Approximation of Solutions of Riccati Equations

DOI10.1137/S0363012903436843MaRDI QIDQ3427528zbMATH OpenFDO

Authors Pavel Bubák, C. van der Mee, André C. M. Ran

Publication date 20 March 2007

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0363012903436843

zbMATH Keywords

exponential dichotomymatrix approximationRiccati equation

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Linear-quadratic optimal control problems (49N10) Control/observation systems in abstract spaces (93C25)

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• The Algebraic Riccati Equation and Its Role in Indefinite Inner Product Spaces
• Numerical Approximations of Algebraic Riccati Equations for Abstract Systems Modelled by Analytic Semigroups, and Applications
• A note on the solution of the operator Riccati equation for infinite dimensional systems
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• Approximate solutions to large nonsymmetric differential Riccati problems with applications to transport theory
• A refined semilocal convergence analysis of an algorithm for solving the Riccati equation

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