Abstract
Different types of algebraic equations or inequalities are encountered in many filtering and control problems. In this chapter, we study in detail some such equations or inequalities. In particular, we study what are known as algebraic Riccati equations, linear matrix inequalities, and quadratic matrix inequalities, all of which ensue in connection with both continuous- as well as discrete-time systems.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2007 Birkhäuser Boston
About this chapter
Cite this chapter
(2007). Algebraic Riccati equations and matrix inequalities. In: Saberi, A., Stoorvogel, A.A., Sannuti, P. (eds) Filtering Theory. Systems & Control: Foundations & Applications. Birkhäuser Boston. https://doi.org/10.1007/978-0-8176-4564-9_4
Download citation
DOI: https://doi.org/10.1007/978-0-8176-4564-9_4
Publisher Name: Birkhäuser Boston
Print ISBN: 978-0-8176-4301-0
Online ISBN: 978-0-8176-4564-9
eBook Packages: EngineeringEngineering (R0)