Minimum energy for linear systems with finite horizon: a non-standard Riccati equation

DOI10.1007/S00498-017-0204-YzbMATH Open1381.49032arXiv1704.02025OpenAlexW2607246068MaRDI QIDQ679689FDOQ679689

Authors: Paolo Acquistapace, Fausto Gozzi 

Publication date: 19 January 2018

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Abstract: This paper deals with a non-standard infinite dimensional linear-quadratic control problem arising in the physics of non-stationary states (see e.g. [6]): finding the minimum energy to drive a fixed stationary state x = 0 into an arbitrary non-stationary state x. The Riccati Equation (RE) associated to this problem is not standard since the sign of the linear part is opposite to the usual one, thus preventing the use of the known theory. Here we consider the finite horizon case. We prove that the linear selfadjoint operator P(t), associated to the value function, solves the above mentioned RE (Theorem 4.12). Uniqueness does not hold in general but we are able to prove a partial uniqueness result in the class of invertible operators (Theorem 4.13). In the special case where the involved operators commute, a more detailed analysis of the set of solutions is given (Theorems 4.14, 4.15 and 4.16). Examples of applications are given.

Full work available at URL: https://arxiv.org/abs/1704.02025

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zbMATH Keywords

value functioninfinite dimensionLyapunov equationnull controllabilityRiccati equationminimum energy

Mathematics Subject Classification ID

Controllability (93B05) Nonlinear differential equations in abstract spaces (34G20) Existence theories for optimal control problems involving partial differential equations (49J20) Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Control/observation systems governed by partial differential equations (93C20) One-parameter semigroups and linear evolution equations (47D06)

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Cited In (3)

• Title not available (Why is that?)
• Minimum energy with infinite horizon: from stationary to non-stationary states
• Minimum time and minimum energy for linear systems; a variational approach

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