Numerical Solution Of Algebraic Riccati Equations
DOWNLOAD
Download Numerical Solution Of Algebraic Riccati Equations PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Numerical Solution Of Algebraic Riccati Equations book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Numerical Solution Of Algebraic Riccati Equations
DOWNLOAD
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.
The Riccati Equation
DOWNLOAD
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.
Algebraic Riccati Equations
DOWNLOAD
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.
Numerical Solution Of Initial Value Problems In Differential Algebraic Equations
DOWNLOAD
Author : K. E. Brenan
language : en
Publisher: SIAM
Release Date : 1996-01-01
Numerical Solution Of Initial Value Problems In Differential Algebraic Equations written by K. E. Brenan and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-01-01 with Mathematics categories.
This book describes some of the places where differential-algebraic equations (DAE's) occur.
Numerical Methods For Scientific And Engineering Computation
DOWNLOAD
Author : M.K. Jain
language : en
Publisher: New Age International
Release Date : 2003
Numerical Methods For Scientific And Engineering Computation written by M.K. Jain and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
Lq Dynamic Optimization And Differential Games
DOWNLOAD
Author : Jacob Engwerda
language : en
Publisher: John Wiley & Sons
Release Date : 2005-06-17
Lq Dynamic Optimization And Differential Games written by Jacob Engwerda and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-06-17 with Business & Economics categories.
Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.
Numerical Matrix Analysis
DOWNLOAD
Author : Ilse C. F. Ipsen
language : en
Publisher: SIAM
Release Date : 2009-01-01
Numerical Matrix Analysis written by Ilse C. F. Ipsen and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-01 with Mathematics categories.
The purpose of this book is to promote understanding of two phenomena: sensitivity of linear systems and least squares problems, and numerical stability of algorithms. Sensitivity and stability are analyzed as mathematical properties, without reference to finite precision arithmetic. The material is presented at a basic level, emphasizing ideas and intuition, but in a mathematically rigorous fashion. The derivations are simple and elegant, and the results are easy to understand and interpret. The book is self-contained. It was written for students in all areas of mathematics, engineering, and the computational sciences, but can easily be used for self-study. This text differs from other numerical linear algebra texts by offering the following: a systematic development of numerical conditioning; a simplified concept of numerical stability in exact arithmetic; simple derivations; a high-level view of algorithms; and results for complex matrices.
Numerical Methods For Linear Control Systems
DOWNLOAD
Author : Biswa Datta
language : en
Publisher: Elsevier
Release Date : 2004-02-24
Numerical Methods For Linear Control Systems written by Biswa Datta and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-24 with Mathematics categories.
Numerical Methods for Linear Control Systems Design and Analysis is an interdisciplinary textbook aimed at systematic descriptions and implementations of numerically-viable algorithms based on well-established, efficient and stable modern numerical linear techniques for mathematical problems arising in the design and analysis of linear control systems both for the first- and second-order models. - Unique coverage of modern mathematical concepts such as parallel computations, second-order systems, and large-scale solutions - Background material in linear algebra, numerical linear algebra, and control theory included in text - Step-by-step explanations of the algorithms and examples
Templates For The Solution Of Algebraic Eigenvalue Problems
DOWNLOAD
Author : Zhaojun Bai
language : en
Publisher: SIAM
Release Date : 2000-01-01
Templates For The Solution Of Algebraic Eigenvalue Problems written by Zhaojun Bai and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-01-01 with Computers categories.
Large-scale problems of engineering and scientific computing often require solutions of eigenvalue and related problems. This book gives a unified overview of theory, algorithms, and practical software for eigenvalue problems. It organizes this large body of material to make it accessible for the first time to the many nonexpert users who need to choose the best state-of-the-art algorithms and software for their problems. Using an informal decision tree, just enough theory is introduced to identify the relevant mathematical structure that determines the best algorithm for each problem.