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Extensions of Linear Quadratic Control Theory : Lecture Notes in Control and Information Sciences - D. H. Jacobson

Extensions of Linear Quadratic Control Theory

By: D. H. Jacobson, D. H. Martin, M. Pachter

Paperback | 1 May 1980

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Review of linear dynamic systems.- Canonical forms, pole assignment and state observers.- Lyapunov stability theory.- Linear-quadratic optimal control.- to kalman filtering.- The maximum principle and the Hamilton-Jacobi-Bellman equation.- The non-convex case.- Controllability subject to controller constraints.- Linear-quadratic problems with conical control set.- Special non-linear-quadratic formulations.- Hybrid criteria and parameter sensitivity.- Conditional definiteness of quadratic functionals.- Exponential performance criteria and state-dependent noise.- Differential games.- Optimal control of partial differential equations.

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