Algebraic Riccati Equations

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Algebraic Riccati Equations

Author : Peter Lancaster
ISBN : 9780191591259
Genre : Mathematics
File Size : 86.15 MB
Format : PDF, ePub, Mobi
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This book provides a careful treatment of the theory of algebraic Riccati equations. It consists of four parts: the first part is a comprehensive account of necessary background material in matrix theory including careful accounts of recent developments involving indefinite scalar products and rational matrix functions. The second and third parts form the core of the book and concern the solutions of algebraic Riccati equations arising from continuous and discrete systems. The geometric theory and iterative analysis are both developed in detail. The last part of the book is an exciting collection of eight problem areas in which algebraic Riccati equations play a crucial role. These applications range from introductions to the classical linear quadratic regulator problems and the discrete Kalman filter to modern developments in HD*W*w control and total least squares methods.
Category: Mathematics
Algebraic Riccati Equations
Language: en
Pages: 498
Authors: Peter Lancaster, Leiba Rodman
Categories: Mathematics
Type: BOOK - Published: 1995-09-07 - Publisher: Clarendon Press

This book provides a careful treatment of the theory of algebraic Riccati equations. It consists of four parts: the first part is a comprehensive account of necessary background material in matrix theory including careful accounts of recent developments involving indefinite scalar products and rational matrix functions. The second and third
Matrix Riccati Equations in Control and Systems Theory
Language: en
Pages: 572
Authors: Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
Categories: Science
Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control. The volume offers a complete treatment of generalized
Numerical Solution of Algebraic Riccati Equations
Language: en
Pages: 261
Authors: Dario A. Bini, Bruno Iannazzo, Beatrice Meini
Categories: Mathematics
Type: BOOK - Published: 2012-03-31 - Publisher: SIAM

This treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practitioners and scholars. It is the first book in which nonsymmetric algebraic Riccati equations are treated in a clear
Matrix Riccati Equations in Control and Systems Theory
Language: en
Pages: 612
Authors: Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
Categories: Science
Type: BOOK - Published: 2003-07-24 - Publisher: Springer Science & Business Media

The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control. The volume offers a complete treatment of generalized
Algebraic Riccati Equations
Language: en
Pages: 506
Authors: Peter Lancaster, L. Rodman
Categories: Mathematics
Type: BOOK - Published: 1995 - Publisher: Oxford University Press

This book provides a careful treatment of the theory of algebraic Riccati equations. It consists of four parts: the first part is a comprehensive account of necessary background material in matrix theory including careful accounts of recent developments involving indefinite scalar products andrational matrix functions. The second and third parts