Optimization and Dynamical Systems

This work is aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control sys­ tems, signal processing, and linear algebra. The motivation for the results developed here arises from advanc

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Uwe Helmke and John B. Moore

Optimization and Dynamical Systems With 32 Figures

,

Springer

Uwe Helmke, PhD Department of Mathematics, University of Wilrzburg, D-97074 Wilrzburg, Germany John B. Moore, PhD Department of Systems Engineering and Cooperative Research Centre for Robust and Adaptive Systems, Research School of Information Sciences and Engineering, Australian National University, Canberra, ACT 0200, Australia Series Editors

B.W. Dickinson. A. Fettweis • J.L. Massey. J.W. Modestino E.n. Sontag • M. Thoma

ISBN 978-1-4471-3469-5 ISBN 978-1-4471-3467-1 (eBook) DOI 10.1007/978-1-4471-3467-1 British Library Cataloguing in Publication Data Helmke. Uwe Optimization and Dynamical Systems. (Communications & Control Engineering Series) I. Title II. Moore. John B. III. Series 515.352

Library of Congress Cataloging-in-Publication Data A catalog record for this book is available from the Library of Congress Apart from any fair dealing for the purposes of research or private study. or criticism or review. as permitted under the Copyright. Designs and Patents Act 1988. this publication may only be reproduced. stored or transmitted. in any form or by any means. with the prior permission in writing of the publishers. or in the case of reprographic reproduction in accordance with the terms of licences issued by the Copyright Licensing Agency. Enquiries concerning reproduction outside those terms should be sent to the publishers.

e Springer-Verlag London Limited 1994 3rd printing 1996 The publisher makes no representation. express or Implied. with regard to the accuracy of the information contained in this book and cannot accept any legal responsibility or liability for any errors or omissions that may be made. Typesetting: Camera ready by authors 69/3830-5432 Printed on acid-free paper

Preface This work is aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control systems, signal processing, and l