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.
| ISBN: | 9783540541707 |
| Publication date: | 8th October 1991 |
| Author: | Volker L Mehrmann |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 176 pages |
| Series: | Lecture Notes in Control and Information Sciences |
| Genres: |
Automatic control engineering Cybernetics and systems theory Optimization Maths for engineers |