The Autonomous Linear Quadratic Control Problem Theory and Numerical Solution

A survey is given on 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 the newest developments on differential algebraic equations, Riccati...

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Bibliographic Details
Main Author: Mehrmann, Volker L.
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1991, 1991
Edition:1st ed. 1991
Series:Lecture Notes in Control and Information Sciences
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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100 1 |a Mehrmann, Volker L. 
245 0 0 |a The Autonomous Linear Quadratic Control Problem  |h Elektronische Ressource  |b Theory and Numerical Solution  |c by Volker L. Mehrmann 
250 |a 1st ed. 1991 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 1991, 1991 
300 |a VIII, 176 p  |b online resource 
505 0 |a 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 
653 |a Control, Robotics, Automation 
653 |a Engineering mathematics 
653 |a Calculus of Variations and Optimization 
653 |a Control theory 
653 |a Systems Theory, Control 
653 |a System theory 
653 |a Control engineering 
653 |a Robotics 
653 |a Engineering / Data processing 
653 |a Mathematical optimization 
653 |a Automation 
653 |a Mathematical and Computational Engineering Applications 
653 |a Calculus of variations 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Lecture Notes in Control and Information Sciences 
028 5 0 |a 10.1007/BFb0039443 
856 4 0 |u https://doi.org/10.1007/BFb0039443?nosfx=y  |x Verlag  |3 Volltext 
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520 |a A survey is given on 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 the newest developments on 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 closes 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 readers, mathematicians and engineers