The Riccati Equation

By Alan J. Laub

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 3540530991
• ISBN13: 9783540530992
• Release Date: August 1991
• Publisher: Springer
• Length: 338 Pages
• Weight: 1.47 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"