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portada the autonomous linear quadratic control problem
Type
Physical Book
Publisher
Author
Language
English
Pages
177
ISBN
3540541705
ISBN13
9783540541707

the autonomous linear quadratic control problem

Mehrmann (Author) · Springer · Physical Book

the autonomous linear quadratic control problem - mehrmann

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Synopsis "the autonomous linear quadratic control problem"

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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