Approximation of Solutions of Riccati Equations

Approximation of Solutions of Riccati Equations

This paper deals with two interrelated issues. One is an invariant subspace approach to finding solutions for the algebraic Riccati equation for a class of infinite dimensional systems. The second is approximation of the solution of the algebraic Riccati equation by finite dimensional approximants. The theory of exponentially dichotomous operators and bisemigroups is instrumental in our approach.

Improving the Accuracy of the Solutions of Riccati Equations

An Approximation Theory of Solutions to Operator Riccati Equations for H

As in the finite-dimensional case, the appropriate state feedback for the infinitedimensional H disturbance-attenuation problem may be calculated by solving a Riccati equation. This operator Riccati equation can rarely be solved exactly. We approximate the original infinitedimensional system by a sequence of finite-dimensional systems and consider the corresponding finite-dimensional disturbanc...

improving the accuracy of the solutions of riccati equations

improving the accuracy of the solutions of riccati equations

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