Optimal and Robust Control

Assigned (compulsory) reading

You are asked to get a copy of the book [1] by Skogestad & Postlethwaite. A (limited) number of copies is in the faculty library in NTK in Dejvice. Get the book (or order it, you will not regret, but make sure you get the 2nd edition), we will use it till the end of the semester.

And read the section 9.2 (pages 344 through 352) for a brief overview of the topic. It will not be different from what you get in the lecture, but you may appreciate another perspective.

[1] S. Skogestad, I. Postlethwaite. Multivariable feedback control: analysis and design. 2nd edition, Wiley, 2005.

Recommended (not compulsory) further reading

The topic of LQG is perhaps one of the topics that are discussed in optimal control literature at a greatest detail. Be it the in the classics such as Anderson & Moore, Athans & Falb, Bryson or Kirk or even some modern references such as Lewis (and dozens of others).

Nonetheless, in this course our treatment will be intentionally only partial - we are mostly skipping the discussion of stochastic aspects, including a derivation of Kalman filter. The reason is that this will be covered carefully by another course within our study program - B3M35OFD - Estimation, filtering and detection. Therefore we could hapily live in our course with the short overview provided by the excellent textbook [1] by Skogestad & Postlethwaite.

[2] Bryson, Arthur E., Jr., and Yu-Chi Ho. 1975. Applied Optimal Control: Optimization, Estimation and Control. Revised edition. CRC Press.

[3] Athans, Michael, and Peter L. Falb. 2006. Optimal Control: An Introduction to the Theory and Its Applications. Dover Publications.

[4 ]Kirk, Donald E. 2004. Optimal Control Theory: An Introduction. Dover Publications.

[5] Lewis, Frank L., and Vassilis L. Syrmos. 1995. Optimal Control, 2nd ed. Wiley-Interscience.