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 o...

Full description

Bibliographic Details
Other Authors: Bittanti, Sergio (Editor), Laub, Alan J. (Editor), Willems, Jan C. (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1991, 1991
Edition:1st ed. 1991
Series:Communications and Control Engineering
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
LEADER 03184nmm a2200481 u 4500
001 EB000666138
003 EBX01000000000000000519220
005 00000000000000.0
007 cr|||||||||||||||||||||
008 140122 ||| eng
020 |a 9783642582233 
100 1 |a Bittanti, Sergio  |e [editor] 
245 0 0 |a The Riccati Equation  |h Elektronische Ressource  |c edited by Sergio Bittanti, Alan J. Laub, Jan C. Willems 
250 |a 1st ed. 1991 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 1991, 1991 
300 |a X, 338 p  |b online resource 
505 0 |a 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 
653 |a Engineering 
653 |a Control, Robotics, Automation 
653 |a Engineering mathematics 
653 |a Calculus of Variations and Optimization 
653 |a Control theory 
653 |a Systems Theory, Control 
653 |a System theory 
653 |a Control engineering 
653 |a Telecommunication 
653 |a Robotics 
653 |a Communications Engineering, Networks 
653 |a Engineering / Data processing 
653 |a Technology and Engineering 
653 |a Automation 
653 |a Mathematical optimization 
653 |a Mathematical and Computational Engineering Applications 
653 |a Calculus of variations 
700 1 |a Laub, Alan J.  |e [editor] 
700 1 |a Willems, Jan C.  |e [editor] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Communications and Control Engineering 
028 5 0 |a 10.1007/978-3-642-58223-3 
856 4 0 |u https://doi.org/10.1007/978-3-642-58223-3?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 629.8 
520 |a 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