Mathematical Systems Theory III: Linear Quadratic Control and Adaptive Feedback (Texts in Applied Mathematics, 86)

This is the third and final volume of Mathematical Systems Theory.Like the preceding volumes, it presents the mathematical foundations of systems and control theory in a self-contained, comprehensive, detailed, and mathematically rigorous manner.The exposition proceeds from the very general to the more specific, with rigorous mathematics complemented by numerous illustrations and explanatory remarks. Volume III comprises two chapters and an appendix.In contrast to the first two volumes, only continuous-time systems are considered here.Chapter 9 addresses linear-quadratic optimal control and the Riccati equation, while Chapter 10 deals with zero dynamics and adaptive feedback regulation.Distinctive features include:• a comprehensive treatment of the linear-quadratic optimal control problem• a presentation of the bounded real and the Kalman-Yakubovich-Popov Lemma• a systematic development of spectral factorization• a study of the relative degree in state space and frequency domain• a det