Parallel algorithms for optimal control of large scale linear systems (Q684753)

This book presents the parallel algorithms for optimal controllers of large scale linear dynamical systems, namely for singularly perturbed and weakly coupled linear systems. It is an improved and extended version of a previous monograph, the first author, \textit{D. Petkovski} and the second author [Singularly perturbed and weakly coupled linear control systems -- a recursive approach, Lecture Notes in Control and Information Sciences, 140 (1990; Zbl 0697.93023)], and mainly based on the authors recent research papers. After deriving recursive algorithms for the algebraic Lyapunov and Riccati equation and presenting a version of the Chang decoupling transformation applicable to weakly coupled linear systems, the authors study the computation problems of deterministic output feedback control, linear-quadratic Gaussian estimation and control, finite time open-loop control and optimal control, singularly perturbed and weakly coupled systems, differential games, high gain feedback and cheap control as well as composite near-optimal control. The parallel algorithms and real world examples are given.