On the equivalence between matrix Riccati equations and Fredholm resolvents

DOI10.1016/S0022-0000(68)80005-4zbMath0181.19102MaRDI QIDQ2534823

Alan Schumitzky

Publication date: 1968

Published in: Journal of Computer and System Sciences (Search for Journal in Brave)

zbMATH Keywords

numerical analysis

Related Items (33)

A factorization on the semi-infinite interval. I: General theory ⋮ Factorizations of semi-separable operators along continuous chains of projections ⋮ Optimal synthesis for infinite-dimensional linear delayed state-output systems: A semicausality approach ⋮ The Laplace transform of the integrated Volterra Wishart process ⋮ A Representation for the Solution of Fredholm Integral Equations ⋮ A special property of the matrix Riccati equation ⋮ Convolution equations and linear systems ⋮ Factorization and quadratic cost problems in Hilbert spaces ⋮ An infinite horizon linear quadratic problem with unbounded controls in Hilbert space ⋮ Factorization and imbedding for general linear boundary value problems ⋮ A rapprochement of the theories of radiative transfer and linear stochastic estimation ⋮ On the algebraic classification of Fredholm integral operators ⋮ Boundary and initial-value methods for solving Fredholm equations with semidegenerate kernels ⋮ Basic optimal estimation and control problems in Hilbert space ⋮ Multiple signal extraction by polynomial filtering ⋮ The conversion of Fredholm integral equations to equivalent Cauchy problems ⋮ The conversion of Fredholm integral equations to equivalent Cauchy problems. II: Computation of resolvents ⋮ An initial value method for an axisymmetric contact problem ⋮ On factoring the polyvariance operator ⋮ On the equivalence of maximum principle open-loop controllers and Caratheodory feedback controllers for time-delay systems ⋮ On the matrix Riccati equation of transport processes ⋮ Factorization of operators. II: A nonlinear Volterra method for numerical solution of linear Fredholm equations ⋮ Factorization of operators. I: Algebraic theory and examples ⋮ Factorization of operators III: initial value methods for linear two- point boundary value problems ⋮ Invariant imbedding and the effects of changes of Poisson's ratio in thin plate theory ⋮ Continued fraction solution of the Riccati equation in a Banach algebra ⋮ Initial value method for linear boundary value problems ⋮ Imbedding of nonlinear integral equations ⋮ Initial value methods in detection and communication theory ⋮ The use of operator factorization for linear control and estimation ⋮ Estimation: A brief survey ⋮ Special factorization and Riccati integral equations ⋮ A survey of nonsymmetric Riccati equations

Cites Work

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• An initial-value method for Fredholm integral equations
• Functional Equations in the Theory of Dynamic Programming--VII. A Partial Differential Equation for the Fredholm Resolvent
• Differential Approximation Applied to the Solution of Convolution Equations
• On Certain Fredholm Integral Equations Reducible to Initial Value Problems
• On the factorization of operators in Hilbert space

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