Numerical Solution of Algebraic Riccati Equations

Numerical Solution of Algebraic Riccati Equations
Author: Dario A. Bini
Publisher: SIAM
Total Pages: 261
Release: 2012-03-31
Genre: Mathematics
ISBN: 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.


Numerical Solution of Algebraic Riccati Equations
Language: en
Pages: 261
Authors: Dario A. Bini
Categories: Mathematics
Type: BOOK - Published: 2012-03-31 - Publisher: SIAM

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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
Algebraic Riccati Equations
Language: en
Pages: 502
Authors: Peter Lancaster
Categories: Mathematics
Type: BOOK - Published: 1995-09-07 - Publisher: Clarendon Press

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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 nec
The Riccati Equation
Language: en
Pages: 346
Authors: Sergio Bittanti
Categories: Technology & Engineering
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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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. S
Contributions to the Numerical Solution of Algebraic Riccati Equations and Related Eigenvalue Problems
Language: en
Pages: 212
Authors: Peter Benner
Categories: Eigenvalues
Type: BOOK - Published: 1997 - Publisher:

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On the Numerical Solution of Continuous Coupled Algebraic Riccati Equations
Language: en
Pages: 262
Authors: Prasanthan Rajasingam
Categories: Evolution equations, Nonlinear
Type: BOOK - Published: 2016 - Publisher:

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In this dissertation we first derive a new unified upper solution bound for the continuous coupled algebraic Riccati equation, which arises from the optimal con