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[Lecture Notes in Control and Information Sciences] The Autonomous Linear Quadratic Control Problem Volume 163 || Numerical preprocessing

โœ Scribed by Mehrmann, Volker Ludwig

Book ID
120677637
Publisher
Springer-Verlag
Year
1991
Tongue
German
Weight
377 KB
Edition
1991
Category
Article
ISBN-13
9783540541707

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โœฆ Synopsis

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.

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