Approximation of solutions of Riccati equations

Bubak, P.; Van Der Mee, Cornelis Victor Maria; Ran, A. C. M.

doi:10.1137/S0363012903436843

This paper deals with two interrelated issues. One is an invariant subspace approach to finding solutions for the algebraic Riccati equation for a class of infinite dimensional systems. The second is approximation of the solution of the algebraic Riccati equation by finite dimensional approximants. The theory of exponentially dichotomous operators and bisemigroups is instrumental in our approach.

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Titolo:	Approximation of solutions of Riccati equations
Autori:	P. BUBAK VAN DER MEE, CORNELIS VICTOR MARIA A. C. M. RAN mostra contributor esterni nascondi contributor esterni
Data di pubblicazione:	2005
Rivista:	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Abstract:	This paper deals with two interrelated issues. One is an invariant subspace approach to finding solutions for the algebraic Riccati equation for a class of infinite dimensional systems. The second is approximation of the solution of the algebraic Riccati equation by finite dimensional approximants. The theory of exponentially dichotomous operators and bisemigroups is instrumental in our approach.
Handle:	http://hdl.handle.net/11584/21745
Tipologia:	1.1 Articolo in rivista

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