Control theory for linear systems Harry L. Trentelman Research Institute of Mathematics and Computer Science University of Groningen P.O. Box 800, 9700 AV Groningen The Netherlands Tel. +31-50-3633998 Fax. +31-50-3633976 E-mail.
[email protected] Anton A. Stoorvogel Dept. of Mathematics and Computing Science Eindhoven Univ. of Technology P.O. Box 513, 5600 MB Eindhoven The Netherlands Tel. +31-40-2472378 Fax. +31-40-2442489 E-mail.
[email protected] Malo Hautus Dept. of Mathematics and Computing Science Eindhoven Univ. of Technology P.O. Box 513, 5600 MB Eindhoven The Netherlands Tel. +31-40-2472628 Fax. +31-40-2442489 E-mail.
[email protected] May 15, 2002 2 Preface This book originates from several editions of lecture notes that were used as teach- ing material for the course ‘Control Theory for Linear Systems’, given within the framework of the national Dutch graduate school of systems and control, in the pe- riod from 1987 to 1999. The aim of this course is to provide an extensive treatment of the theory of feedback control design for linear, finite-dimensional, time-invariant state space systems with inputs and outputs. One of the important themes of control is the design of controllers that, while achieving an internally stable closed system, make the influence of certain exogenous disturbance inputs on given to-be-controlled output variables as small as possible. In- deed, in the appropriate sense this theme is covered by the classical linear quadratic regulator problem and the linear quadratic Gaussian problem, as well as, more re- cently, by the H2 and H∞ control problems.