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Riccati Equation

Name: Riccati Equation
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 02004870
Price: 2532 CZK
Availability: InStock
Author: Sergio Bittanti
ISBN: 9783642635083

Sergio Bittanti

Alan J. Laub

Jan C. Willems

Jazyk

Angličtina

Kniha Brožovaná

Libristo kód: 02004870

Nakladatelství Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, říjen 2012

Conceived by Count Jacopo Francesco Riccati more than a quarter of a millennium ago, the Riccati equ... Celý popis

Libristo kód: 02004870

253 b

2 532 Kč

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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.