The Riccati Equation

The Riccati Equation
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.

Matrix Riccati Equations in Control and Systems Theory

Matrix Riccati Equations in Control and Systems Theory
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.

Riccati Equations

Riccati Equations
Author: Aleksandr Ivanovič Egorov
Publisher: Pensoft Publishers
Total Pages: 390
Release: 2007
Genre: Mathematics
ISBN: 9789546422965

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.

Handbook of Mathematical Functions

Handbook of Mathematical Functions
Author: Milton Abramowitz
Publisher: Courier Corporation
Total Pages: 1068
Release: 1965-01-01
Genre: Mathematics
ISBN: 9780486612720

An extensive summary of mathematical functions that occur in physical and engineering problems

Half-Linear Differential Equations

Half-Linear Differential Equations
Author: Ondrej Dosly
Publisher: Elsevier
Total Pages: 533
Release: 2005-07-06
Genre: Mathematics
ISBN: 0080461239

The book presents a systematic and compact treatment of the qualitative theory of half-linear differential equations. It contains the most updated and comprehensive material and represents the first attempt to present the results of the rapidly developing theory of half-linear differential equations in a unified form. The main topics covered by the book are oscillation and asymptotic theory and the theory of boundary value problems associated with half-linear equations, but the book also contains a treatment of related topics like PDE’s with p-Laplacian, half-linear difference equations and various more general nonlinear differential equations. - The first complete treatment of the qualitative theory of half-linear differential equations. - Comparison of linear and half-linear theory. - Systematic approach to half-linear oscillation and asymptotic theory. - Comprehensive bibliography and index. - Useful as a reference book in the topic.

Numerical Solution of Algebraic Riccati Equations

Numerical Solution of Algebraic Riccati Equations
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.