Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. An optimal control is a set of differential equations describing the paths of the control variables that minimize the cost functional.

This book, Continuous Time Dynamical Systems: State Estimation and Optimal Control with Orthogonal Functions, considers different classes of systems with quadratic performance criteria. It then attempts to find the optimal control law for each class of systems using orthogonal functions that can optimize the...