OPTIMAL CONTROL SYSTEMS A. A. FEL’DBAUM INSTITUTE OF AUTOMATICS AND TELEMECHANICS MOSCOW, USSR TRANSLATED BY A. KRAIMAN 1965 ACADEMIC PRESS New York and LondonCoryricut © 1965, By ACADEMIC Press Inc. ALL RIGHTS RESERVED. NO PART OF THIS BOOK MAY BE REPRODUCED IN ANY FoRM, BY PHOTOSTAT, MICRORILM, OR ANY OTHER MEANS, WITHOUT WRITTEN PERMISSION FROM THR PUBLISHERS, ACADEMIC PRESS INC. 111 Fifth Avenue, New York, New York 10003 United Kingdom Edition published by ACADEMIC PRESS INC. (LONDON) LTD. Berkeley Square House, London W.1 Liprary oF Concress CaTatog Carp Numper: 65-26397 PRINTED IN THE UNITED STATES OF AMERICA OPTIMAL CONTROL SYSTEMS WAS ORIGINALLY PUBLISHED AS: OSNOVY TEORII OPTIMAL’'NYKH AVTOMATICHESKIKH SISTEM. BY FlzMara1z, Moscow, 1963Foreword to the Russian Edition The rapid development of various branches of the theory of optimal automatic systems has made timely an attempt to cover the fundamental aspects of this theory from some unified point of view. Such an attempt was undertaken by the author in the chapter “Optimal systems” published in the collection ‘Disciplines and Techniques of Systems Control” under the editorship of Dr. Peschon (Luxembourg), and also ina course of lectures delivered in 1961-1962 to post-graduate students and employees of the Institute of Automation and Remote Control. The point of view presented there has been taken as the basis for the present book. It determined the sequence of presentation. The book is divided into six chapters. In the first chapter the statement of the problem is given, in the second a survey of the mathematical means applicable to its solution. The third chapter is devoted to so-called systems with complete information, and the fourth to those systems with maximal but partial information about the controlled object. In the fifth chapter the theory of systems with partial information about the object and with its passive storage is considered. Finally, in the sixth chapter systems with active information storage are studied. It would have required an excessive increase in the size of the book to delve deeply into the details of the ramifications of the theory. Therefore the author limited himself to the discussion and illustration, by examples, of the fundamental aspects of the theory. Only the minimum information necessary for the investigator is given; moreover, this information is presented at the level of “engineering” rigor. The book on the whole is theoretical, but it has been written, according to the widespread expression, “by the engineer for engineers.” Some very important aspects of research were not included, in particular, the Kolmogoroy-Wiener theory and papers developing it were omitted since there is extensive literature in this field. The author considers it his accepted duty to thank Ya. Z. Tsypkin and A. G. Butkovskii for discussing a number of points, A. V. Khram for help with the compilation of the bibliography and revising dates, and K. Man’chak, R. C. Rutman, V. N. Novosel’tsev, E. P. Maslov, V. P. Zhivoglyadov, and I. V. Tim for much help with the appearance and editing of the manuscript. A. A, FEL’DBAUM August 14, 1962 vii