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1 results

  • 1 - A First Example: Optimal Quadratic Control

  • from Part I - Lectures on Basics with Examples
  • Patrick Dewilde, Technische Universität München, Klaus Diepold, Technische Universität München, Alle-Jan Van der Veen, Technische Universiteit Delft, The Netherlands
  • Book:
    Time-Variant and Quasi-separable Systems
    Published online:
    24 October 2024
    Print publication:
    31 October 2024, pp 3-20

  • Summary

    The book starts out with a motivating chapter to answer the question: Why is it worthwhile to develop system theory? To do so, we jump fearlessly in the very center of our methods, using a simple and straight example in optimization: optimal tracking. Although optimization is not our leading subject– which is system theory– it provides for one of the main application areas, namely the optimization of the performance of a dynamical system in a time-variant environment (for example, driving a car or sending a rocket to the moon). The chapter presents a recursive matrix algebra approach to the optimization problem, known as dynamic programming. Optimal tracking is based on a powerful principle called “dynamic programming,” which lies at the very basis of what ”dynamical” means.