book chapterBirkhäuser-Verlag eBooksJan 27, 2006Closed access

Algebraic Riccati Equations

LPLancaster, PeterRLRodman, Leiba 1949-2015
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Abstract

1. Preliminaries from the theory of matrices 2. Indefinite scalar products 3. Skew-symmetric scalar products 4. Matrix theory and control 5. Linear matrix equations 6. Rational matrix functions 7. Geometric theory: the complex case 8. Geometric theory: the real case 9. Constructive existence and comparison theorems 10. Hermitian solutions and factorizations of rational matrix functions 11. Perturbation theory 12. Geometric theory for the discrete algebraic Riccati equation 13. Constructive existence and comparison theorems 14. Perturbation theory for discrete algebraic Riccati equations 15. Discrete algebraic Riccati equations and matrix pencils 16. Linear-quadratic regulator problems 17. The discrete Kalman…

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Authors

2
  • LP
    Lancaster, PeterCorresponding
  • RL
    Rodman, Leiba 1949-2015

Topics & keywords

Keywords
  • Algebraic Riccati equation
  • Riccati equation
  • Mathematics
  • Applied mathematics
  • Algebraic number
  • Algebraic equation
  • Algebra over a field
  • Pure mathematics
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