ABSTRACT
Optimal control deals with the solution of one of the most celebrated problems of modern control theory. The optimal linear regulator problem is a special, but very important, optimal control problem. The optimal linear servomechanism problem is a generalization of the optimal linear regulator problem. The solution of the optimal servomechanism problem will be determined using the same technique which was applied for the solution of the optimal regulator problem. The cost criterion is usually formulated so as to express some physical quantity. This way, the very idea of minimization of a cost criterion has a practical meaning, as for example the minimization of the control effort energy, and the energy dissipated by the system. This chapter considers the optimal control of linear systems, and examines specialized optimization methods which facilitate the solution of optimal control design problems.
