: Springer OUR PRICE: $52.24 Product Type: Paperback - Other Formats Published: April 2014 |
| Additional Information |
| BISAC Categories: - Mathematics | Applied - Science | Physics - Geophysics - Mathematics | Linear & Nonlinear Programming |
| Dewey: 629.831 |
| Series: Springer Information Sciences |
| Physical Information: 0.36" H x 6.14" W x 9.21" (0.54 lbs) 155 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |