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Matrix Riccati Equations in Control and Systems Theory

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ISBN-10: 376430085X

ISBN-13: 9783764300852

Edition: 2003

Authors: Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank

List price: $169.99
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Description:

The aim of the book is to present the state of the art of the theory of symmetric (Hermitian) matrix Riccati equations and to 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. …    
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Book details

List price: $169.99
Copyright year: 2003
Publisher: Springer Basel AG
Publication date: 7/24/2003
Binding: Hardcover
Pages: 572
Size: 6.10" wide x 9.25" long x 1.25" tall
Weight: 4.884
Language: English

Preface
Notation
Basic results for linear equations
Hamiltonian Matrices and Algebraic Riccati equations
Global aspects of Riccati differential and difference equations
Hermitian Riccati Differential equations
The periodic Riccati equation
Coupled and generalized Riccati equations
Symmetric differential Riccati equations: an operator based approach
Applications to Robust Control Systems
Non-symmetric Riccati theory and applications
Appendix
References
Index
List of Figures