The aim of this guide is to prepare students to use linear quadratic Gaussian methods effectively in designing control systems. Exploring linear optimal control from an engineering viewpoint, with step-by-step explanations, the text introduces the basic theory of the linear regulation/tracker for time-invariant and time-varying systems. It uses the principles of optimality to introduce the Hamilton-Jacobi equation and explores state estimation and robust controller design using state estimate feedback. Also covered are ...
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The aim of this guide is to prepare students to use linear quadratic Gaussian methods effectively in designing control systems. Exploring linear optimal control from an engineering viewpoint, with step-by-step explanations, the text introduces the basic theory of the linear regulation/tracker for time-invariant and time-varying systems. It uses the principles of optimality to introduce the Hamilton-Jacobi equation and explores state estimation and robust controller design using state estimate feedback. Also covered are topics of loop transfer recovery techniques, frequency shaping and controller reduction for both scalar and multivariate systems, as well as degrees of stability, phase and gain margin, tolerance of time delay, effect of nonlinearities, asymptotic properties and various sensitivity problems.
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