Algebraic Riccati Equations (Oxford Science Publications) - Hardcover

Lancaster, Peter; Rodman, Leiba

Hardcover

ISBN 10: 0198537956 ISBN 13: 9780198537953

Publisher: Clarendon Press, 1995

Synopsis

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.

About this title

Review

"[T]his is a very useful book, both for pure and applied mathematicians and for electrical and control engineers." --Mathematical Reviews

Edition details

• Publisher: Clarendon Press
• Publication date: 1995
• Language: English
• ISBN 10: 0198537956
• ISBN 13: 9780198537953
• Binding: Hardcover
• Edition number: 1
• Number of pages: 498