Matrix Riccati Equations in Control and Systems Theory

Matrix Riccati Equations in Control and Systems Theory

Author: Hisham Abou-Kandil

Publisher: Birkhäuser

Published: 2012-12-06

Total Pages: 584

ISBN-13: 3034880812

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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.


The Riccati Equation

The Riccati Equation

Author: Sergio Bittanti

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 346

ISBN-13: 3642582230

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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.


Rational Matrix Equations in Stochastic Control

Rational Matrix Equations in Stochastic Control

Author: Tobias Damm

Publisher: Springer Science & Business Media

Published: 2004-01-23

Total Pages: 228

ISBN-13: 9783540205166

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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.


Control Theory and Optimization I

Control Theory and Optimization I

Author: M.I. Zelikin

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 296

ISBN-13: 3662041367

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The only monograph on the topic, this book concerns geometric methods in the theory of differential equations with quadratic right-hand sides, closely related to the calculus of variations and optimal control theory. Based on the author’s lectures, the book is addressed to undergraduate and graduate students, and scientific researchers.


Algebraic Riccati Equations

Algebraic Riccati Equations

Author: Peter Lancaster

Publisher: Clarendon Press

Published: 1995-09-07

Total Pages: 502

ISBN-13: 0191591254

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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.


Numerical Solution of Algebraic Riccati Equations

Numerical Solution of Algebraic Riccati Equations

Author: Dario A. Bini

Publisher: SIAM

Published: 2012-03-31

Total Pages: 261

ISBN-13: 1611972086

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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.


Matrix Riccati Equations

Matrix Riccati Equations

Author: H. Abou-Kandil

Publisher: Birkhauser

Published: 2003-01

Total Pages: 571

ISBN-13: 9780817600853

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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."


Lyapunov Matrix Equation in System Stability and Control

Lyapunov Matrix Equation in System Stability and Control

Author: Zoran Gajic

Publisher: Courier Corporation

Published: 2008-01-01

Total Pages: 274

ISBN-13: 048646668X

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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.


Unsolved Problems in Mathematical Systems and Control Theory

Unsolved Problems in Mathematical Systems and Control Theory

Author: Vincent D. Blondel

Publisher: Princeton University Press

Published: 2009-04-11

Total Pages: 351

ISBN-13: 1400826152

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This book provides clear presentations of more than sixty important unsolved problems in mathematical systems and control theory. Each of the problems included here is proposed by a leading expert and set forth in an accessible manner. Covering a wide range of areas, the book will be an ideal reference for anyone interested in the latest developments in the field, including specialists in applied mathematics, engineering, and computer science. The book consists of ten parts representing various problem areas, and each chapter sets forth a different problem presented by a researcher in the particular area and in the same way: description of the problem, motivation and history, available results, and bibliography. It aims not only to encourage work on the included problems but also to suggest new ones and generate fresh research. The reader will be able to submit solutions for possible inclusion on an online version of the book to be updated quarterly on the Princeton University Press website, and thus also be able to access solutions, updated information, and partial solutions as they are developed.


Inequalities

Inequalities

Author: Edwin F. Beckenbach

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 210

ISBN-13: 3642649718

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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.