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1、I1Ii),'ArturoLocatelliOptimalControlAnIntroductionBirkhauserVerlagBaselBostonBerlinAuthorArturoLocatelliDipartimentodiElettronicaeInformazionePolitecnicodiMilanoPiazzaL.daVinci3220133MilanoItalye-mail:locatell@elet.polimi.it2000MathematicalSubjectClassification49-01ACIPcatalog
2、uerecordforthisbookisavailablefromtheLibraryofCongress,WashingtonD.C.,USADeutscheBibliothekCataloging-in-PublicationDataLocatelli,Arturo:Optimalcontrol:anintroduction/ArturoLocatelli.-Basel;Boston;Berlin:Birkhauser,2001ISBN3-7643-6408-4ISBN3-7643-6408-4BirkhauserVerlag,Basel-B
3、oston-BerlinThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,re-useofillustrations,recitation,broadcasting,reproductiononmicrofilmsorinotherways,andstorageindatabanks.Foranykindofusepe
4、rmissionofthecopyrightownermustbeobtained.®2001BirkhauserVerlag,P.O.Box133,CH-4010Basel,SwitzerlandMemberoftheBertelsmannSpringerPublishingGroupCoverdesign:MichaLotrovsky,CH-4106Therwil,SwitzerlandPrintedonacid-freepaperproducedofchlorine-freepulp.TCFPrintedinGermanyISBN3-7643
5、-6408-4987654321www.birkhauser.chtoFrancaandmyparentsContentsPreface...................................ix1Introduction..............................1IGlobalmethods2TheHamilton-Jacobitheory2.1Introduction............................92.2Globalsufficientconditions................
6、...102.3Problems.............................183TheLQproblem3.1Introduction............................213.2Finitecontrolhorizon......................223.3Infinitecontrolhorizon......................393.4Theoptimalregulator......................443.4.1Stabilityproperties...:..
7、..............593.4.2Robustnessproperties..................713.4.3Thecheapcontrol....................763.4.4Theinverseproblem...................823.5Problems.............................894TheLQGproblem4.1Introduction............................914.2TheKalrnanfilter...........
8、.............934.2.1Thenormalcase.....................934.2.2
