Matrix Riccati Equations in Control and Systems Theory
The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control. The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with special emphasis on those equations appearing in control and systems theory. Extensions to Riccati theory allow to tackle robust control problems in a unified ap…
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Produktdetails
Weitere Autoren: Freiling, Gerhard / Ionescu, Vlad / Jank, Gerhard
- ISBN: 978-3-0348-8081-7
- EAN: 9783034880817
- Produktnummer: 37248081
- Verlag: Birkhäuser Basel
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 572 S.
- Plattform: PDF
- Auflage: 2003
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