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Numerical Solution of Algebraic Riccati Equations

By: Dario A. Bini,Bruno Iannazzo,Beatrice Meini

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Numerical Solution of Algebraic Riccati Equations

By: Dario A. Bini,Bruno Iannazzo,Beatrice Meini

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.

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Page Count

261

Publisher

SIAM

Published Date

ISBN 10

1611972086

ISBN 13

9781611972085

Numerical Solution of Algebraic Riccati Equations

By: Dario A. Bini,Bruno Iannazzo,Beatrice Meini

Write a review Read reviews Take a Quiz Solve Book Puzzle

Numerical Solution of Algebraic Riccati Equations

By: Dario A. Bini,Bruno Iannazzo,Beatrice Meini

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.

Average ratings

N/A

5

0%

4

0%

3

0%

2

0%

1

0%

Solve jigsaw puzzle

Age

Page Count

261

Publisher

SIAM

Published Date

ISBN 10

1611972086

ISBN 13

9781611972085