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The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution (Lecture Notes in Control & Information Sciences) - Softcover
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The Autonomous Linear Quadratic Control Problem Covers the theory and numerical solution of general autonomous linear quadratic optimal control problems (continuous and discrete) with differential algebraic equation constraints. This book incorporates developments on differential algebraic equations, Riccati equations and invariant subspace problems. Full description
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The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution (Lecture Notes in Control & Information Sciences)
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