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Matrix Riccati Equations: In Control and Systems Theory

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The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with special emphasis on those equations appearing in control and systems theory. Extensions to Riccati theory allow to tackle robust control problems in a unified approach."

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Matrix Riccati Equations: In Control and Systems Theory, H. Abou-Kandil

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2003
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