Download or read book Matrix Riccati Equations in Control and Systems Theory written by Hisham Abou-Kandil and published by Birkhäuser. This book was released on 2012-12-06 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors present the theory of symmetric (Hermitian) matrix Riccati equations and 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 makes 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.
Download or read book The Riccati Equation written by Sergio Bittanti and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Algebraic Riccati Equations written by Peter Lancaster and published by Clarendon Press. This book was released on 1995-09-07 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a careful treatment of the theory of algebraic Riccati equations. It consists of four parts: the first part is a comprehensive account of necessary background material in matrix theory including careful accounts of recent developments involving indefinite scalar products and rational matrix functions. The second and third parts form the core of the book and concern the solutions of algebraic Riccati equations arising from continuous and discrete systems. The geometric theory and iterative analysis are both developed in detail. The last part of the book is an exciting collection of eight problem areas in which algebraic Riccati equations play a crucial role. These applications range from introductions to the classical linear quadratic regulator problems and the discrete Kalman filter to modern developments in HD*W*w control and total least squares methods.
Download or read book Numerical Solution of Algebraic Riccati Equations written by Dario A. Bini and published by SIAM. This book was released on 2012-03-31 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 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 as well as 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.
Download or read book Riccati Equations written by Aleksandr Ivanovič Egorov and published by Pensoft Publishers. This book was released on 2007 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the necessary auxiliary facts from algebra, functional analysis and Lie group analysis. This book illustrates theory with solutions of numerous examples. It also presents the matrix Riccati equations. It deals with theoretical questions concerning matrix and operator equations based on various applied problems from mathematical physics.
Download or read book Matrix Riccati Differential Equations written by Gerhard Jank and published by . This book was released on 2005 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Inequalities written by Edwin F. Beckenbach and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the elassie work on inequalities by HARDY, LITTLEWOOD, and P6LYA in 1934, an enonnous amount of effort has been devoted to the sharpening and extension of the elassieal inequalities, to the discovery of new types of inequalities, and to the application of inqualities in many parts of analysis. As examples, let us eite the fields of ordinary and partial differential equations, whieh are dominated by inequalities and variational prineiples involving functions and their derivatives; the many applications of linear inequalities to game theory and mathe matieal economics, which have triggered a renewed interest in con vexity and moment-space theory; and the growing uses of digital com puters, which have given impetus to a systematie study of error esti mates involving much sophisticated matrix theory and operator theory. The results presented in the following pages reflect to some extent these ramifications of inequalities into contiguous regions of analysis, but to a greater extent our concem is with inequalities in their native habitat. Since it is elearly impossible to give a connected account of the burst of analytic activity of the last twenty-five years centering about inequalities, we have d. eeided to limit our attention to those topies that have particularly delighted and intrigued us, and to the study of whieh we have contributed.
Download or read book Numerical Algorithms and Software for Matrix Riccati Equations written by A. J. Laub and published by . This book was released on 1984 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical issues related to the computational solution of the algebraic matrix Riccati equation were studied. The approach used the generalized eigenproblem formulation for the solution of general forms of algebraic Riccati equations arising in both continuous- and discrete-time applications. These general forms result from control and filtering problems for systems in generalized state space form. A Newton-type iterative refinement procedure for the generalized Riccati solution was derived. Balancing to improve numerical condition was studied. A Fortran package called RICPACK was developed. Numerical experiments with RICPACK were performed to investigate a number of proposed condition numbers. Experience with RICPACK to date indicates that it is the most powerful software yet developed to solve general classes of Riccati equations reliably for a few hundred or less problems. The special structure of models of physical systems given in linear second-order form was also examined. Exploiting that structure in solving associated Riccati equations was studied. Tests for controllability and observability were derived in terms of the original second-order-model matrices. Originator-supplied keywords include: Riccati equations, Generalized matrix Riccati equations, Discrete Riccati equation, Kalman filtering, Numerical condition, Balancing, Generalized eigneproblem, Numerical software, Second-order models.
Download or read book Rational Matrix Equations in Stochastic Control written by Tobias Damm and published by Springer Science & Business Media. This book was released on 2004-01-23 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra.
Download or read book Lyapunov Matrix Equation in System Stability and Control written by Zoran Gajic and published by Courier Corporation. This book was released on 2008-01-01 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive treatment provides solutions to many engineering and mathematical problems related to the Lyapunov matrix equation, with self-contained chapters for easy reference. The authors offer a wide variety of techniques for solving and analyzing the algebraic, differential, and difference Lyapunov matrix equations of continuous-time and discrete-time systems. 1995 edition.
Download or read book Riccati Differential Equations written by Reid and published by Academic Press. This book was released on 1972-08-22 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: Riccati Differential Equations
Download or read book Properties of Solutions of a Riccati Matrix Differential Equation written by William Thomas Reid and published by . This book was released on 1959 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Matrix Riccati Equations written by H. Abou-Kandil and published by Birkhauser. This book was released on 2003-01 with total page 571 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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."
Download or read book On the matrix Riccati equation written by Sigefredo Perez-Rocha and published by . This book was released on 1974 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Solving ODEs with MATLAB written by Lawrence F. Shampine and published by Cambridge University Press. This book was released on 2003-04-28 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This concise text, first published in 2003, is for a one-semester course for upper-level undergraduates and beginning graduate students in engineering, science, and mathematics, and can also serve as a quick reference for professionals. The major topics in ordinary differential equations, initial value problems, boundary value problems, and delay differential equations, are usually taught in three separate semester-long courses. This single book provides a sound treatment of all three in fewer than 300 pages. Each chapter begins with a discussion of the 'facts of life' for the problem, mainly by means of examples. Numerical methods for the problem are then developed, but only those methods most widely used. The treatment of each method is brief and technical issues are minimized, but all the issues important in practice and for understanding the codes are discussed. The last part of each chapter is a tutorial that shows how to solve problems by means of small, but realistic, examples.
Download or read book Linear Multivariable Control written by W. M. Wonham and published by Springer Science & Business Media. This book was released on 2013-11-21 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: In writing this monograph my objective is to present arecent, 'geometrie' approach to the structural synthesis of multivariable control systems that are linear, time-invariant, and of finite dynamic order. The book is addressed to graduate students specializing in control, to engineering scientists engaged in control systems research and development, and to mathematicians with some previous acquaintance with control problems. The label 'geometrie' is applied for several reasons. First and obviously, the setting is linear state space and the mathematics chiefly linear algebra in abstract (geometrie) style. The basic ideas are the familiar system concepts of controllability and observability, thought of as geometrie properties of distinguished state subspaces. Indeed, the geometry was first brought in out of revulsion against the orgy of matrix manipulation which linear control theory mainly consisted of, not so long ago. But secondlyand of greater interest, the geometrie setting rather quickly suggested new methods of attacking synthesis which have proved to be intuitive and economical; they are also easily reduced to matrix arith metic as soonas you want to compute. The essence of the 'geometrie' approach is just this: instead of looking directly for a feedback laW (say u = Fx) which would solve your synthesis problem if a solution exists, first characterize solvability as a verifiable property of some constructible state subspace, say J. Then, if all is weIl, you may calculate F from J quite easily.
Download or read book Perturbation Theory for Matrix Equations written by M. Konstantinov and published by Gulf Professional Publishing. This book was released on 2003-05-20 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the perturbation analysis of matrix equations. The importance of perturbation analysis is that it gives a way to estimate the influence of measurement and/or parametric errors in mathematical models together with the rounding errors done in the computational process. The perturbation bounds may further be incorporated in accuracy estimates for the solution computed in finite arithmetic. This is necessary for the development of reliable computational methods, algorithms and software from the viewpoint of modern numerical analysis. In this book a general perturbation theory for matrix algebraic equations is presented. Local and non-local perturbation bounds are derived for general types of matrix equations as well as for the most important equations arising in linear algebra and control theory. A large number of examples, tables and figures is included in order to illustrate the perturbation techniques and bounds. Key features: • The first book in this field • Can be used by a variety of specialists • Material is self-contained • Results can be used in the development of reliable computational algorithms • A large number of examples and graphical illustrations are given • Written by prominent specialists in the field
