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Some New Analytic and Computational Results for Operator Riccati Equations

Casti, John and Ljung, Lennart (1975) In SIAM Journal on Control and Optimization 13(4). p.817-826
Abstract
The operator Riccati equation associated with a distributed parameter quadratic cost-linear dynamics control process is considered.

Making use of ideas from transport theory, a derivation of a generalized version of the X-Y functions of radiative transfer is given, and it is seen that, under commonly occurring conditions, the new equations may be easier to numerically resolve than the original Riccati equation. In particular, the new equations express directly the optimal gain function. The analytic results are illustrated by a numerical example of heat regulation on a rod.



Read More: https://epubs.siam.org/doi/abs/10.1137/0313048
Please use this url to cite or link to this publication:
author
and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
SIAM Journal on Control and Optimization
volume
13
issue
4
pages
817 - 826
publisher
Society for Industrial and Applied Mathematics
external identifiers
  • scopus:0016534493
ISSN
0036-1402
DOI
10.1137/0313048
language
English
LU publication?
no
id
6cadfcbb-5a18-48e6-bdc4-02d7d48324e5
date added to LUP
2018-12-10 10:05:13
date last changed
2021-08-29 04:59:41
@article{6cadfcbb-5a18-48e6-bdc4-02d7d48324e5,
  abstract     = {{The operator Riccati equation associated with a distributed parameter quadratic cost-linear dynamics control process is considered.<br/><br/>Making use of ideas from transport theory, a derivation of a generalized version of the X-Y functions of radiative transfer is given, and it is seen that, under commonly occurring conditions, the new equations may be easier to numerically resolve than the original Riccati equation. In particular, the new equations express directly the optimal gain function. The analytic results are illustrated by a numerical example of heat regulation on a rod.<br/><br/><br/><br/>Read More: https://epubs.siam.org/doi/abs/10.1137/0313048<br/>}},
  author       = {{Casti, John and Ljung, Lennart}},
  issn         = {{0036-1402}},
  language     = {{eng}},
  number       = {{4}},
  pages        = {{817--826}},
  publisher    = {{Society for Industrial and Applied Mathematics}},
  series       = {{SIAM Journal on Control and Optimization}},
  title        = {{Some New Analytic and Computational Results for Operator Riccati Equations}},
  url          = {{http://dx.doi.org/10.1137/0313048}},
  doi          = {{10.1137/0313048}},
  volume       = {{13}},
  year         = {{1975}},
}