Discrete Systems Analysis, Control and Optimization

More and more digital devices are being used for informa­ tion processing and control purposes in a variety of systems applications, including industrial processes, power networks, biological systems and communication networks. This trend has been helped

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M. S. Mahmoud ·M. G. Singh

Discrete Systems Analysis, Control and Optimization

With 87 Figures

Springer-Verlag Berlin Heidelberg New York Tokyo 1984

MAGDI S.MAHMOUD Professor, Electrical and Computer Engineering Dept. Kuwait University - Kuwait MADAN G. SINGH Professor of Control Engineering at U.M.I.S.T. Manchester, u.K.

e-JSBN-I3 :978-3-642-82327-5 ISBN-I3 :978-3-642-82329-9 DOl: 10.1007/978-3-642-82327-5 Library of Congress Cataloging in Publication Data Mahmoud, Magdi S. Discrete systems, analysis, control, and optimization. (Communications and control engineering series) Bibliography: p. 1. Discrete~time'systems. 2. Control theory. 3. Mathematical optimization. I. Singh, Madan G. III. Series. QA 402.M29 1984 621.38 84-13915 This work is subject to copyright. All rights are reserved, whether the whole orpart of the material is concerned, specifically those of translation, reprinting, fe-use of illustrations, broadcasting, reproduction by photocopying machine or similar means, and storage in data banks. Under § 54 of the German Copyright Law where copies are made for other than private use, a fee is payable to "Verwertungsgesellschaft Wort", Munich. © Springer-Verlag Berlin, Heidelberg 1984

Sortcover reprint of the hardcover 1st edition

1984

The use of registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. 2061/3020-543210

Vedic.a:ted :to

Medhat, Monda and Salwa (M. S. MAHMOUD)

Alexandre and Anne-Marie (M.

G.

SINGH)

Preface

More and more digital devices are being used for information processing and control purposes in a variety of systems applications, including industrial processes, power networks, biological systems and communication networks.

This trend has

been helped by the advent of microprocessors and the consequent availability of cheap distributed computing power.

For those

applications, where digital devices are used, it is reasonable to model the system in discrete-time.

In addition there are

other application areas, e.g. econometric systems, business systems, certain command and control systems, environmental systems, where the underlying models are in discrete-time

and

here discrete-time approaches to analysis and control are

the

most appropriate. In order to deal with these two situations, there has been a lot of interest in developing techLiques which allow us to do analysis, design and control of discrete-time systems. This book provides a comprehensive treatment of discretetime dynamical systems.

It covers the topics of modelling,

optimization techniques and control design.

The book is

designed to serve as a text for teaching at the first year graduate level. The material included is organized into eight chapters. In the first chapter, a number of discrete-time models taken from various fields are given to motivate the reader. The rest of the book (seven chapters) Analy~i~

(part I),

(part III