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Numerical Methods for Linear Control Systems,9780122035906
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Numerical Methods for Linear Control Systems


Author(s): Datta
ISBN10:  0122035909
ISBN13:  9780122035906
Format:  Hardcover
Pub. Date:  12/17/2003
Publisher(s): Elsevier Science & Technology

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SummaryTable of Contents
Numerical Methods for Linear Control Systems Design and Analysis is an interdisciplinary textbook aimed at systematic descriptions and implementations of numerically-viable algorithms based on well-established, efficient and stable modern numerical linear techniques for mathematical problems arising in the design and analysis of linear control systems both for the first- and second-order models. MATLAB-based software is included for implementing all of the major algorithms from the book.

* Unique coverage of modern mathematical concepts such as parallel computations, second-order systems, and large-scale solutions

* Background material in linear algebra, numerical linear algebra, and control theory included in text

* Step-by-step explanations of the algorithms and examples

* Includes MATLAB-based solution software
Preface xxiii
Acknowledgments xxix
About the Author xxxi
List of Algorithms
xxxiii
Notations and Symbols xxxvii
Introduction and Overview
1(16)
Linear and Numerical Linear Algebra (Chapter 2 and Chapters 3 and 4)
2(1)
System Responses (Chapter 5)
3(1)
Controllability and Observability problems (Chapter 6)
4(1)
Stability and Inertia (Chapter 7)
5(1)
Lyapunov, Sylvester, and Algebraic Riccati Equations (Chapters 8 and 13)
6(2)
Realization and Identification (Chapter 9)
8(1)
Feedback Stabilization and Eigenvalue Assignment (Chapters 10 and 11)
9(1)
State Estimation (Chapter 12)
10(1)
Internal Balancing and Model Reduction (Chapter 14)
11(1)
Nearness to Uncontrollability and Instability (Chapters 6 and 7) and Robust Stability and Stability Radius (Chapters 7 and 10)
12(1)
Nearness to Uncontrollability and Instability
12(1)
Robust Stability and Stability Radius (Chapters 7 and 10)
13(1)
Sensitivity and Condition Numbers of Control Problems
13(1)
H∞-Control (Chapter 10)
14(1)
Software for Control Problems
15(2)
References
15(2)
PART I REVIEW OF LINEAR AND NUMERICAL LINEAR ALGEBRA
17(88)
A Review of Some Basic Concepts and Results from Theoretical Linear Algebra
19(14)
Introduction
19(1)
Orthogonality of Vectors and Subspaces
19(1)
Matrices
20(3)
The Characteristic Polynomial, the Eigenvalues, and the Eigenvectors of a Matrix
20(1)
Range and Nullspaces
21(1)
Rank of a Matrix
21(1)
The Inverse of a Matrix
22(1)
The Generalized Inverse of a Matrix
22(1)
Similar Matrices
22(1)
Orthogonal Projection
22(1)
Some Special Matrices
23(4)
Diagonal and Triangular Matrices
23(1)
Unitary (Orthogonal) Matrix
23(1)
Permutation Matrix
24(1)
Hessenberg (Almost Triangular) Matrix
24(1)
Companion Matrix
25(1)
Nonderogatory Matrix
25(1)
The Jordan Canonical Form of a Matrix
25(1)
Positive Definite Matrix
26(1)
Block Matrices
26(1)
Vector and Matrix Norms
27(3)
Vector Norms
27(1)
Matrix Norms
28(2)
Norm Invariant Properties Under Unitary Matrix Multiplication
30(1)
Kronecker Product, Kronecker Sum, and Vec Operation
31(1)
Chapter Notes and Further Reading
31(2)
References
32(1)
Some Fundamental Tools and Concepts from Numerical Linear Algebra
33(46)
Introduction
33(1)
Floating Point Numbers and Errors in Computations
34(3)
Floating Point Numbers
34(1)
Rounding Errors
35(1)
Laws of Floating Point Arithmetic
36(1)
Catastrophic Cancellation
37(1)
Conditioning, Efficiency, Stability, and Accuracy
37(8)
Algorithms and Pseudocodes
37(1)
Solving an Upper Triangular System
37(1)
Solving a Lower Triangular System
38(1)
Efficiency of an Algorithm
38(1)
The Concept of Numerical Stability
39(1)
Conditioning of the Problem and Perturbation Analysis
40(1)
Conditioning of the Problem, Stability of the Algorithm, and Accuracy of the Solution
41(1)
Conditioning of the Linear System and Eigenvalue Problems
42(3)
LU Factorization
45(8)
LU Factorization using Gaussian Elimination
45(6)
The Cholesky Factorization
51(1)
LU Factorization of an Upper Hessenberg Matrix
52(1)
Numerical Solution of the Linear System Ax = b
53(3)
Solving Ax = b using the Inverse of A
53(1)
Solving Ax = b using Gaussian Elimination with Partial Pivoting
53(2)
Solving a Hessenberg Linear System
55(1)
Solving AX = B
55(1)
Finding the Inverse of A
56(1)
Computing the Determinant of A
56(1)
Iterative Refinement
56(1)
The QR Factorization
56(7)
Householder Matrices
57(1)
The Householder QR Factorization
58(2)
Givens Matrices
60(2)
The QR Factorization Using Givens Rotations
62(1)
The QR Factorization of a Hessenberg Matrix Using Givens Matrices
63(1)
Orthonormal Bases and Orthogonal Projections Using QR Factorization
63(1)
The Least-Squares Problem
64(3)
Solving the Least-Squares Problem Using Normal Equations
65(1)
Solving the Least-Squares Problem Using QR Factorization
65(2)
The Singular Value Decomposition (SVD)
67(8)
The Singular Value Decomposition and the Structure of a Matrix
68(1)
Orthonormal Bases and Orthogonal Projections
69(1)
The Rank and the Rank-Deficiency of a Matrix
70(2)
Numerical Rank
72(1)
Solving the Least-Squares Problem Using the Singular Value Decomposition
72(3)
Summary and Review
75(3)
Chapter Notes and Further Reading
78(1)
References
78(1)
Canonical forms Obtained Via Orthogonal Transformations
79(26)
Importance and Significance of Using Orthogonal Transformations
79(2)
Hessenberg Reduction of a Matrix
81(2)
Uniqueness in Hessenberg Reduction: The Implicit Q Theorem
82(1)
The Real Schur Form of A: The QR Iteration Method
83(8)
The Basic QR Iteration
84(1)
The Hessenberg QR Iteration and Shift of Origin
85(1)
The Double Shift QR Iteration
85(1)
Obtaining the Real Schur Form A
86(2)
The Real Schur Form and Invariant Subspaces
88(2)
Inverse Iteration
90(1)
Computing the Singular Value Decomposition (SVD)
91(3)
The Generalized Real Schur Form: The QZ algorithm
94(5)
Reduction to Hessenberg-Triangular Form
95(3)
Reduction to the Generalized Real Schur Form
98(1)
Computing of the Eigenvectors of the Pencil A -- λ B
99(2)
Summary and Review
101(1)
Chapter Notes and Further Reading
102(3)
References
103(2)
PART II CONTROL SYSTEMS ANALYSIS
105(200)
Linear State-Space Models and Solutions of the State Equations
107(52)
Introduction
107(1)
State-Space Representations of Control Systems
108(14)
Continuous-Time Systems
108(11)
Discrete-Time Systems
119(1)
Descriptor Systems
119(3)
Solutions of a Continuous-Time System: System Responses
122(17)
Some Important Properties of the Matrix eAt
126(1)
Sensitivity of eAt
127(1)
Computational Methods for eAt
128(9)
Comparison of Different Methods for Computing the Exponential Matrix
137(1)
Evaluating an Integral with the Exponential Matrix
137(2)
State-Space Solution of the Discrete-Time System
139(1)
Transfer Function and Frequency Response
140(6)
Transfer Function
140(2)
The Frequency Response Matrix and its Computation
142(4)
Some Selected Software
146(3)
Matlab Control System Toolbox
146(1)
Matcontrol
147(1)
Slicot
147(1)
Matrixx
148(1)
Summary and Review
149(2)
Chapter Notes and Further Reading
151(8)
Exercises
151(5)
References
156(3)
Controllability, Observability, and Distance to Uncontrollability
159(42)
Introduction
159(1)
Controllability: Definitions and Basic Results
160(5)
Controllability of a Continuous-Time System
160(4)
Controllability of a Discrete-Time System
164(1)
Observability: Definitions and Basic Results
165(2)
Observability of a Continuous-Time System
165(2)
Observability of a Discrete-Time System
167(1)
Decompositions of Uncontrollable and Unobservable Systems
167(2)
Controller- and Observer-Canonical Forms
169(2)
Numerical Difficulties with theoretical criteria of controllability and observability
171(2)
A Numerically Effective Test of Controllability
173(10)
A Numerically Effective Test of Observability
183(1)
Distance to an Uncontrollable System
183(7)
Newton's and the Bisection Methods for Computing the Distance to Uncontrollability
185(3)
The Wicks--DeCarlo Method for Distance to Uncontrollability
188(2)
A Global Minimum Search Algorithm
190(1)
Distance to Uncontrollability and the Singular values of the Controllability Matrix
190(2)
Some Selected Software
192(1)
Matlab Control System Toolbox
192(1)
Matcontrol
192(1)
CSP-ANM
192(1)
Slicot
193(1)
Matrixx
193(1)
Summary and Review
193(1)
Chapter Notes and Further Reading
194(7)
Exercises
194(4)
References
198(3)
Stability, Inertia, and Robust Stability
201(44)
Introduction
201(1)
Stability of a Continuous-time System
202(11)
Eigenvalue Criterion of Continuous-Time Stability
203(2)
Continuous-Time Lyapunov Stability Theory
205(5)
Lyapunov Equations and Controllability and Observability Grammians
210(1)
Lyapunov Equations and the H2-Norm
211(2)
Stability of a Discrete-time System
213(2)
Stability of a Homogeneous Discrete-Time System
213(2)
Some Inertia Theorems
215(3)
The Sylvester Law of Inertia
216(1)
The Lyapunov Inertia Theorems
217(1)
Determining the Stability and Inertia of a Nonsymmetric Matrix
218(5)
Distance to an Unstable System
223(7)
Robust Stability
230(2)
The Structured Stability Radius
232(3)
Some Selected Software
235(1)
Matlab Control System Toolbox
235(1)
Matcontrol
235(1)
Slicot
235(1)
Summary and Review
235(2)
Chapter Notes and Further Reading
237(8)
Exercises
238(3)
References
241(4)
Numerical Solutions and Conditioning of Lyapunov and Sylvester Equations
245(60)
Introduction
245(2)
The Existence and Uniqueness of Solutions
247(2)
The Sylvester Equation: XA + BX = C
247(1)
The Lyapunov Equation: XA + ATX = C
248(1)
The Discrete Lyapunov Equation: ATX A -- X = C
248(1)
Perturbation Analysis and the Condition Numbers
249(13)
Perturbation Analysis for the Sylvester Equation
249(2)
The Condition Number of the Sylvester Equation
251(1)
Perturbation Analysis for the Lyapunov Equation
252(1)
The Condition Number of the Lyapunov Equation
253(1)
Sensitivity of the Stable Lyapunov Equation
253(4)
Sensitivity of the Discrete Lyapunov Equation
257(1)
Sensitivity of the Stable Discrete Lyapunov Equation
257(1)
Determining Ill-Conditioning from the Eigenvalues
258(2)
A Condition Number Estimator for the Sylvester Equation: ATX -- XB = C
260(2)
Analytical Methods for the Lyapunov Equations: Explicit Expressions for Solutions
262(1)
Numerical Methods for the Lyapunov and Sylvester Equations
263(21)
Numerical Instability of Diagonalization, Jordan Canonical Form, and Companion Form Techniques
264(1)
The Schur Method for the Lyapunov Equation: XA + ATX = C
265(4)
The Hessenberg-Schur Method for the Sylvester Equation
269(5)
The Schur Method for the Discrete Lyapunov Equation
274(2)
Residual and Backward Error in the Schur and Hessenberg--Schur Algorithms
276(2)
A Hessenberg Method for the Sylvester Equation: AX + XB = C
278(5)
The Hessenberg-Schur Method for the Discrete Sylvester Equation
283(1)
Direct Computations of the Cholesky Factors of Symmetric Positive Definite Solutions of Lyapunov Equations
284(9)
Computing the Cholesky Factor of the Positive Definite Solution of the Lyapunov Equation
284(5)
Computing the Cholesky Factor of the Positive Definite Solution of the Discrete Lyapunov Equation
289(4)
Comparisions of Different Methods and Conclusions
293(1)
Some Selected Software
293(3)
Matlab Control System Toolbox
293(1)
Matcontrol
293(1)
CSP-ANM
294(1)
Slicot
294(1)
Matrixx
295(1)
Lapack
295(1)
Summary and Review
296(1)
Chapter Notes and Further Reading
297(8)
Exercises
298(3)
References
301(4)
PART III CONTROL SYSTEMS DESIGN
305(342)
Realization and Subspace Identification
307(36)
Introduction
307(1)
State-Space Realizations of a Transfer Function
308(6)
Controllable and Observable Realizations
309(1)
Minimal Realization
310(4)
Computing Minimal Realizations from Markov Parameters
314(10)
Some Basic Properties of the Hankel Matrix of Markov Parameters
315(1)
An SVD Method for Minimal Realization
316(3)
A Modified SVD Method for Minimal Realization
319(5)
Subspace Identification Algorithms
324(10)
A Subspace Deterministic Model Identification Algorithm
324(5)
A Stochastic Subspace Model Identification Algorithm
329(3)
Continuous-Time System Identification
332(1)
Frequency-Domain Identification
332(2)
Some Selected Software
334(1)
Matlab Control System Toolbox
334(1)
Matcontrol
334(1)
CSP-ANM
334(1)
Slicot
335(1)
Matrixx
335(1)
Summary and Review
335(2)
Chapter Notes and Further Reading
337(6)
Exercises
337(3)
References
340(3)
Feedback Stabilization, Eigenvalue Assignment, and Optimal Control
343(62)
Introduction
343(2)
State-Feedback Stabilization
345(8)
Stabilizability and Controllability
346(2)
Stabilization via Lyapunov Equations
348(5)
Detectability
353(1)
Eigenvalue and Eigenstructure Assignment Problems
354(9)
Eigenvalue Assignment by State Feedback
358(3)
Eigenvalue Assignment by Output Feedback
361(1)
Eigenstructure Assignment
361(2)
The Quadratic Optimization Problems
363(10)
The Continuous-Time Linear Quadratic Regulator (LQR) Problem
364(8)
The Discrete-Time Linear Quadratic Regulator Problem
372(1)
H∞-Control Problems
373(13)
Computing the H∞-Norm
375(6)
H∞-Control Problem: A State-Feedback Case
381(2)
The H∞-Control Problem: Output Feedback Case
383(3)
The Complex Stability Radius and Riccati Equation
386(5)
Some Selected Software
391(2)
Matlab Control System Toolbox
391(1)
Matcontrol
391(1)
CSP-ANM
392(1)
Slicot
392(1)
Matrixx
392(1)
Summary and Review
393(4)
Chapter Notes and Further Reading
397(8)
Exercises
398(3)
References
401(4)
Numerical Methods and Conditioning of the Eigenvalue Assignment Problems
405(64)
Introduction
405(2)
Numerical Methods for the Single-input Eigenvalue Assignment Problem
407(14)
A Recursive Algorithm for the Single-Input Problem
410(4)
An Error Analysis of the Recursive Single-Input Method
414(2)
The QR and RQ Implementations of Algorithm 11.2.1
416(4)
Explicit and Implicit RQ Algorithms
420(1)
Numerical Methods for the Multi-input Eigenvalue Assignment Problem
421(18)
A Recursive Multi-Input Eigenvalue Assignment Algorithm
422(3)
The Explicit QR Algorithm for the Multi-Input EVA Problem
425(4)
The Schur Method for the Multi-Input Eigenvalue Assignment Problem
429(7)
Partial Eigenvalue Assignment Problem
436(3)
Conditioning of the Feedback Problem
439(4)
The Single-Input Case
439(1)
The Multi-Input Case
440(1)
Absolute and Relative Condition Numbers
441(2)
Conditioning of the Closed-loop Eigenvalues
443(2)
Robust Eigenvalue Assignment
445(7)
Measures of Sensitivity
445(1)
Statement and Existence of Solution of the Robust EigenValue Assignment Problem
446(1)
A Solution Technique for the Robust Eigenvalue Assignment Problem
447(5)
Comparison of Efficiency and Stability: the Single-input EVA Problem
452(1)
Comparison of Efficiency and Stability: the Multi-input EVA Problem
453(1)
Comparative Discussion of Various Methods and Recommendation
453(2)
Some Selected Software
455(1)
Matlab Control System Toolbox
455(1)
Matcontrol
455(1)
CSP-ANM
455(1)
Slicot
456(1)
Matrixx
456(1)
Polepack
456(1)
Summary and Review
456(3)
Chapter Notes and Further Reading
459(10)
Exercises
460(4)
References
464(5)
State Estimation: Observer and the Kalman Filter
469(50)
Introduction
469(1)
State Estimation via Eigenvalue Assignment
470(1)
State Estimation via Sylvester Equation
471(3)
Reduced-order State Estimation
474(8)
Reduced-Order State Estimation via Eigenvalue Assignment
474(5)
Reduced-Order State Estimation via Sylvester-Observer Equation
479(3)
Combined State Feedback and Observer Design
482(1)
Characterization of Nonsingular Solutions of the Sylvester Equation
483(2)
Numerical Solutions of the Sylvester-Observer Equation
485(11)
A Recursive Method for the Hessenberg Sylvester-Observer Equation
486(4)
A Recursive Block-Triangular Algorithm for the Hessenberg Sylvester-Observer Equation
490(6)
Numerical Solutions of a Constrained Sylvester-observer Equation
496(3)
Optimal State Estimation: The Kalman Filter
499(6)
The Linear Quadratic Gaussian Problem
505(4)
Some Selected Software
509(1)
Matlab Control System Toolbox
509(1)
Matcontrol
509(1)
CSP-ANM
509(1)
Slicot
509(1)
Matrixx
510(1)
Summary and Review
510(3)
Chapter Notes and Further Reading
513(6)
Exercises
514(2)
References
516(3)
Numerical Solutions and Conditioning of Algebraic Riccati Equations
519(82)
Introduction
519(2)
The Existence and Uniqueness of the Stabilizing Solution of the Care
521(8)
The Existence and Uniqueness of the Stabilizing Solution of the Dare
529(1)
Conditioning of the Riccati Equations
530(9)
Conditioning of the Care
531(6)
Conditioning of the Dare
537(2)
Computational Methods for Riccati Equations
539(40)
The Eigenvector and Schur Vector Methods
540(10)
The Generalized Eigenvector and Schur Vector Methods
550(10)
The Matrix Sign Function Methods
560(6)
Newton's Methods
566(13)
The Schur and Inverse-Free Generalized Schur Methods for the Descriptor Riccati Equations
579(2)
The Generalized Schur Method for the DCARE
580(1)
The Inverse-Free Generalized Schur Method for the DCARE
581(1)
The Inverse-Free Generalized Schur Method for the DDARE
581(1)
Conclusions and Table of Comparisons
581(2)
Some Selected Software
583(2)
Matlab Control System Toolbox
583(1)
Matcontrol
583(1)
CSP-ANM
584(1)
Slicot
584(1)
Matrixx
585(1)
Summary and Review
585(3)
Chapter Notes and Further Reading
588(13)
Exercises
591(2)
References
593(8)
Internal Balancing and Model Reduction
601(46)
Introduction
601(1)
Internal Balancing for Continuous-time Systems
602(7)
Internal Balancing of a Minimal Realization (MR)
603(3)
Internal Balancing of a Nonminimal Realization
606(3)
Internal Balancing for Discrete-time Systems
609(2)
Model Reduction
611(12)
Model Reduction via Balanced Truncation
611(4)
The Schur Method for Model Reduction
615(6)
A Balancing-Free Square-Root Method for Model Reduction
621(2)
Hankel-Norm Approximations
623(10)
A Characterization of All Solutions to the optional Hankel-Norm Approximation
624(9)
Model Reduction of an Unstable System
633(1)
Frequency-Weighted Model Reduction
633(2)
Summary and Comparisons of Model Reduction Procedures
635(1)
Some Selected Software
636(2)
Matlab Control System Toolbox
636(1)
Matcontrol
637(1)
CSP-ANM
637(1)
Slicot
637(1)
Matrixx
637(1)
Summary and Review
638(2)
Chapter Notes and Further Reading
640(7)
Exercises
641(4)
References
645(2)
PART IV SPECIAL TOPICS
647(22)
Large-Scale Matrix Computations in Control: Krylov Subspace Methods
649(20)
Introduction
649(1)
The Arnoldi and Block Arnoldi Methods
650(3)
The Scalar Arnoldi Method
650(1)
The Block Arnoldi Method
650(1)
The Lanczos and Block Lanczos Methods
651(2)
Scopes of using the Krylov Subspace Methods in Control
653(1)
Arnoldi Methods for Lyapunov, Sylvester, and Algebraic Riccati Equations
653(6)
Arnoldi Method for Partial Eigenvalue Assignment
659(1)
Lanczos and Arnoldi Methods for Model Reduction
659(3)
Lanczos Methods for Model Reduction
660(1)
Block Lanczos and Band Lanczos Methods for MIMO Model Reduction
661(1)
An Arnoldi Method for SISO Model Reduction
661(1)
Chapter Notes and Further Reading
662(7)
Research Problems
663(1)
References
663(6)
APPENDIX A SOME EXISTING SOFTWARE FOR CONTROL SYSTEMS DESIGN AND ANALYSIS
669(4)
A.1 Matlab Control System Toolbox
669(1)
A.2 Matcontrol
669(1)
A.3 Control System Professional---Advanced Numerical Methods (CSP-ANM)
670(1)
A.4 Slicot
670(1)
A.5 Matrixx
671(1)
A.6 System Identification Software
671(2)
A.6.1 MATLAB System Identification Toolbox
671(1)
A.6.2 Xmath Interactive System Identification Module, Part-2
671(1)
A.6.3 ADAPTx
671(1)
References
672(1)
APPENDIX B MATCONTROL AND LISTING OF MATCONTROL FILES
673(6)
B.1 About Matcontrol
673(1)
B.2 Chapterwise Listing of Matcontrol Files
674(5)
APPENDIX C CASE STUDY: CONTROL OF A 9-STATE AMMONIA REACTOR
679(10)
C.1 Introduction
679(1)
C.2 Testing the controllability
680(1)
C.3 Testing the Observability
680(1)
C.4 Testing the Stability
681(1)
C.5 Lyapunov Stabilization
681(1)
C.6 Pole-Placement Design
682(1)
C.7 The LQR and LQG Designs
682(3)
C.8 State-Estimation(observer): Kalman estimator versus Sylvester Estimator
685(1)
C.9 System Identification and Model Reduction
686(3)
References
688(1)
Index 689

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