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1、1LINEAROPTIMALCONTROLSYSTEMSLinearOptimalControlSystemsIIHUIBERTKWAKERNAAKTwenteUniucrdyofTechnologyEnrchcde,TheNefherlur~dsiIRAPHAELSIVANTechnion,ImelInstituteofTechnologyHoifo,IsraelWILEY-INTERSCIENCE,aDiuisionofJohnWiley&Sons,Inc.NewYork.Chichester-Brisbane.TorontoCopyright01972,byJo!mWiley&Sons,
2、Inc.Allrightsreserved.PublishedsimultaneouslyinCanada.ReproduclionortranslationofanypartofthisworkbeyondthatpermittedbySections107or108ofthe1976UnitedStatesCopyrightActwithoutthepermissionofthecopyrightownerisunlawful.RequestsforpermissionorfurtherinformationshouldbeaddressedtothePermissionsDepartme
3、nt.JohnWiley&Sons,Inc.LibrnryofCorrgressCofnlogir~ginPublimiionDrtla:Kwakernaak,Huibert.Linearoptimalcontrolsystems.Bibliography:p.1.Conlroltheory.2.Automaticcontrol.I.Sivan,Raphael,jointauthor.11.TitlePrintedintheUnitedStat=oiAmerica109876To~iline,Annemorie,andMartinH.K.InmemoryofmyparentsYelnrdaan
4、dTouaandtomywifeIlanaR.S.PREFACEDuringthelastfewyearsmodemlinearcontroltheoryhasadvancedrapidlyandisnowbeingrecognizedasapowerfulandeminentlypracticaltoolforthesolutionoflinearfeedbackcontrolproblems.Themaincharacteristicsofmodernlinearcontroltheoryarethestatespacedescriptionofsystems,optimizationin
5、termsofquadraticperformancecriteria,andincorporationofKalman-Bucyoptimalstatereconstructiontheory.Thesignificantad-vantageofmodernlinearcontroltheoryovertheclassicaltheoryisitsap-plicabilitytocontrolproblemsinvolvingmultiinputmultioutputsystemsandtime-varyingsituations;theclassicaltheoryisessentiall
6、yrestrictedtosingle-inputsingle-outputtime-invariantsituations.Theuseoftheterm"modem"controltheorycouldsuggestadisregardfor"classical,"or"conventional,"controltheory,namely,thetheorythatcon-sistsofdesignmethodsbaseduponsuitablyshapingthetransmissionandloopgainfunctions,employingpole-zerotechniques.H
7、owever,wedonotsharesuchadisregard;onthecontrary,webelievethattheclassicalapproachiswell-establishedandprovenbypractice,anddistinguishesitselfbyacnl-lectionofsensibleandusefulgoalsandproblemformulation
