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Algebraic Riccati Equations
Peter LancasterLeiba Rodman
出版Clarendon Press, 1995-09-07
主題Mathematics / AppliedMathematics / Algebra / General
ISBN01915912549780191591259
URLhttp://books.google.com.hk/books?id=p9cIkDSNu7UC&hl=&source=gbs_api
EBookSAMPLE
註釋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.