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View CartNumerical Solution of Algebraic Riccati Equations
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- 1 Università di Pisa, Pisa, Italy
- 2 Università di Perugia, Perugia, Italy
Description
This concise and comprehensive 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.
• 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.
Keywords: algebraic Riccati equations, numerical methods, nonlinear matrix equations, doubling algorithms, quadratic matrix equations
Table of Contents
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Front Matter
FREE
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2. Theoretical Analysis
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3. Classical Algorithms
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5. Doubling Algorithms
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Back Matter
FREE
Excerpt
This monograph aims to provide a concise and comprehensive treatment of the basic theory of algebraic Riccati equations and a description of both the classical and the more advanced algorithms for their solution.
Algebraic Riccati equations are a class of matrix equations which model a variety of different real world problems. Their important role in scientific computing and engineering, together with the richness and the beauty of their theoretical and computational properties, has stimulated a strong interest and an intense research activity over the years.
©2012 SIAM
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