Optimal Control Of Singularly Perturbed Linear Systems And Applications

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CRC Press, Jan 4, 2001 - Technology & Engineering - 326 pages
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Highlights the Hamiltonian approach to singularly perturbed linear optimal control systems. Develops parallel algorithms in independent slow and fast time scales for solving various optimal linear control and filtering problems in standard and nonstandard singularly perturbed systems, continuous- and discrete-time, deterministic and stochastic, multimodeling structures, Kalman filtering, sampled data systems, and much more.

 

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Contents

1 Introduction
1
2 ContinuousTime Linear Optimal Control Systems
23
3 DisereteTime Linear Optimal Control Systems
59
4 Optimal Control and Filtering of Multimodeling Structures
95
5 H Optimal Control and Filtering
126
6 High Gain Cheap Control and Small Noise Problems
155
7 Eigenvector Approach for SlowFast Decoupling
191
8 Additional Topics
210
9 Concluding Remarks
246
Index
249
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