LINEAR OPTIMAL CONTROL SYSTEMS（线性最优控制系统）.pdf

1 LINEAR OPTIMAL CONTROL SYSTEMS Linear Optimal Control Systems I I HUIBERT KWAKERNAAK Twente Uniucrdy of Technology Enrchcde, The Nefherlur~ds i I RAPHAEL SIVAN Technion, I m e l Institute of Technology Hoifo, Israel WILEY-INTERSCIENCE, a Diuision of John Wiley Sons, Inc. New York .Chichester - Brisbane .Toronto Copyright 01972, by Jo!m Wiley Sons, Inc. All rights reserved. Published simultaneously in Canada. Reproduclion or translation of any part of this work beyond that permitted by Sections 107or 108of the 1976UnitedStates Copyright Act without the permission of the copyright owner is unlawful. Requests for permission or further information should be addressed to the Permissions Department. John Wiley Sons, Inc. Librnry of Corrgress Cofnlogir~gin Publimiion Drtla: Kwakernaak, Huibert. Linear optimal control systems. Bibliography: p. 1. Conlrol theory. 2. Automatic control. I. Sivan, Raphael, joint author. 11. Title Printed in the United Stat= o i America 10 9 8 7 6 To ~ i l i n eAnnemorie,, and Martin H. K. In memory of my parents Yelnrda and Toua and to my wife Ilana R. S. PREFACE During the last few years modem linear control theory has advanced rapidly and is now being recognized as a powerful and eminently practical tool for the solution of linear feedback control problems. The main characteristics of modern linear control theory are the state space description of systems, optimization in terms of quadratic performance criteria, and incorporation of Kalman-Bucy optimal state reconstruction theory. The significant