"This book attempts to reconcile modern linear control theory with classical control theory. One of the major concerns of this text is to present design methods

Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory

Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. An optimal control is a

The theory of optimal control systems has grown and flourished since the 1960's. Many texts, written on varying levels of sophistication, have been published on

Many practical control problems are dominated by characteristics such as state, input and operational constraints, alternations between different operating regi