H2 Optimal Control

by Ali Saberi, Ben M. Chen

This text presents a state-of-the-art view of H2, optimal control theory and the various design methods associated with it. The practical implications of these methods are considered throughout, and numerically implementable algorithms are provided for every aspect of the book, be it analysis or design. Such algorithms can easily be implemented by the use of commercially available software packages on linear algebra such as MATLAB.

464 pages, Hardcover

First published September 13, 1995