ABSTRACT
In very general terms, control problems can be formulated as follows: "Choose the control signal so that the system behaves as well as possible". The difficulty often lies in the formulation of what "as well as possible" means. If it is possible to give a mathematical criterion, there is a completely systematic method for control design: solve the mathematical optimization problem. We have used this point of view in Chapter 9. There the system is assumed to be linear, and the criterion is a quadratic function. This approach can, however, be extended to much more general situations. We will first look at a classic example.
