Some New Analytic and Computational Results for Operator Riccati Equations
(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
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- author
- Casti, John and Ljung, Lennart
- organization
- publishing date
- 1975
- 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}}, }