Matrix Riccati Equations in Control and Systems Theory

by Vlad Ionescu, Hisham Abou-Kandil, Gerhard Freiling, et al.

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 376430085X
• ISBN13: 9783764300852
• Release Date: July 2003
• Publisher: Birkhauser
• Length: 572 Pages
• Weight: 2.55 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"