ALGEBRAIC RICCATI EQUATIONS by Peter Lancaster, Leiba Rodman ( 9780198537953 )

Item Details

Title:

ALGEBRAIC RICCATI EQUATIONS

By:

Peter Lancaster, Leiba Rodman

Format:

Hardback

List price:

£245.00

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£214.38

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12.5% off

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£30.62

ISBN 10:

0198537956

ISBN 13:

9780198537953

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Publisher:

OXFORD UNIVERSITY PRESS

Pub. date:

7 September, 1995

Pages:

498

Description:

This book provides a careful treatment of the theory of algebraic Riccati equations, and area of increasing interest in the mathematics and engineering communities. Conprising four parts, the authors cover the necessary background material in matrix theory, the solutions of algebraic Riccati equations arising from continuous and discrete systems, geometric and iterative analysis, and problem areas in which these equations play a crucial role. A range of applicationsare covered, demonstrating the utility of these equations for providing solutions to complex problems.

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.

Publication:

Imprint:

Clarendon Press

Returns:

Returnable

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