Remarks on the infinite dimensional Riccati equation

Remarks on the infinite dimensional Riccati equation

A detailed proof is presented in this paper for the existence and uniqueness theorem of the Riccati equation which arises in the solution of optimal linear regulator problems involving infinite dimensional (Hilbert space) systems. The key role played by the Riccati equation in such infinite dimensio...

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Veröffentlicht in:IEEE transactions on automatic control 1966-07, Vol.11 (3), p.534-536
Hauptverfasser: Falb, P., Kleinman, D.
Format: Artikel
Sprache:eng
Schlagworte:
Control systems
Distortion measurement
Hilbert space
Laboratories
Linear systems
Optimal control
Regulators
Riccati equations
Space technology
Variable speed drives
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Zusammenfassung:A detailed proof is presented in this paper for the existence and uniqueness theorem of the Riccati equation which arises in the solution of optimal linear regulator problems involving infinite dimensional (Hilbert space) systems. The key role played by the Riccati equation in such infinite dimensional regulator problems is also indicated.
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.1966.1098386