Optimization of linear control systems : analytical methods and computational algorithms

The authors present analytical methods for synthesis of linear stationary and periodical optimal controlled systems, and create effective computational algorithms for synthesis of optimal regulators and filters. The procedures of Youla-Jabr-Bongiorno (1976) and Desoer-Lin-Murray-Saeks (1980) are special cases of this procedure. The monograph also includes original computational algorithms (solutions of usual and generalized Lyapunov and Riccati equations, polynomial matrix factorization) and illustrates the effectiveness of these algorithms by examples in the field of numerical methods for optimization of linear controlled systems.

Introduction to the series; Preface; Introductio; Linear quadratic problem; Method of H2-optimizaiton (frequency method of synthesis); Computing algorithms of the state method; Computing algorithms of the frequency method of synthesis; References; Index