Numerical solution of algebraic Riccati equations:

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 i...

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Bibliographic Details
Main Authors: Bini, Dario 1950- (Author), Iannazzo, Bruno (Author), Meini, Beatrice 1968- (Author)
Format: Electronic eBook
Language:English
Published: Philadelphia, Pa. Society for Industrial and Applied Mathematics (SIAM) 2011
Series:Fundamentals of algorithms 9
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Summary: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
Physical Description:1 Online-Ressource (xvi, 256 Seiten)
ISBN:9781611972092
DOI:10.1137/1.9781611972092

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