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9781575241562

Linear Quadratic Control : An Introduction

by ; ;
  • ISBN13:

    9781575241562

  • ISBN10:

    1575241560

  • Format: Hardcover
  • Copyright: 2000-07-01
  • Publisher: Krieger Pub Co
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List Price: $63.00

Table of Contents

Preface v
Table of Contents
vii
Forward xi
Introduction
1(8)
Historical Sketch
1(4)
Prerequisites
5(1)
Organization and Scope of Text
6(3)
The LQR Problem
9(34)
LQR Problem Statement
9(1)
Hamilton-Jacobi Equation
10(3)
LQR Solution: Matrix Riccati Equation
13(3)
Riccati Equation Solutions
16(4)
Steady-State Regulator Problem
20(5)
Sufficient Conditions for Optimality
25(3)
Selection of M, Q, and R Matrices
28(3)
Matlab Software
31(2)
Notes and References
33(3)
Problems
36(7)
Tracking and Disturbance Rejection
43(22)
Tracking Problem
43(1)
Disturbance-Rejection Problem
44(2)
Disturbance-Rejection Solution
46(4)
Steady-State and Preview Control
50(3)
Unknown Disturbances
53(4)
Matlab Software
57(3)
Notes and References
60(1)
Problems
61(4)
LQR Robustness Properties
65(14)
Robust-Stability Condition
65(3)
Kalman's Inequality
68(6)
Gain and Phase Margins
74(1)
Matlab Software
75(1)
Notes and References
76(1)
Problems
77(2)
Stochastic Control
79(24)
Stochastic Differential Equations
80(2)
Stochastic Hamilton-Jacobi Equation
82(4)
Additive Disturbances
86(3)
Multiplicative Disturbances
89(4)
Sufficient Conditions for Optimality
93(2)
Stochastic-Detereministic Dualism
95(2)
Matlab Software
97(2)
Notes and References
99(1)
Problems
100(3)
The LQG Problem
103(26)
Kalman-Bucy Filter
103(5)
LQG Solution: Separation Principle
108(5)
Fixed-Order Compensators
113(5)
Matlab Software
118(3)
Notes and References
121(2)
Problems
123(6)
Robustness Design
129(46)
The Robustness Problem
129(3)
LQG/LTR Design
132(4)
Guaranteed-Cost Design
136(9)
A Brief Survey of H∞ Methods
145(12)
Linear Matrix Inequality Methods
157(3)
Matlab Software
160(8)
Notes and References
168(3)
Problems
171(4)
Digital Control
175
Digital-Control Issues
176
Discrete-Time LQR Problem
177
Discrete-Time LQR Optimization
179
Steady-State Control
181
Matlab Software
184
Notes and References
187
Problems
188

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