You are on page 1of 275
a OPTIMAL CONTROL Second Edition Dept. of Elie Engineering Universi of Texas a Aeigton AAdingon, TX YASSILIS L. SYRMOS enol Brisbane + Terni + Singapore Dh ~ tert 4 To Theres coud Christopher who have opened my exes Ta my father, ms fist teacher sits Simos Cope © 185 Allah eee A ia a Ca, ier of Caner Cain i Pbason Dw: pau thats PREFACE Tis tk sited frase ina second grate course in mar coat theory. A huckesound in the steerable representation spe Is a ‘med. Matrix manipulations are the basic mathematical vehicle an fo those ‘hose metnory nee eesing, Append A provides a shoe review. "The book ls intended a erence. Nemerous tbls make i easy 10 fd the eastionsnoeded to plement optimal eomtollers for practical ap pleation. ‘Orinieractons with matee a be ide int wo categories: obsersation and ston. Wile observing, we process daa fom a essentially une o0per Sve universe to oben kavwledge, Based this Knowledge, we at ‘xheve ow goals This bk empusizes te contol of systems asming ‘efect am comple knowledge. The dual ode of exiting the ate of ‘ur surourdings is hnely studied t th cad ofthe Boo. A grons couse in opal etn rege to comacemously compote the pte be: itor i this txt ‘Our ination was to present optimal contro theory in clear a det fasion, Thi pal satually scutes he more se pins unansvered ‘gosto seared thoughout the Bld of modern system tory. Wha a> ers here ay competed picture sip atl a growing bay of knowledge thot can be epee fom seeral points af view, an that Takes on erent Perot ss ne excarch fs complet ‘We have tied fo show th many examples that computer sinlations of inal coals ae esy to implementa are an eset pr of guning dn inv fl forthe equ, Suadents sould beable ro wate imple Progra as hey progres through the bok, o convince tbessces that ey Rive cimtdease i he tory and understand spacial implications.