Anderson B.D.O., Moore J.B. Linear Optimal Control

Prentice Hall, 1971. — xiv, 399 p. — (Prentice Hall Networks Series). — ISBN 978-0135368701.A must-have book. It covers basic theory of the optimal regulator as well as its properties and applications. Having presented the basic things, the authors proceed to more complex systems and consider also the computational aspects.Basic theory of the optimal regulator.
The standard regulator problem-I.
The standard regulator problem-II.
The regulator with a prescribed degree of stability.
Properties and application of the optimal regulator.
Properties of regulator systems with a classical control interpretation.
Insertion of nonlinearities in optimal regulators.
Sensitivity aspects of optimal regulators.
State estimator design.
System design using state estimators.
Extensions to more complex problems.
Optimal linear regulators with input disturbances.
Tracking systems.
Optimal regulators with dual-mode control.
Optimal linear regulators with controller constraints.
Two further topics.
Computational aspects.
Solution of the Riccati equation.
Appendices.
Brief review of some results of matrix theory.
Brief review of several major results of linear system theory.