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.
- ISBN10 0198537956
- ISBN13 9780198537953
- Publish Date 7 September 1995
- Publish Status Active
- Publish Country GB
- Publisher Oxford University Press
- Imprint Clarendon Press
- Format Hardcover
- Pages 498
- Language English