This book gives an introduction to the fundamental principles underlying
constrained control and estimation. This subject has a long history in practice,
particularly in the control of chemical processes and in channel equalisation in
digital communications. Recently, significant advances have also been made in
the supporting theory. In this context, the objective of this book is to describe
the foundations of constrained control and estimation. The treatment is aimed
at researchers and/or practitioners and builds on core principles in signals
and systems, optimisation theory and optimal control. We also emphasise
the common links and connections that exist between estimation and control
problems.