Reduction of the Operator Riccati Equation

Ljung L & Casti J (1975). Reduction of the Operator Riccati Equation. In: Control Theory, Numerical Methods and Computer Systems Modelling. Lecture Notes in Economics and Mathematical Systems, 107 . pp. 384-396 Berlin, Heidelberg, Germany: Springer. ISBN 978-3-642-46317-4 DOI:10.1007/978-3-642-46317-4_28.

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Abstract

The fundamental role of the Riccati equation for optimal control and optimal filtering of linear systems is well known. For linear distributed parameter systems it has been shown by J. L. Lions [8], and in several other papers, see e.g. [12], [13], [5], that there is an operator Riccati equation (ORE), (or, equivalently, an integro-differential equation of Riccati type for the kernel) associated with various control and filtering problems.

Item Type: Book Section
Subjects: Q Science > QA Mathematics
Depositing User: Romeo Molina
Date Deposited: 23 Feb 2016 09:31
Last Modified: 23 Feb 2016 11:15
URI: http://pure.iiasa.ac.at/11975

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