Optimal Control

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This new, updated edition of Optimal Control reflects major changes that have occurred in the field in recent years and presents, in a clear and direct way, the fundamentals of optimal control theory. It covers the major topics involving measurement, principles of optimality, dynamic programming, variational methods, Kalman filtering, and other solution techniques. To give the reader a sense of the problems that can arise in a hands-on project, the authors have included new material on optimal output feedback control, a technique used in the aerospace industry. Also included are two new chapters on robust control to provide background in this rapidly growing area of interest. Relations to classical control theory are emphasized throughout the text, and a root-locus approach to steady-state controller design is included. A chapter on optimal control of polynomial systems is designed to give the reader sufficient background for further study in the field of adaptive control.

The authors demonstrate through numerous examples that computer simulations of optimal controllers are easy to implement and help give the reader an intuitive feel for the equations. To help build the reader's confidence in understanding the theory and its practical applications, the authors have provided many opportunities throughout the book for writing simple programs.

Optimal Control will also serve as an invaluable reference for control engineers in the industry. It offers numerous tables that make it easy to find the equations needed to implement optimal controllers for practical applications. All simulations have been performed using MATLAB and relevant Toolboxes.

Optimal Control assumes a background in the state-variable representation of systems; because matrix manipulations are the basic mathematical vehicle of the book, a short review is included in the appendix.

A lucid introductory text and an invaluable reference, Optimal Control will serve as a complete tool for the professional engineer and advanced student alike.

As a superb introductory text and an indispensable reference, this new edition of Optimal Control will serve the needs of both the professional engineer and the advanced student in mechanical, electrical, and aerospace engineering. Its coverage encompasses all the fundamental topics as well as the major changes of recent years, including output-feedback design and robust design. An abundance of computer simulations using MATLAB and relevant Toolboxes is included to give the reader the actual experience of applying the theory to real-world situations. Major topics covered include:

  • Static Optimization
  • Optimal Control of Discrete-Time Systems
  • Optimal Control of Continuous-Time Systems
  • The Tracking Problem and Other LQR Extensions
  • Final-Time-Free and Constrained Input Control
  • Dynamic Programming
  • Optimal Control for Polynomial Systems
  • Output Feedback and Structured Control
  • Robustness and Multivariable Frequency-Domain Techniques
 

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Contents

Static Optimization
1
Optimal Control of DiscreteTime Systems
27
Optimal Control of ContinuousTime Systems
129
The Tracking Problem and Other LQR Extensions
215
FinalTimeFree and Constrained Input Control
259
Dynamic Programming
315
Optimal Control for Polynomial Systems
347
Output Feedback and Structured Control
359
Control
409
Robustness and Multivariable FrequencyDomain Techniques
421
Appendix A
509
Appendix B
521
References
529
Index
535
Copyright

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About the author (1995)

FRANK L. LEWIS is the Moncrief-O'Donnell Professor at the Automation and Robotics Research Institute of the University of Texas at Arlington. Dr. Lewis is the author/coauthor of 80 journal papers and the books, Optimal Estimation; Applied Optimal Control and Estimation; Aircraft Control and Simulation; Control of Robot Manipulators; and Robot Control. He is associate editor of Circuits, Systems, and Signal Processing. The recipient of numerous awards for research and teaching, Dr. Lewis is also a Fellow of the IEEE.

VASSILIS L. SYRMOS is an Associate Professor in the Department of Electrical Engineering at the University of Hawaii at Manoa. Dr. Syrmos's interests include geometric and algebraic approaches in linear system theory and numerical methods for feedback design in control systems. His research is currently supported by the National Science Foundation and the Advanced Research Projects Agency.

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