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The Autonomous Linear Quadratic Control Problem : Theory and Numerical Solution - Volker L. Mehrmann

The Autonomous Linear Quadratic Control Problem

Theory and Numerical Solution

Paperback Published: 1st October 1991
ISBN: 9783540541707
Number Of Pages: 173

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This book considers 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 developments in 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 tries to close 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 possible readers including mathematicians and engineers.

Notation and definitions.- Existence of solutions.- Eigenstructure of ?A - ?B, ?A? - ?B?.- Uniqueness and stability of feedback solutions.- Algebraic Riccati equations and deflating subspaces.- Schur-forms, Hessenberg-forms and triangular decompositions.- Perturbation analysis.- Numerical preprocessing.- Defect correction.- Newton's method.- The sign function method.- Elementary transformation matrices.- Schur methods.- Unitary symplectic algorithms for special Hamiltonian or symplectic eigenvalue problems.- Nonunitary algorithms for real Hamiltonian or real symplectic eigenvalue problems.- Closed loop algorithms.- A combination algorithm for real Hamiltonian and symplectic eigenvalue problems.- Numerical algorithms for Riccati differential or difference equations.- A general algorithm.- Conclusion.- Statement.- References.

ISBN: 9783540541707
ISBN-10: 3540541705
Series: Lecture Notes in Control and Information Sciences
Audience: General
Format: Paperback
Language: English
Number Of Pages: 173
Published: 1st October 1991
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 25.71 x 17.6  x 1.07
Weight (kg): 0.35