Mono- and multivariable control and estimation. Linear, quadratic and LMI methods. (Q983241)

This book presents the various design methods of a state-feedback control law and of an observer. The considered systems are of continuous-time and of discrete-time nature, monovariable or multivariable, the last ones being of main consideration. Three different approaches are described: * Linear design methods, with an emphasis on decoupling strategies, and a general formula for multivariable controller or observer design; * Quadratic optimization methods: Linear Quadratic Control (LQC), optimal Kalman filtering, Linear Quadratic Gaussian (LQG) control; * Linear Matrix Inequalities (LMIs) to solve linear and quadratic problems. The duality between control and observation is taken to advantage and extended up to the mathematical domain. The main advantage of the book is that the author presents the material in a simple but rigorous way, which is frequently related with some original considerations. Another advantage is a large number of exercises, all given with their detailed solutions, mostly obtained with MATLAB, which reinforce and exemplify the practical orientation of this book. The programs, created by the author for their solving, are available on the Internet sites of Springer and of MathWorks for downloading. However, adding sometimes in these examples some intermediate formulas, but not only the results obtained from MATLAB, would help the reader in better familiarizing oneself with the presented theory. The author gives a basic prerequisites for the reader in Appendices, to make it easier the study of the book. They concern: State Space Representations of the Systems, Matrix Calculus, Linear Algebra and Probability Calculus. The insignificant overlooking's like e.g. that is not noticed, that the discrete-time state equations, resulting from sampling of the continuous-time ones, have always the matrix \(D=0\), does not influence a high rating of the book. This book is targeted at students of Engineering Schools or Universities, at the Master's level, at engineers desiring to design and implement innovative control methods, and at researchers.