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: Aug 28, 1991 |
| Number of Pages: 338 pages |
| Binding: Hardback or Cased Book |
| ISBN-10: 3540530991 |
| ISBN-13: 9783540530992 |
