The Riccati Equation

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, shastic realization, synthesis of linear passive networks, to name but a few. This book consists of 11 chapters surveying the main concep...