© 1995

Finite Horizon H and Related Control Problems


Part of the Systems Control: Foundations & Applications book series (SCFA)

Table of contents

About this book


HIS book presents a generalized state-space theory for the analysis T and synthesis of finite horizon suboptimal Hoo controllers. We de­ rive expressions for a suboptimal controller in a general setting and propose an approximate solution to the Hoo performance robustness problem. The material in the book is taken from a collection of research papers written by the author. The book is organized as follows. Chapter 1 treats nonlinear optimal control problems in which the cost functional is of the form of a quotient or a product of powers of definite integrals. The problems considered in Chap­ ter 1 are very general, and the results are useful for the computation of the actual performance of an Hoo suboptimal controller. Such an application is given in Chapters 4 and 5. Chapter 2 gives a criterion for the evaluation of the infimal Hoc norm in the finite horizon case. Also, a differential equation is derived for the achievable performance as the final time is varied. A general suboptimal control problem is then posed, and an expression for a subopti­ mal Hoo state feedback controller is derived. Chapter 3 develops expressions for a suboptimal Hoo output feedback controller in a very general case via the solution of two dynamic Riccati equations. Assuming the adequacy of linear expressions, Chapter 4 gives an iterative procedure for the synthesis of a suboptimal Hoo controller that yields the required performance even under parameter variations.


Finite Mathematics Systems & Control equation function optimal control system

Authors and affiliations

  1. 1.Flight Dynamics and Control Branch Air Vehicle & Crew Systems Technoly Dept.Naval Warfare Center Aircraft DivisionWarminsterUSA

Bibliographic information

  • Book Title Finite Horizon H∞ and Related Control Problems
  • Authors M.Bala Subrahmanyam
  • Series Title Systems Control: Foundations & Applications
  • DOI
  • Copyright Information Birkhäuser Boston 1995
  • Publisher Name Birkhäuser Boston
  • eBook Packages Springer Book Archive
  • Hardcover ISBN 978-0-8176-3811-5
  • Softcover ISBN 978-1-4612-8718-6
  • eBook ISBN 978-1-4612-4272-7
  • Edition Number 1
  • Number of Pages X, 122
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Systems Theory, Control
  • Buy this book on publisher's site
Industry Sectors
Finance, Business & Banking


"The book is well composed, contains many examples and bibliographical references and can be recommended to everyone interested in the subject."   
--Zentralblatt Math.