Positive semigroups and algebraic Riccati equations in Banach spaces
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detectabilityoptimal controlLyapunov equationNewton iterationimplemented semigroupmatrix convexitypositive definite operatorpositive semigroupprojective tensor productstabilizability
Stability of solutions to ordinary differential equations (34D20) Positive linear operators and order-bounded operators (47B65) Optimality conditions for problems in abstract spaces (49K27) One-parameter semigroups and linear evolution equations (47D06) Control/observation systems in abstract spaces (93C25) Existence theories for problems in abstract spaces (49J27)
Abstract: We generalize Wonham's theorem on solvability of algebraic operator Riccati equations to Banach spaces, namely there is a unique stabilizing solution to A*P+PA-PBB*P+C*C=0 when (A,B) is exponentially stabilizable and (C,A) is exponentially detectable. The proof is based on a new approach that treats the linear part of the equation as the generator of a positive semigroup on the space of symmetric operators from a Banach space to its dual, and the quadratic part as an order concave map. A direct analog of global Newton's iteration for concave functions is then used to approximate the solution, the approximations converge in the strong operator topology, and the convergence is monotone. The linearized equations are the well-known Lyapunov equations of the form A*P+PA=-Q, and semigroup stability criterion in terms of them is also generalized.
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- Concave equations in banach cones
- Concavity of certain maps on positive definite matrices and applications to Hadamard products
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- Hilbert space structure and positive operators
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- Newton's method for a rational matrix equation occurring in stochastic control
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- Null Controllability and the Algebraic Riccati Equation in Banach Spaces
- Null Controllability with Vanishing Energy
- On norm closed ideals in L(lp,lq)
- One-Parameter Semigroups for Linear Evolution Equations
- Perturbation results for exponentially dichotomous operators on general Banach spaces
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- Representation and control of infinite dimensional systems
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Cited in
(6)- Solvability of an operator Riccati integral equation in a reflexive Banach space
- ON RICCATI EQUATIONS IN ORDERED BANACH ALGEBRAS
- Solvability of the \(H ^{\infty }\) algebraic Riccati equation in Banach algebras
- Steady-State and Periodic Exponential Turnpike Property for Optimal Control Problems in Hilbert Spaces
- Integral operator Riccati equations arising in stochastic Volterra control problems
- Positive semigroups and abstract Lyapunov equations
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