Linear Optimal Control Systems by Sivan and Huibert

Linear Optimal Control Systems by Sivan and Huibert

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Language: English Country/Region of Manufacture: United States


About this product

Product Identifiers
Publisher Wiley & Sons, Incorporated, John
ISBN-10 0471511102
ISBN-13 9780471511106
eBay Product ID (ePID) 984294

Product Key Features
Format Hardcover
Publication Year 1972
Language English

Weight 33.1 Oz
Width 6.3in.
Height 1.4in.
Length 9.3in.

Additional Product Features
Dewey Edition 18
Table of Content Notation and SymbolsChapter 1 Elements of Linear System Theory1.1 Introduction1.2 State Description of Linear Systems1.2.1 State Description of Nonlinear and Linear Differential Systems1.2.2 Linearization1.2.3 Examples1.2.4 State Transformations1.3 Solution of the State Differential Equation of Linear Systems1.3.1 The Transition Matrix and the Impulse Response Matrix1.3.2 The Transition Matrix of a Time-Invariant System1.3.3 Diagonalization1.3.4 The Jordan Form1.4 Stability1.4.1 Definitions of Stability1.4.2 Stability of Time-Invariant Linear Systems1.4.3 Stable and Unstable Subspaces for Time-Invariant Linear Systems1.4.4 Investigation of the Stability of Nonlinear Systems through Linearization1.5 Transform Analysis of Time-Invariant Systems1.5.1 Solution of the State Differential Equation through Laplace Transformation1.5.2 Frequency Response1.5.3 Zeroes of Transfer Matrices1.5.4 Interconnections of Linear Systems1.5.5 Root Loci1.6 Controllability1.6.1 Definition of Controllability1.6.2 Controllability of Linear Time-Invariant Systems1.6.3 The Controllable Subspace1.6.4 Stabilizability1.6.5 Controllability of Time-Varying Linear Systems1.7 Reconstructibility1.7.1 Definition of Reconstructibility1.7.2 Reconstructibility of Linear Time-Invariant Systems1.7.3 The Unreconstructible Subspace1.7.4 Detectability1.7.5 Reconstructibility of Time-Varying Linear Systems1.8 Duality of Linear Systems1.9 Phase-Variable Canonical Forms1.10 Vector Stochastic Processes1.10.1 Definitions1.10.2 Power Spectral Density Matrices1.10.3 The Response of Linear Systems to Stochastic Inputs1.10.4 Quadratic Expressions1.11 The Response of Linear Differential Systems to White Noise1.11.1 White Noise1.11.2 Linear Differential Systems Driven by White Noise1.11.3 The Steady-State Variance Matrix for the Time-Invariant Case1.11.4 Modeling of Stochastic Processes1.11.5 Quadratic Integral Expressions1.12 ProblemsChapter 2 Analysis of Linear Control Systems2.1 Introduction2.2 The Formulation of Control Problems2.2.1 Introduction2.2.2 The Formulation of Tracking and Regulator Problems2.2.3 The Formulation of Terminal Control Problems2.3 Closed-Loop Controllers; The Basic Design Objective2.4 The Stability of Control Systems2.5 The Steady-State Analysis of the Tracking Properties2.5.1 The Steady-State Mean Square Tracking Error and Input2.5.2 The Single-Input Single-Output Case2.5.3 The Multiinput Multioutput Case2.6 The Transient Analysis of the Tracking Properties2.7 The Effects of Disturbances in the Single-Input Single-Output Case2.8 The Effects of Observation Noise in the Single-Input Single-Output Case2.9 The Effect of Plant Parameter Uncertainty in the Single-Input Single-Output Case2.10 The Open-Loop Steady-State Equivalent Control Scheme2.11 Conclusions2.12 ProblemsChapter 3 Optimal Linear State Feedback Control Systems3.1 Introduction3.2 Stability Improvement of Linear Systems by State Feedback3.2.1 Linear State Feedback Control3.2.2 Conditions for Pole Assignment and Stabilization3.3 The Deterministic Linear Optimal Regulator Problem3.3.1 Introduction3.3.2 Solution of the Regulator Problem3.3.3 Derivation of the Riccati Equation3.4 Steady-State Solution of the Deterministic Linear Optimal Regulator Problem3.4.1 Introduction and Summary of Main Results3.4.2 Steady-State Properties of Optimal Regulators3.4.3 Steady-State Properties of the Time-Invariant Optimal Regulator3.4.4 Solution of the Time-Invariant Regulator Problem by Diagonalization3.5 Numerical Solution of the Riccati Equation3.5.1 Direct Integration3.5.2 The Kalman-Englar Method3.5.3 Solution by Diagonalization3.5.4 Solution by the Newton-Raphson Method3.6 Stochastic Linear Optimal Regulator and Tracking Problems3.6.1 Regulator Problems with DisturbancesThe Stochastic Regulator Problem3.6.2 Stochastic Tracking Problems3.6.3 Solution of the Stochastic Linear Optimal Regulator Problem3.7 Regulators and Tracking Systems with Nonzero Set Points and Constant Disturbances3.7.1 Nonzero Set
Dewey Decimal 629.8/32
Illustrated Yes
Target Audience Scholarly & Professional
Copyright Date 1972
Author Raphaël Sivan, Huibert Kwakernaak
Edition Number 1
Number of Pages 608 Pages
Lc Classification Number Qa402.3
Lccn 72-003576