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list price: $427.50
edition:Hardcover
category: Mathematics
published: July 1995
ISBN:9780198537953
imprint: Clarendon Press

Algebraic Riccati Equations

by Peter Lancaster & Leiba Rodman

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0 of 5
0 ratings
rated!
rated!
list price: $427.50
edition:Hardcover
category: Mathematics
published: July 1995
ISBN:9780198537953
imprint: Clarendon Press
Description

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 HO*w control and total least squares methods.

Contributor Notes

P. Lancaster is at University of Calgary. L. Rodman is at College of William and Mary, Virginia.

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