Preface |
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Introduction |
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§ 0.1. Problems of mathematical control theory |
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3 | |
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8 | |
PART I. Elements of classical control theory |
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10 | |
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Chapter 1. Controllability and observability |
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10 | |
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§ 1.1. Linear differential equations |
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10 | |
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§ 1.2. The controllability matrix |
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14 | |
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17 | |
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§ 1.4. A classification of control systems |
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21 | |
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§ 1.5. Kalman decomposition |
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23 | |
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25 | |
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27 | |
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Chapter 2. Stability and stabilizability |
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28 | |
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§ 2.1. Stable linear systems |
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28 | |
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§ 2.2. Stable polynomials |
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32 | |
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34 | |
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§ 2.4. Stability, observability, and Liapunov equation |
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40 | |
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§ 2.5. Stabilizability and controllability |
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43 | |
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§ 2.6. Detectability and dynamical observers |
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46 | |
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49 | |
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Chapter 3. Realization theory |
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50 | |
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§ 3.1. Impulse response and transfer functions |
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§ 3.2. Realizations of the impulse response function |
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54 | |
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§ 3.3. The characterization of transfer functions |
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60 | |
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61 | |
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Chapter 4. Systems with constraints |
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62 | |
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§ 4.1. Bounded sets of parameters |
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62 | |
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64 | |
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72 | |
PART II. Nonlinear control systems |
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73 | |
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Chapter 1. Controllability and observability of nonlinear systems |
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73 | |
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§ 1.1. Nonlinear differential equations |
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§ 1.2. Controllability and linearization |
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77 | |
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81 | |
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§ 1.4. The openness of attainable sets |
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84 | |
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88 | |
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91 | |
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Chapter 2. Stability and stabilizability |
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§ 2.1. Differential inequalities |
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§ 2.2. The main stability test |
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§ 2.4. The Liapunov function method |
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§ 2.5. La Salle's theorem |
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§ 2.6. Topological stability criteria |
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108 | |
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§ 2.7. Exponential stabilizability and the robustness problem |
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§ 2.8. Necessary conditions for stabilizability |
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§2.9. Stabilization of the Euler equations |
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Chapter 3. Realization theory |
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121 | |
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121 | |
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§ 3.2. Partial realizations |
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122 | |
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126 | |
PART III. Optimal control |
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127 | |
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Chapter 1. Dynamic programming |
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127 | |
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§ 1.1. Introductory comments |
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127 | |
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§ 1.2. Bellman's equation and the value function |
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128 | |
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§ 1.3. The linear regulator problem and the Riccati equation |
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133 | |
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§ 1.4. The linear regulator and stabilization |
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136 | |
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141 | |
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Chapter 2. Dynamic programming for impulse control |
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142 | |
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§ 2.1. Impulse control problems |
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142 | |
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§ 2.2. An optimal stopping problem |
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144 | |
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§ 2.3. Iterations of convex mappings |
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§ 2.4. The proof of Theorem 2.1 |
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146 | |
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151 | |
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Chapter 3. The maximum principle |
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152 | |
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§ 3.1. Control problems with fixed terminal time |
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152 | |
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§ 3.2. An application of the maximum principle |
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§ 3.3. The maximum principle for impulse control problems |
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157 | |
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§ 3.4. Separation theorems |
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162 | |
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§ 3.5. Time-optimal problems |
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164 | |
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169 | |
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Chapter 4. The existence of optimal strategies |
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170 | |
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§ 4.1. A control problem without an optimal solution |
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170 | |
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§ 4.2. Fillipov's theorem |
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171 | |
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175 | |
PART IV. Infinite dimensional linear systems |
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176 | |
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Chapter 1. Linear control systems |
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176 | |
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176 | |
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§ 1.2. Semigroups of operators |
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177 | |
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§ 1.3. The Hille–Yosida theorem |
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185 | |
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188 | |
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§ 1.5. Important classes of generators and Lions' theorem |
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190 | |
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§ 1.6. Specific examples of generators |
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194 | |
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§ 1.7. The integral representation of linear systems |
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202 | |
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205 | |
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Chapter 2. Controllability |
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206 | |
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§ 2.1. Images and kernels of linear operators |
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206 | |
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§ 2.2. The controllability operator |
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209 | |
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§ 2.3. Various concepts of controllability |
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212 | |
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§ 2.4. Systems with self-adjoint generators |
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213 | |
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§ 2.5. Controllability of the wave equation |
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218 | |
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220 | |
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Chapter 3. Stability and stabilizability |
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221 | |
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§ 3.1. Various concepts of stability |
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221 | |
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§ 3.2. Liapunov's equation |
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226 | |
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§ 3.3. Stabilizability and controllability |
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227 | |
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231 | |
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Chapter 4. Linear regulators in Hilbert spaces |
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232 | |
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232 | |
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§ 4.2. The operator Riccati equation |
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234 | |
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§ 4.3. The finite horizon case |
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236 | |
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§ 4.4. The infinite horizon case: Stabilizability and detectability |
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240 | |
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243 | |
Appendix |
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244 | |
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244 | |
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245 | |
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247 | |
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§ A.4. Bochner's integral |
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248 | |
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§ A.5. Spaces of continuous functions |
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250 | |
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§ A.6. Spaces of measurable functions |
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250 | |
References |
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252 | |
Notations |
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256 | |
Index |
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257 | |