Matrix Riccati Equations
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Matrix Riccati Equations In Control And Systems Theory
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Author : Hisham Abou-Kandil
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Matrix Riccati Equations In Control And Systems Theory written by Hisham Abou-Kandil and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control. The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with special emphasis on those equations appearing in control and systems theory. Extensions to Riccati theory allow to tackle robust control problems in a unified approach. The book makes available classical and recent results to engineers and mathematicians alike. It is accessible to graduate students in mathematics, applied mathematics, control engineering, physics or economics. Researchers working in any of the fields where Riccati equations are used can find the main results with the proper mathematical background.
Riccati Equations
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Author : Aleksandr Ivanovič Egorov
language : en
Publisher: Pensoft Publishers
Release Date : 2007
Riccati Equations written by Aleksandr Ivanovič Egorov and has been published by Pensoft Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.
Presents the necessary auxiliary facts from algebra, functional analysis and Lie group analysis. This book illustrates theory with solutions of numerous examples. It also presents the matrix Riccati equations. It deals with theoretical questions concerning matrix and operator equations based on various applied problems from mathematical physics.
Algebraic Riccati Equations
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Author : Peter Lancaster
language : en
Publisher: Clarendon Press
Release Date : 1995-09-07
Algebraic Riccati Equations written by Peter Lancaster and has been published by Clarendon Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-09-07 with Mathematics categories.
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.
Matrix Riccati Differential Equations
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Author : Gerhard Jank
language : en
Publisher:
Release Date : 2005
Matrix Riccati Differential Equations written by Gerhard Jank and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Differential equations categories.
The Riccati Equation
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Author : Sergio Bittanti
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Riccati Equation written by Sergio Bittanti and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Technology & Engineering categories.
Conceived by Count Jacopo Francesco Riccati more than a quarter of a millennium ago, the Riccati equation has been widely studied in the subsequent centuries. Since its introduction in control theory in the sixties, the matrix Riccati equation has known an impressive range of applications, such as optimal control, H? optimization and robust stabilization, stochastic realization, synthesis of linear passive networks, to name but a few. This book consists of 11 chapters surveying the main concepts and results related to the matrix Riccati equation, both in continuous and discrete time. Theory, applications and numerical algorithms are extensively presented in an expository way. As a foreword, the history and prehistory of the Riccati equation is concisely presented.
Matrix Riccati Equations
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Author : H. Abou-Kandil
language : en
Publisher: Birkhauser
Release Date : 2003-01
Matrix Riccati Equations written by H. Abou-Kandil and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-01 with Mathematics categories.
The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with special emphasis on those equations appearing in control and systems theory. Extensions to Riccati theory allow to tackle robust control problems in a unified approach."
Numerical Solution Of Algebraic Riccati Equations
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Author : Dario A. Bini
language : en
Publisher: SIAM
Release Date : 2012-03-31
Numerical Solution Of Algebraic Riccati Equations written by Dario A. Bini and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-31 with Mathematics categories.
This treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practitioners and scholars. It is the first book in which nonsymmetric algebraic Riccati equations are treated in a clear and systematic way. Some proofs of theoretical results have been simplified and a unified notation has been adopted. Readers will find a unified discussion of doubling algorithms, which are effective in solving algebraic Riccati equations as well as a detailed description of all classical and advanced algorithms for solving algebraic Riccati equations and their MATLAB codes. This will help the reader gain an understanding of the computational issues and provide ready-to-use implementation of the different solution techniques.
Discrete Hamiltonian Systems
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Author : Calvin Ahlbrandt
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Discrete Hamiltonian Systems written by Calvin Ahlbrandt and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.
This book should be accessible to students who have had a first course in matrix theory. The existence and uniqueness theorem of Chapter 4 requires the implicit function theorem, but we give a self-contained constructive proof ofthat theorem. The reader willing to accept the implicit function theorem can read the book without an advanced calculus background. Chapter 8 uses the Moore-Penrose pseudo-inverse, but is accessible to students who have facility with matrices. Exercises are placed at those points in the text where they are relevant. For U. S. universities, we intend for the book to be used at the senior undergraduate level or beginning graduate level. Chapter 2, which is on continued fractions, is not essential to the material of the remaining chapters, but is intimately related to the remaining material. Continued fractions provide closed form representations of the extreme solutions of some discrete matrix Riccati equations. Continued fractions solution methods for Riccati difference equations provide an approach analogous to series solution methods for linear differential equations. The book develops several topics which have not been available at this level. In particular, the material of the chapters on continued fractions (Chapter 2), symplectic systems (Chapter 3), and discrete variational theory (Chapter 4) summarize recent literature. Similarly, the material on transforming Riccati equations presented in Chapter 3 gives a self-contained unification of various forms of Riccati equations. Motivation for our approach to difference equations came from the work of Harris, Vaughan, Hartman, Reid, Patula, Hooker, Erbe & Van, and Bohner.
Properties Of Solutions Of A Riccati Matrix Differential Equation
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Author : William Thomas Reid
language : en
Publisher:
Release Date : 1959
Properties Of Solutions Of A Riccati Matrix Differential Equation written by William Thomas Reid and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1959 with Differential equations categories.
Riccati Differential Equations
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Author : Reid
language : en
Publisher: Academic Press
Release Date : 1972-08-22
Riccati Differential Equations written by Reid and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972-08-22 with Mathematics categories.
Riccati Differential Equations