Algebraic Riccati Equations

Algebraic Riccati Equations

by Rodman Lancaster, Peter Lancaster, P. Lancaster
     
 

ISBN-10: 0198537956

ISBN-13: 9780198537953

Pub. Date: 09/28/1995

Publisher: Oxford University Press, USA

Algebraic Riccati equations play a central role in modern control theory and signal processing, essential topics for industrial scientists, engineers, and mathematicians. This book provides a thorough treatment of the theory behind these equations, the solutions arising from continuous and discrete systems, and includes a collection of eight problem areas or

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Overview

Algebraic Riccati equations play a central role in modern control theory and signal processing, essential topics for industrial scientists, engineers, and mathematicians. This book provides a thorough treatment of the theory behind these equations, the solutions arising from continuous and discrete systems, and includes a collection of eight problem areas or applications in which they play a crucial role.

Product Details

ISBN-13:
9780198537953
Publisher:
Oxford University Press, USA
Publication date:
09/28/1995
Series:
Oxford Mathematical Monographs
Pages:
504
Product dimensions:
6.44(w) x 9.50(h) x 1.27(d)

Table of Contents

1. Preliminaries from the theory of matrices
2. Indefinite scalar products
3. Skew-symmetric scalar products
4. Matrix theory and control
5. Linear matrix equations
6. Rational matrix functions
7. Geometric theory: the complex case
8. Geometric theory: the real case
9. Constructive existence and comparison theorems
10. Hermitian solutions and factorizations of rational matrix functions
11. Perturbation theory
12. Geometric theory for the discrete algebraic Riccati equation
13. Constructive existence and comparison theorems
14. Perturbation theory for discrete algebraic Riccati equations
15. Discrete algebraic Riccati equations and matrix pencils
16. Linear-quadratic regulator problems
17. The discrete Kalman filter
18. The total least squares technique
19. Canonical factorization
20. Hoo control problems
21. Contractive rational matrix functions
22. The matrix sign function
23. Structured stability radius
Bibliography
List of notations
Index

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