Numerical Solution of Algebraic Riccati Equations

Numerical Solution of Algebraic Riccati Equations
Author :
Publisher : SIAM
Total Pages : 266
Release :
ISBN-10 : 1611972094
ISBN-13 : 9781611972092
Rating : 4/5 (092 Downloads)

Book Synopsis Numerical Solution of Algebraic Riccati Equations by : Dario A. Bini

Download or read book Numerical Solution of Algebraic Riccati Equations written by Dario A. Bini and published by SIAM. This book was released on 2011-01-01 with total page 266 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.


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