Optimal Control: An Introduction (Hardcover, 2001)

1 Introduction.- 2 The Hamilton-Jacobi theory.- 3 The LQ problem.- 4 The LQG problem.- 5 The Riccati equations.- 6 The Maximum Principle.- 7 Second variation methods.- A Basic background.- A.1 Canonical decomposition.- A.2 Transition matrix.- A.3 Poles and zeros.- A.4 Quadratic forms.- A.5 Expected value and covariance.- B Eigenvalues assignment.- B.1 Introduction.- B.2 Assignment with accessible state.- B.3 Assignment with inaccessible state.- B.4 Assignment with asymptotic errors zeroing.- C Notation.- List of Algorithms, Assumptions, Corollaries.