Algebraic Riccati Equations
Download Algebraic Riccati Equations full books in PDF, epub, and Kindle. Read online free Algebraic Riccati Equations ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
| Author | : Hisham Abou-Kandil |
| Publisher | : Birkhäuser |
| Total Pages | : 584 |
| Release | : 2012-12-06 |
| Genre | : Science |
| ISBN | : 3034880812 |
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.
| Author | : Peter Lancaster |
| Publisher | : Clarendon Press |
| Total Pages | : 502 |
| Release | : 1995-09-07 |
| Genre | : Mathematics |
| ISBN | : 0191591254 |
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.
| Author | : Dario A. Bini |
| Publisher | : SIAM |
| Total Pages | : 261 |
| Release | : 2012-03-31 |
| Genre | : Mathematics |
| ISBN | : 1611972086 |
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.
| Author | : Sergio Bittanti |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 346 |
| Release | : 2012-12-06 |
| Genre | : Technology & Engineering |
| ISBN | : 3642582230 |
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.
| Author | : Reid |
| Publisher | : Academic Press |
| Total Pages | : 227 |
| Release | : 1972-08-22 |
| Genre | : Computers |
| ISBN | : 0080955959 |
Riccati Differential Equations
| Author | : Jacob Engwerda |
| Publisher | : John Wiley & Sons |
| Total Pages | : 514 |
| Release | : 2005-06-17 |
| Genre | : Business & Economics |
| ISBN | : 9780470015247 |
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.
| Author | : K. E. Brenan |
| Publisher | : SIAM |
| Total Pages | : 268 |
| Release | : 1996-01-01 |
| Genre | : Mathematics |
| ISBN | : 9781611971224 |
Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur. The basic mathematical theory for these equations is developed and numerical methods are presented and analyzed. Examples drawn from a variety of applications are used to motivate and illustrate the concepts and techniques. This classic edition, originally published in 1989, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAE's. New to this edition is a chapter that brings the discussion of DAE software up to date. The objective of this monograph is to advance and consolidate the existing research results for the numerical solution of DAE's. The authors present results on the analysis of numerical methods, and also show how these results are relevant for the solution of problems from applications. They develop guidelines for problem formulation and effective use of the available mathematical software and provide extensive references for further study.
| Author | : W. M. Wonham |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 357 |
| Release | : 2013-11-21 |
| Genre | : Science |
| ISBN | : 3662226731 |
In writing this monograph my objective is to present arecent, 'geometrie' approach to the structural synthesis of multivariable control systems that are linear, time-invariant, and of finite dynamic order. The book is addressed to graduate students specializing in control, to engineering scientists engaged in control systems research and development, and to mathematicians with some previous acquaintance with control problems. The label 'geometrie' is applied for several reasons. First and obviously, the setting is linear state space and the mathematics chiefly linear algebra in abstract (geometrie) style. The basic ideas are the familiar system concepts of controllability and observability, thought of as geometrie properties of distinguished state subspaces. Indeed, the geometry was first brought in out of revulsion against the orgy of matrix manipulation which linear control theory mainly consisted of, not so long ago. But secondlyand of greater interest, the geometrie setting rather quickly suggested new methods of attacking synthesis which have proved to be intuitive and economical; they are also easily reduced to matrix arith metic as soonas you want to compute. The essence of the 'geometrie' approach is just this: instead of looking directly for a feedback laW (say u = Fx) which would solve your synthesis problem if a solution exists, first characterize solvability as a verifiable property of some constructible state subspace, say J. Then, if all is weIl, you may calculate F from J quite easily.
| Author | : Ben M. Chen |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 451 |
| Release | : 2013-03-14 |
| Genre | : Technology & Engineering |
| ISBN | : 1447136535 |
H-infinity control theory deals with the minimization of the H-norm of the transfer matrix from an exogenous disturbance to a pertinent controlled output of a given plant. This comprehensive book examines both the theoretical and practical aspects of H-infinity control from the angle of the structural properties of linear systems.
| Author | : Edwin F. Beckenbach |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 210 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3642649718 |
Since the elassie work on inequalities by HARDY, LITTLEWOOD, and P6LYA in 1934, an enonnous amount of effort has been devoted to the sharpening and extension of the elassieal inequalities, to the discovery of new types of inequalities, and to the application of inqualities in many parts of analysis. As examples, let us eite the fields of ordinary and partial differential equations, whieh are dominated by inequalities and variational prineiples involving functions and their derivatives; the many applications of linear inequalities to game theory and mathe matieal economics, which have triggered a renewed interest in con vexity and moment-space theory; and the growing uses of digital com puters, which have given impetus to a systematie study of error esti mates involving much sophisticated matrix theory and operator theory. The results presented in the following pages reflect to some extent these ramifications of inequalities into contiguous regions of analysis, but to a greater extent our concem is with inequalities in their native habitat. Since it is elearly impossible to give a connected account of the burst of analytic activity of the last twenty-five years centering about inequalities, we have d. eeided to limit our attention to those topies that have particularly delighted and intrigued us, and to the study of whieh we have contributed.
