Approximation of Solutions of Riccati Equations

نویسندگان

  • Pavel Bubák
  • Cornelis V. M. van der Mee
  • André C. M. Ran
چکیده

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.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Solutions structure of integrable families of Riccati equations and their applications to the perturbed nonlinear fractional Schrodinger equation

Some preliminaries about the integrable families of Riccati equations and solutions structure of these equations in several cases are presented in this paper, then by using of definitions for fractional derivative we apply the new extended of tanh method to the perturbed nonlinear fractional Schrodinger equation with the kerr law nonlinearity. Finally by using of this method and solutions of Ri...

متن کامل

An exponential spline for solving the fractional riccati differential equation

In this Article, proposes an approximation for the solution of the Riccati equation based on the use of exponential spline functions. Then the exponential spline equations are obtained and the differential equation of the fractional Riccati is discretized. The effect of performing this mathematical operation is obtained from an algebraic system of equations. To illustrate the benefits of the me...

متن کامل

The B"{a}cklund transformation method of Riccati equation to coupled Higgs field and Hamiltonian amplitude equations

In this paper, we establish new exact solutions for some complex nonlinear wave equations. The B"{a}cklund transformation method of Riccati equation is used to construct exact solutions of the Hamiltonian amplitude equation and the coupled Higgs field equation. This method presents a wide applicability to handling nonlinear wave equations. These equations play a very important role in mathemati...

متن کامل

Explicit exact solutions for variable coefficient Broer-Kaup equations

Based on symbolic manipulation program Maple and using Riccati equation mapping method several explicit exact solutions including kink, soliton-like, periodic and rational solutions are obtained for (2+1)-dimensional variable coefficient Broer-Kaup system in quite a straightforward manner. The known solutions of Riccati equation are used to construct new solutions for variable coefficient Broer...

متن کامل

Riccati Equations from Stochastic LQR Problem

In this paper we consider a class of matrix Riccati equations arising from stochastic LQR problems. We prove a monotonicity of solutions to the differential Riccati equations, which leads to a necessary and sufficient condition for the existence of solutions to the algebraic Riccati equations. In addition, we obtain results on comparison, uniqueness, stabilizability and approximation for soluti...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM J. Control and Optimization

دوره 44  شماره 

صفحات  -

تاریخ انتشار 2005