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Algebraic Riccati Equations

Language EnglishEnglish
Book Hardback
Book Algebraic Riccati Equations P. Lancaster
Libristo code: 04527514
Publishers Oxford University Press, September 1995
This book provides a careful treatment of the theory of algebraic Riccati equations. It consists of... Full description
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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 H*W*w control and total least squares methods.

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About the book

Full name Algebraic Riccati Equations
Language English
Binding Book - Hardback
Date of issue 1995
Number of pages 498
EAN 9780198537953
ISBN 0198537956
Libristo code 04527514
Weight 888
Dimensions 237 x 162 x 39
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