Overview
This book consists of 11 chapters surveying the main concepts and results related to the matrix Riccati equation, both in continuous and discrete time. Theory, applications and numerical algorithms are extensively presented in an expository way. As a foreword, the history and prehistory of the Riccati equation is concisely presented.
- | Author: Sergio Bittanti
- | Publisher: Springer
- | Publication Date: Oct 23, 2012
- | Number of Pages: 338 pages
- | Binding: Paperback or Softback
- | ISBN-10: 3642635083
- | ISBN-13: 9783642635083
