Algebraic Riccati equations play a central role in modern control theory and signal processing, essential topics for industrial scientists, engineers, and mathematicians. This book provides a thorough treatment of the theory behind these equations, the solutions arising from continuous and discrete systems, and includes a collection of eight problem areas or applications in which they play a crucial role.

Algebraic Riccati Equations (Oxford Science Publications)

Politics & Social Sciences

LANCASTER, Peter

Rodman, Leiba

Philosophy

Clarendon Press

Quaternions are a number system that has become increasingly useful for representing the rotations of objects in three-dimensional space and has important applications in theoretical and applied mathematics, physics, computer science, and engineering. This is the first book to provide a systematic, accessible, and self-contained exposition of quaternion linear algebra. It features previously unpublished research results with complete proofs and many open problems at various levels, as well as more than 200 exercises to facilitate use by students and instructors. Applications presented in the book include numerical ranges, invariant semidefinite subspaces, differential equations with symmetries, and matrix equations.
Designed for researchers and students across a variety of disciplines, the book can be read by anyone with a background in linear algebra, rudimentary complex analysis, and some multivariable calculus. Instructors will find it useful as a complementary text for undergraduate linear algebra courses or as a basis for a graduate course in linear algebra. The open problems can serve as research projects for undergraduates, topics for graduate students, or problems to be tackled by professional research mathematicians. The book is also an invaluable reference tool for researchers in fields where techniques based on quaternion analysis are used.

Topics in Quaternion Linear Algebra (Princeton Series in Applied Mathematics)

Computers & Technology

Computer Science

Princeton University Press

New versions are developed of an abstract scheme, which are designed to provide a framework for solving a variety of extension problems. The abstract scheme is commonly known as the band method. The main feature of the new versions is that they express directly the conditions for existence of positive band extensions in terms of abstract factorizations (with certain additional properties). The results allow us to prove, among other things, that the band extension is continuous in an appropriate sense. Using the new versions of the abstract band method, we solve the positive extension problem for almost periodic matrix functions of several real variables with Fourier coefficients indexed in a given additive subgroup of the space of variables.This generality allows us to treat simultaneously many particular cases, for example the case of functions periodic in some variables and almost periodic in others. Necessary and sufficient conditions are given for the existence of positive extensions in terms of Toeplitz operators on Besikovitch spaces. Furthermore, when a solution exists a special extension (the band extension) is constructed which enjoys a maximum entropy property.A linear fractional parameterization of the set of all extensions is also provided. We interpret the obtained results (in the periodic case) in terms of existence of a multivariate autoregressive moving averages (ARMA) process with given autocorrelation coefficients, and identify its maximal prediction error. Another application concerns the solution of the positive extension problem in the context of Wiener algebra of infinite operator matrices. It includes the identification of the maximum entropy extension and a description of all positive extensions via a linear fractional formula. In the periodic case it solves a linear estimation problem for cyclostationary stochastic processes.

Abstract Band Method Via Factorization, Positive and Band Extensions of Multivariable Almost Periodic Matrix Functions, and Spectral Estimation (Memoirs of the American Mathematical Society)

Science & Math

Woerdeman, Hugo J.

Spitkovskii, Ilya M.

Mathematics

Amer Mathematical Society

This unique book addresses advanced linear algebra from a perspective in which invariant subspaces are the central notion and main tool. It contains comprehensive coverage of geometrical, algebraic, topological, and analytic properties of invariant subspaces. The text lays clear mathematical foundations for linear systems theory and contains a thorough treatment of analytic perturbation theory for matrix functions.

Invariant Subspaces of Matrices with Applications (Classics in Applied Mathematics, Series Number 51)

Gohberg, Israel

Society for Industrial and Applied Mathematics

This book covers recent results in linear algebra with indefinite inner product. It includes applications to differential and difference equations with symmetries, matrix polynomials and Riccati equations. These applications are based on linear algebra in spaces with indefinite inner product. The latter forms an independent branch of linear algebra called indefinite linear algebra. This new subject is presented following the principles of a standard linear algebra course.

Indefinite Linear Algebra and Applications

Birkhauser

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