Solving algebraic and differential Riccati operator equations

DOI10.1016/0024-3795(91)90062-2MaRDI QIDQ802839zbMATH OpenOpenAlexFDO

Authors L. Jódar

Publication date 1991

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(91)90062-2

zbMATH Keywords

algebraic and differential Riccati operator equations in Hilbert spacesboundary-value problemCauchy problem

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30) Nonlinear differential equations in abstract spaces (34G20) Equations involving nonlinear operators (general) (47J05)

Review text

Let A,B,C,D,E,F,G,P be bounded operators on a separable Hilbert space. The paper first presents a necessary and sufficient condition under which an algebraic Riccati equation \((1)\quad A+BX-XC-XDX=0\) can be transformed in a linear system \(M+XN=0,\quad R+XS=0.\) If a solution \(X_ 0\) of (1) is known, the author derives two analytic formulae, one for an operator U such that \(X=U+X_ 0\) solves a Cauchy problem \(\dot X=A+BX-XC-XDX,\quad X(0)=P,\) the other for a solution of a boundary-value problem \(\dot X=A+BX-XC-XDX,\quad EX(b)-X(0)F=G\).

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Cited in

(14)

• On certain higher order Riccati-type operator equations with possibly unbounded operator coefficients
• Algebraic and differential operator equations
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• A representation formula for the solutions to operator Riccati equation
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• Solving a class of generalized Lyapunov operator differential equations without the exponential operator function

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