Algebraic Riccati equations and matrix inequalities

Part of the Systems & Control: Foundations & Applications book series (SCFA)


Different types of algebraic equations or inequalities are encountered in many filtering and control problems. In this chapter, we study in detail some such equations or inequalities. In particular, we study what are known as algebraic Riccati equations, linear matrix inequalities, and quadratic matrix inequalities, all of which ensue in connection with both continuous- as well as discrete-time systems.


Linear Matrix Inequality Imaginary Axis Hamiltonian Matrix Algebraic Riccati Equation Matrix Pencil 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Birkhäuser Boston 2007

Personalised recommendations