The Riccati Equation
By: edited by Sergio Bittanti, Alan J. Laub, Jan C. Willems
Contributors: Laub, Alan J.; Willems, Jan C.
Series: Communications and Control Engineering Series; Communications and control engineering series
Publisher: Springer Berlin Heidelberg
Published: 1991
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
Number of pages: 338
ISBN-13: 9783642635083; 9783642582233
Subjects: Engineering; Mathematical optimization; Engineering mathematics; Telecommunication; Systems theory
Description: 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.
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