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Matrix Riccati Equations in Control and Systems Theory

  • Hisham Abou-Kandil
  • Gerhard Freiling
  • Vlad Ionescu
  • Gerhard Jank

Part of the Systems & Control: Foundations & Applications book series (SCFA)

Table of contents

  1. Front Matter
    Pages i-xx
  2. Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
    Pages 1-20
  3. Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
    Pages 21-87
  4. Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
    Pages 89-179
  5. Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
    Pages 181-255
  6. Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
    Pages 257-297
  7. Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
    Pages 299-410
  8. Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
    Pages 411-466
  9. Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
    Pages 467-493
  10. Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank
    Pages 495-525
  11. Back Matter
    Pages 527-572

About this book

Introduction

The aim of the book is to present the state of the art of the theory of symmetric (Hermitian) matrix Riccati equations and to contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control. The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with special emphasis on those equations appearing in control and systems theory. Extensions to Riccati theory allow to tackle robust control problems in a unified approach.

The book is intended to make available classical and recent results to engineers and mathematicians alike. It is accessible to graduate students in mathematics, applied mathematics, control engineering, physics or economics. Researchers working in any of the fields where Riccati equations are used can find the main results with the proper mathematical background.

Keywords

Control Theory Markov Operator Riccati Equations control engineering linear algebra systems theory

Authors and affiliations

  • Hisham Abou-Kandil
    • 1
  • Gerhard Freiling
    • 2
  • Vlad Ionescu
    • 3
  • Gerhard Jank
    • 4
  1. 1.Ecole Normale Supérieure de CachanLaboratoire S.A.T.I.E. (UMR CNRS 8029)CachanFrance
  2. 2.Institute of MathematicsUniversity of DuisburgDuisburgGermany
  3. 3.Department of MathematicsUniversity of BucharestRomania
  4. 4.Institut für MathematikRWTH AachenAachen

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-0348-8081-7
  • Copyright Information Birkhäuser Verlag 2003
  • Publisher Name Birkhäuser, Basel
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-0348-9432-6
  • Online ISBN 978-3-0348-8081-7
  • Series Print ISSN 2324-9749
  • Series Online ISSN 2324-9757
  • Buy this book on publisher's site