Reduced Order Systems

ISBN-13: 9783540343585 / Angielski / Miękka / 2006 / 205 str.

Parviz Famouri; Ali A. Jalali; Craig S. Sims

Opis

This monograph presents a detailed and unified treatment of the theory of reduced order systems. Topics include reduced order modeling, reduced order estimation, reduced order control, and the design of reduced order compensators for stochastic systems. Special emphasis is placed on optimization using a quadratic performance criterion. Both continuous and discrete time linear dynamical systems are considered, and state space system representation is used throughout.

Spis treści

Introduction.- Static Problems.- Stationary Processes.- Estimation Over Finite Time Intervals.- Smoothing.- Stochastic Control over Finite Time Intervals.- Innovation Approach to Reduced Order Estimation.- Linear Two-Point Boundary Value Processes .- Reduced Order Filtering for Flexible Space Sructures .- Robust Reduced Order Filtering.