Optimal Control

ThisaugmentededitionofarespectedtextteachesthereaderhowtouselinearquadraticGaussianmethodseffectivelyforthedesignofcontrolsystems.Itexploreslinearoptimalcontroltheoryfromanengineeringviewpoint,withstep-by-stepexplanationsthatshowclearlyhowtomakepracticaluseofthematerial.Thethree-parttreatmentbeginswiththebasictheoryofthelinearregulator/trackerfortime-invariantandtime-varyingsystems.TheHamilton-JacobiequationisintroducedusingthePrincipleofOptimality,andtheinfinite-timeproblemisconsidered.Thesecondpartoutlinestheengineeringpropertiesoftheregulator.Topicsincludedegreeofstability,phaseandgainmargin,toleranceoftimedelay,effectofnonlinearities,asymptoticproperties,andvarioussensitivityproblems.Thethirdsectionexploresstateestimationandrobustcontrollerdesignusingstate-estimatefeedback.Numerousexamplesemphasizetheissuesrelatedtoconsistentandaccuratesystemdesign.Keytopicsincludeloop-recoverytechniques,frequencyshaping,andcontrollerreduction,forbothscalarandmultivariablesystems.Self-containedappendixescovermatrixtheory,linearsystems,thePontryaginminimumprinciple,Lyapunovstability,andtheRiccatiequation.NewlyaddedtothisDovereditionisacompletesolutionsmanualfortheproblemsappearingattheconclusionofeachsection.