Continuous Time Dynamical Systems : State Estimation and Optimal Control with Orthogonal Functions (Paperback)

Introduction
Optimal Control Problem
Historical Perspective
Organization of the Book

Orthogonal Functions and Their Properties
Introduction
Block-Pulse Functions (BPFs)
Legendre Polynomials (LPs)
Shifted Legendre Polynomials (SLPs)
Nonlinear Operational Matrix
Rationale for Choosing BPFs and SLPs

State Estimation
Introduction
Inherent Filtering Property of OFs
State Estimation
Illustrative Examples
Conclusion

Linear Optimal Control Systems Incorporating Observers
Introduction
Analysis of Linear Optimal Control Systems Incorporating Observers
Illustrative Example
Conclusion

Optimal Control of Systems Described by Integro-Differential Equations
Introduction
Optimal Control of LTI Systems Described by Integro-Differential Equations
Illustrative Example
Conclusion

Linear-Quadratic-Gaussian Control
Introduction
LQG Control Problem
Unified Approach
Illustrative Example
Recursive Algorithms
Conclusion

Optimal Control of Singular Systems
Introduction
Recursive Algorithms
Unified Approach
Illustrative Examples
Conclusion

Optimal Control of Time-Delay Systems
Introduction
Optimal Control of Multi-Delay Systems
Optimal Control of Delay Systems with Reverse Time Terms
Conclusion

Optimal Control of Nonlinear Systems
Introduction
Computation of the Optimal Control Law
Illustrative Examples
Conclusion

Hierarchical Control of Linear Systems
Introduction
Hierarchical Control of LTI Systems with Quadratic Cost Functions
Solution of Hierarchical Control Problem via BPFs
Extension to Linear Time-Varying Systems
Computational Algorithm
Illustrative Examples
Conclusion