Numerical Solution of Algebraic Riccati Equations
, by Bini, Dario A.; Iannazzo, Bruno; Meini, BeatriceNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9781611972085 | 1611972086
- Cover: Paperback
- Copyright: 1/17/2012
This concise and comprehensive 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 are simplified and a unified notation is adopted. The book includes a unified discussion of doubling algorithms and a detailed description of all classical and advanced algorithms for solving algebraic Riccati equations and their MATLAB® codes. This will help the reader to gain an understanding of the computational issues and provide ready-to-use implementation of the different solution techniques. Ideal for researchers working in the design and analysis of algorithms and for practitioners who need to understand the available algorithms and software.