Algebraic Riccati Equations

This book provides a careful treatment of the theory of algebraic Riccati equations, and area of increasing interest in the mathematics and engineering communities. Conprising four parts, the authors cover the necessary background material in matrix theory, the solutions of algebraic Riccati equations arising from continuous and discrete systems, geometric and iterative analysis, and problem areas in which these equations play a crucial role. A range of applications are covered, demonstrating the utility of these equations for providing solutions to complex problems.