Numerical Solution of Algebraic Riccati Equations
By Dario A. Bini, Bruno Iannazzo, and Beatrice Meini
Series: Fundamentals of Algorithms n. 9
SIAM, 2012. xii+256 pages, Softcover, ISBN 978-1-611972-08-5.
This concise and comprehensive 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 equation are treated in a clear and systematic way.
Some proofs of theoretical results have been simplified and a unified
notation has been adopted.
Table of contents
M-files from the book for downloading.