"Matrix Mathematics" is a reference work for users of matrices in all branches of engineering, science, and applied mathematics. This book brings together a vast body of results on matrix theory for easy reference and immediate application. Each chapter begins with the development of relevant background theory followed by a large collection of specialized results. Hundreds of identities, inequalities, and matrix facts are stated rigorously and clearly with cross references, citations to the literature, and illuminating remarks. Twelve chapters cover all of the major topics in matrix theory: preliminaries; basic matrix properties; matrix classes and transformations; matrix polynomials and rational transfer functions; matrix decompositions; generalized inverses; Kronecker and Schur algebra; positive-semidefinite matrices; norms; functions of matrices and their derivatives; the matrix exponential and stability theory; and linear systems and control theory. A detailed list of symbols, a summary of notation and conventions, an extensive bibliography with author index, and an extensive index are provided for ease of use. The book will be useful for students at both the undergraduate and graduate levels, as well as for researchers and practitioners in all branches of engineering, science, and applied mathematics.

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Matrix Mathematics: Theory, Facts, and Formulas with Application to Linear Systems Theory

OVER the past few years, there have been significant efforts devoted to the research and development of cooperative unmannedsystems [1–3].The formationflyingofmultipleunmanned aerial vehicles (UAVs) has been studied for radar deception, reconnaissance, surveillance, and surface-to-air-missile jamming in military operations. An example of a cooperative operational scenario of multiple vehicles is that of a small UAV flying over an urban area, dispensingmultiplemicro aerial vehicles to examinepointsof interest fromclosedistances [4].Agroupofwell-organized low-costmultiple vehicles can be far superior to a single high-technology and high-cost UAV in effectiveness. Tactical missile systems as well as UAVs provide more capabilities when they are organized as a coordinated group than when they are operated independently. Modern antiship missiles need to be able to penetrate the formidable defensive systems of battleships such as antiair defense missile systems and close-in weapon system (CIWS). CIWS is a naval shipboard weapon system for detecting and destroying incoming antiship missiles and enemy aircraft at short range. These defensive weapons with powerful fire capability and various strategies seriously intimidate the survivability of the conventional antiship missiles. Hence, antiship missile developers have made great efforts to develop a high-performance missile system with ultimate sea-skimming flight and terminal evasive maneuvering capabilities despite a huge cost. On the other hand, cooperative attack strategies have been studied to enhance survivability of the conventional ones. Here, a cooperative attack means that multiple missiles attack a single target or multiple targets cooperatively or, in a specific case, simultaneously [5,6]. Clearly, it is difficult to defend a group of attackers bursting into sight at the same time, even though each member is the conventional one in performance. So the simultaneous attack ofmultiple missiles is a cost-effective and efficient cooperative attack strategy. A simultaneous attack of a group of missiles against a single common target can be achieved by two ways. The first approach is individual homing, inwhich a common impact time is commanded to all members in advance, and thereafter each missile tries to home on the target on time independently. The second is cooperative homing, inwhich themissiles communicate among themselves to synchronize the arrival times. In other words, the missiles with larger times-to-go try to take shortcuts, whereas others with shorter times-to-go take detours to delay the arrival times. The first concept requires determination of a suitable common impact time before homing, but the second needs online data links throughout the engagement. Despite a number of studies on guidance problems related to timeto-go [7–10], studies on guidance laws to control impact time for a simultaneous attack are rare, except a few recent works by the authors. An impact-time-control guidance law (ITCG) for antiship missiles was developed in [5] and, as an extension of this study, a guidance law to control both impact time and angle (ITACG) was presented in [11]. These individual homing methods are based on optimal control theory, providing analytical closed-loop guidance laws. Herein, the desired impact time is assumed to be prescribed before the homing phase starts. Alternatively, this Note is concerned with a new guidance law based on the second approach, cooperative homing, for a simultaneous attack of multiple missiles. Proportional navigation (PN) is a well-known homing guidance method in which the rate of turn of the interceptor is made proportional with a navigation ratio N to the rate of turn of the line of sight (LOS) between the interceptor and the target. The navigation constant N is a unitless gain chosen in the range from 3 to 5 [12]. Although PNwithN 3 is known to be energy-optimal, an arbitrary N > 3 is also optimal if a time-varying weighting function is included into the cost function of the linear quadratic energy-optimal problem [13,14]. In general, the navigation ratio is held fixed. In some cases, however, it can be considered as a control parameter to achieve a desired terminal heading angle [15].Although PN results in successful intercepts under a wide range of engagement conditions, its control-efficiency is not optimal, in general, especially for the case of maneuvering targets [16]. Augmented proportional navigation, a variant of PN, is useful in cases in which target maneuvers are significant [12]. Biased proportional navigation is also commonly used to compensate for target accelerations and sensor noises or to achieve a desired attitude angle at impact [17]. Even if PN and its variants are alreadywell known andwidely used, they are not directly applicable to many-to-one engagements. This Note proposes a homing guidance law called cooperative proportional navigation (CPN) for many-to-one engagements: CPN has the same structure as conventional PN except that it has a time-varying navigation gain that is adjusted based on the onboard time-to-go and the times-to-go of the other missiles. CPN uses the time-varying navigation gain as a control parameter for reducing the variance of times-on-target of multiple missiles. This Note begins with the formulation of the homing problem of multiple missiles against a single target, subject to constraints on the impact time. Next, preliminary concepts such as the relative time-togo error and the variance of times-to-go of multiple missiles are introduced and a new guidance law is proposed. Then the major property of the law is investigated and the characteristics of the law for the case of twomissiles are examined in detail. Finally, numerical simulation results illustrate the performances of the proposed law.

Homing Guidance Law for Cooperative Attack of Multiple Missiles

First-order necessary conditions for quadratically optimal, steady-state,fixed-order dynamic compensation of a linear, time-invariant plant in the presence of disturbance and observation noise are derived in a new and highly simplified form. In contrast to the pair of matrix Riccati equations for the full-order LQG case, the optimal steady-state fixed-order dynamic compensator is characterized by four matrix equations (two modified Riccati equations and two modified Lyapunov equations) coupled by a projection whose rank is precisely equal to the order of the compensator and which determines the optimal compensator gains. The coupling represents a graphic portrayal of the demise of the classical separation principle for the reduced-order controller case.

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The optimal projection equations for fixed-order dynamic compensation

Missile guidance and pursuit

In this paper, the optimal guidance law with terminal constraints of miss distance and impact angle is presented for a constant speed missile against the stationary target. The proposed guidance law is obtained as the solution of a linear quadratic optimal control problem with the energy cost weighted by a power of the time-to-go. Systematic selection of guidance gains and trajectory shaping are possible by adjusting the exponent of the weighting function. A new time-to-go calculation method taking account of the trajectory curve is also proposed for implementation of the proposed law. Nonlinear and adjoint simulations are performed to investigate the performance of the proposed guidance law and time-to-go calculation method.

Time-to-go weighted optimal guidance with impact angle constraints

Necessary and sufficient conditions for a partitioned matrix to be nonnegative definite and positive definite are derived in terms of its four submatrices.

http://ieeexplore.ieee.org/iel5/9/24123/01099894.pdf

Conditions for nonnegativeness of partitioned matrices

Necessary and sufficient conditions are derived such that a multi-input, time-varying, linear state-feedback system minimizes a quadratic performance index (the inverse linear optimal control problem). A procedure for determining all such equivalent performance indices that yield the same feedback matrix is indicated.

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Inverse Problem of Linear Optimal Control

Optimality of Proportional Navigation

Model-following in linear-quadratic optimization

It is shown that every linear system with nondynamic feedback is optimal with respect to a quadratic performance index that includes a cross-product term between the state and control. If the index is further generalized to include derivatives of the control, every (sufficiently smooth) linear finite-dimensional dynamic feedback and feedforward control system is optimal. Methods of constructing all such indices are indicated, and some practical implications are discussed.

Eliezer Kreindler

Papers

Conditions for nonnegativeness of partitioned matrices

Inverse Problem of Linear Optimal Control

Optimality of Proportional Navigation

Model-following in linear-quadratic optimization

Optimality of linear control systems