Algebraic Riccati Equations
- Publisher
- Oxford University Press
- Initial publish date
- Jul 1995
- Category
- Applied
-
Hardback
- ISBN
- 9780198537953
- Publish Date
- Jul 1995
- List Price
- $420.00
Classroom Resources
Where to buy it
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 HΩ*w control and total least squares methods.
About the authors
Contributor Notes
P. Lancaster is at University of Calgary. L. Rodman is at College of William and Mary, Virginia.