By Arthur E. Bryson
Whereas many books disguise the speculation of optimum layout, few support readers to truly observe it. this quantity is without doubt one of the first to assist readers in using the idea of optimum regulate to unravel useful difficulties within the face of uncertainty. Bryson covers random inputs and random blunders in size, uncertainty in inputs from the surroundings, and uncertainty within the parameters of the dynamic version. He additionally addresses static and dynamic estimation, random techniques, different types of controllers, smoothers, and filters. Pedagogic positive factors comprise 1000s of difficulties and labored examples, a CD-ROM complement containing MATLAB codes of the OPTEST toolbox, and code for the examples, figures, and plenty of of the issues.
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Extra info for Applied Linear Optimal Control:Examples and Algorithms
The book can also be used as a practical research reference for engineers dealing with SMC, optimal control, and state estimation problems for uncertain parameter-switching hybrid systems. The aim of this book is to close the gap in literature by providing a unified, neat framework for SMC of uncertain parameter-switching hybrid systems. In general, this book aims at third- or fourth-year undergraduates, postgraduates and academic researchers. Prerequisite knowledge includes linear algebra, matrix analysis, linear control system theory, and stochastic systems.
Therefore, in general, all subsystems’ stability assumptions are not sufficient to ensure stability for the switched systems under arbitrary switching. On the other hand, if there exists a common quadratic Lyapunov function (CQLF) for all the subsystems, then the stability of the switched system is guaranteed under arbitrary switching. Generally speaking, the existence of a CQLF is only sufficient for the asymptotic stability of linear switched hybrid systems under arbitrary switching, and could be rather conservative.
In  investigated the SMC of Markovian stochastic systems by designing an integral mode-dependent sliding surface; Ma and Boukas in  proposed a singular system approach to robust sliding mode control for uncertain Markovian jump systems; Chen et al. in  developed an adaptive SMC for stochastic Markovian jump systems with actuator degradation. For switched hybrid systems, Wu and Lam in  proposed a linear mode-independent sliding surface in designing SMC for switched hybrid systems with time delay, and then the results were developed to deal with the SMC design problem for switched stochastic systems in .
Applied Linear Optimal Control:Examples and Algorithms by Arthur E. Bryson