Matrix equations solutions using Riccati equation : Theory and Applications

Language: English

Published by LAP Lambert Academic Publishing, 2012

3659227323 / 9783659227325

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - The nonlinear matrix equation X^{s}+A X^{-s})A=Q, when A is a square matrix, Q is a square positive definite matrix and s an integer number, has been studied by several authors. Equations of this type arise in many problems of systems theory, discrete time control and in many applications in various research areas including filter design, ladder networks, dynamic programming, stochastic filtering and statistics. In the case that A is nonsingular and s=1, the associated matrix equation has many contributions in the theory, applications and numerical solution of the discrete algebraic Riccati equation. In this book, necessary and sufficient conditions for the existence of the Hermitian solutions are presented as well as an algebraic method based on the Riccati equation for the computation of these solutions is proposed. Inequalities for the eigenvalues of A, Q are presented. Bounds for the extreme eigenvalues of the minimal solution are derived. These results are verified through numerical experiments. This book concerns graduate students as well as researchers in the fields of Applied Mathematics, Electrical and Computer Engineering.…

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Title
Matrix equations solutions using Riccati equation : Theory and Applications
Author
Maria Adam and Nicholas Assimakis
Publisher
LAP Lambert Academic Publishing
Publication year
2012
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659227323
ISBN 13
9783659227325
Item weight
139 grams
Dimensions
220x150x5 mm

AHA-BUCH GmbH

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