عنوان

The Riccati Equation

شابک

3642582230

شابک

9783642582233

شماره

b570975

عنوان اصلي

The Riccati Equation

نام عام مواد

[Book]

نام نخستين پديدآور

edited by Sergio Bittanti, Alan J. Laub, Jan C. Willems.

محل نشرو پخش و غیره

Berlin, Heidelberg

نام ناشر، پخش کننده و غيره

Springer Berlin Heidelberg

تاریخ نشرو بخش و غیره

1991

نام خاص و کميت اثر

(x, 338 pages)

عنوان فروست

Communications and control engineering series.

متن يادداشت

1 Count Riccati and the Early Days of the Riccati Equation --; 2 Solutions of the Continuous and Discrete Time Algebraic Riccati Equations: A Review --; 3 Algebraic Riccati Equation: Hermitian and Definite Solutions --; 4 A Geometric View of the Matrix Riccati Equation --; 5 The Geometry of the Matrix Riccati Equation and Associated Eigenvalue Methods --; 6 The Periodic Riccati Equation --; 7 Invariant Subspace Methods for the Numerical Solution of Riccati Equations --; 8 The Dissipation Inequality and the Algebraic Riccati Equation --; 9 The Infinite Horizon and the Receding Horizon LQ-Problems with Partial Stabilization Constraints --; 10 Riccati Difference and Differential Equations: Convergence, Monotonicity and Stability --; 11 Generalized Riccati Equation in Dynamic Games.

متن يادداشت

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.

موضوع مستند نشده

Engineering.

موضوع مستند نشده

Mathematical optimization.

موضوع مستند نشده

Systems theory.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

edited by Sergio Bittanti, Alan J. Laub, Jan C. Willems.

مستند نام اشخاص تاييد نشده

Alan J Laub

مستند نام اشخاص تاييد نشده

Jan C Willems

مستند نام اشخاص تاييد نشده

Sergio Bittanti

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y