Control theory. Mathematical foundations, methods of design, examples (Q1413044)

The now already 6th edition of the textbook about linear dynamical control systems, which appeared for the first time in 1988, proves the success of the book. It is based on lectures the author has been giving for several years at the ETH in Zürich. The textbook, which is addressed mainly to students in engineering sciences, presents an introduction into the theory of linear control systems with deterministic and stochastic signals in the time and frequency range, and it discusses both classical and modern methods for the design of controllers. It also studies time-continuous and digital controllers, suboptimal observations and Kalman-Bucy filters; the Kalman-Bucy filters are considered in continuous time as well as in a discrete-time framework. Every chapter of the book closes with a collection of exercises whose solutions are given in a separate chapter at the end of the book. This and a series of appendices (on complex numbers, the Bode diagrams for systems of first and second order, and a reminder of elementary properties of linear algebra and probability theory needed for the comprehension of the book) make the textbook not only of high quality but makes it also ideal for self-studies. Compared with the 5th edition, in the 6th edition of the textbook the classical control theory in Chapters 2 and 3 has been revised and enlarged, while Chapters 8--11, which deal with stochastic signal theory, have been tightened up. The major changes made after the 4th edition have been preserved, among them the enlargement of the study of the Laplace and the 2 transformations, the analytic solution of matrix differential equations and the large collection of exercises with solutions. The reader is also referred to some reviews of previous editions (1st (1988) in Zbl 0638.93001; 2nd (1990) in Zbl 0716.93001; 5th (2001) in Zbl 0978.93001).