CRC Press Continuous Time Dynamical Systems: State Estimation and Optimal Control with Orthogonal Functions

Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. An optimal control is a set of differential equations describing the paths of the control variables that minimize the cost functional. This book, Continuous Time Dynamical Systems: State Estimation and Optimal Control with Orthogonal Functions, considers different classes of systems with quadratic performance criteria. It then attempts to find the optimal control law for each class of systems using orthogonal functions that can optimize the given performance criteria. Illustrated throughout with detailed examples, the book covers topics including: Block-pulse functions and shifted Legendre polynomials State estimation of linear time-invariant systems Linear optimal control systems incorporating observers Optimal control of systems described by integro-differential equations Linear-quadratic-Gaussian control Optimal control of singular systems Optimal control of time-delay systems with and without reverse time terms Optimal control of second-order nonlinear systems Hierarchical control of linear time-invariant and time-varying systems Review "… provides a good introduction of using orthogonal function approaches for state estimation and optimal control problems. … the first book I’ve seem that puts it all together in one text. … The authors provide several detailed examples that clearly explain how the shown theory can be applied. This makes it much easier to understand the basic algorithms."―John L. Crassidis, University at Buffalo, State University of New York "The approach and selection of topics are very appropriate, because the book has considered all the important components of optimal control problems using orthogonal functions. … Overall, the book is quite good and comprehensive."―Anish Deb, University of Caluctta, India "A majority of the presentation relies on existing results; the authors main contribution is contained in Chapters 7–10. This book may be useful to postgraduate and doctoral students interested in system and control theory as well as inspiring to control engineers."―Zentralblatt Math,Vol. 1272