Matrix Riccati Equations in Control and Systems Theory PDF Download
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Author: Hisham Abou-Kandil
Publisher: Birkhäuser
ISBN: 3034880812
Category : Science
Languages : en
Pages : 584
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Book Description
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 approach. The book makes available classical and recent results to engineers and mathematicians alike. It is accessible to graduate students in mathematics, applied mathematics, control engineering, physics or economics. Researchers working in any of the fields where Riccati equations are used can find the main results with the proper mathematical background.
Author: Hisham Abou-Kandil
Publisher: Birkhäuser
ISBN: 3034880812
Category : Science
Languages : en
Pages : 584
Get Book Here
Book Description
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 approach. The book makes available classical and recent results to engineers and mathematicians alike. It is accessible to graduate students in mathematics, applied mathematics, control engineering, physics or economics. Researchers working in any of the fields where Riccati equations are used can find the main results with the proper mathematical background.
Author: Sergio Bittanti
Publisher: Springer Science & Business Media
ISBN: 3642582230
Category : Technology & Engineering
Languages : en
Pages : 346
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Book 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.
Author: Peter Lancaster
Publisher: Clarendon Press
ISBN: 0191591254
Category : Mathematics
Languages : en
Pages : 502
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Book Description
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.
Author: Aleksandr Ivanovič Egorov
Publisher: Pensoft Publishers
ISBN: 9789546422965
Category : Mathematics
Languages : en
Pages : 390
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Book Description
Presents the necessary auxiliary facts from algebra, functional analysis and Lie group analysis. This book illustrates theory with solutions of numerous examples. It also presents the matrix Riccati equations. It deals with theoretical questions concerning matrix and operator equations based on various applied problems from mathematical physics.
Author: Dario A. Bini
Publisher: SIAM
ISBN: 1611972086
Category : Mathematics
Languages : en
Pages : 261
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Book Description
This treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practitioners and scholars. It is the first book in which nonsymmetric algebraic Riccati equations are treated in a clear and systematic way. Some proofs of theoretical results have been simplified and a unified notation has been adopted. Readers will find a unified discussion of doubling algorithms, which are effective in solving algebraic Riccati equations as well as a detailed description of all classical and advanced algorithms for solving algebraic Riccati equations and their MATLAB codes. This will help the reader gain an understanding of the computational issues and provide ready-to-use implementation of the different solution techniques.
Author: Gerhard Jank
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 122
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Book Description
Author: Edwin F. Beckenbach
Publisher: Springer Science & Business Media
ISBN: 3642649718
Category : Mathematics
Languages : en
Pages : 210
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Book Description
Since the elassie work on inequalities by HARDY, LITTLEWOOD, and P6LYA in 1934, an enonnous amount of effort has been devoted to the sharpening and extension of the elassieal inequalities, to the discovery of new types of inequalities, and to the application of inqualities in many parts of analysis. As examples, let us eite the fields of ordinary and partial differential equations, whieh are dominated by inequalities and variational prineiples involving functions and their derivatives; the many applications of linear inequalities to game theory and mathe matieal economics, which have triggered a renewed interest in con vexity and moment-space theory; and the growing uses of digital com puters, which have given impetus to a systematie study of error esti mates involving much sophisticated matrix theory and operator theory. The results presented in the following pages reflect to some extent these ramifications of inequalities into contiguous regions of analysis, but to a greater extent our concem is with inequalities in their native habitat. Since it is elearly impossible to give a connected account of the burst of analytic activity of the last twenty-five years centering about inequalities, we have d. eeided to limit our attention to those topies that have particularly delighted and intrigued us, and to the study of whieh we have contributed.
Author: Tobias Damm
Publisher: Springer Science & Business Media
ISBN: 9783540205166
Category : Mathematics
Languages : en
Pages : 228
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Book Description
This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra.
Author: Zoran Gajic
Publisher: Courier Corporation
ISBN: 048646668X
Category : Mathematics
Languages : en
Pages : 274
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Book Description
This comprehensive treatment provides solutions to many engineering and mathematical problems related to the Lyapunov matrix equation, with self-contained chapters for easy reference. The authors offer a wide variety of techniques for solving and analyzing the algebraic, differential, and difference Lyapunov matrix equations of continuous-time and discrete-time systems. 1995 edition.
Author: Calvin Ahlbrandt
Publisher: Springer Science & Business Media
ISBN: 1475724675
Category : Mathematics
Languages : en
Pages : 384
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Book Description
This book should be accessible to students who have had a first course in matrix theory. The existence and uniqueness theorem of Chapter 4 requires the implicit function theorem, but we give a self-contained constructive proof ofthat theorem. The reader willing to accept the implicit function theorem can read the book without an advanced calculus background. Chapter 8 uses the Moore-Penrose pseudo-inverse, but is accessible to students who have facility with matrices. Exercises are placed at those points in the text where they are relevant. For U. S. universities, we intend for the book to be used at the senior undergraduate level or beginning graduate level. Chapter 2, which is on continued fractions, is not essential to the material of the remaining chapters, but is intimately related to the remaining material. Continued fractions provide closed form representations of the extreme solutions of some discrete matrix Riccati equations. Continued fractions solution methods for Riccati difference equations provide an approach analogous to series solution methods for linear differential equations. The book develops several topics which have not been available at this level. In particular, the material of the chapters on continued fractions (Chapter 2), symplectic systems (Chapter 3), and discrete variational theory (Chapter 4) summarize recent literature. Similarly, the material on transforming Riccati equations presented in Chapter 3 gives a self-contained unification of various forms of Riccati equations. Motivation for our approach to difference equations came from the work of Harris, Vaughan, Hartman, Reid, Patula, Hooker, Erbe & Van, and Bohner.
