Skip to main content
Log in

Remarks on the algebraic Riccati equation in Hilbert space

  • Technical Note
  • Published:
Applied Mathematics and Optimization Aims and scope Submit manuscript

Abstract

Under certain assumptions the existence and uniqueness of the solution of the inner product algebraic Riccati equation of optimal control in Hilbert space are proved. Some related problems such as stabilizability and exact controllability of control systems are investigated also.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. R. F. Curtain, “The Infinite Dimensional Riccati Equation with Applications to Affine Hereditary Differential Systems,” Report 24, Control Theory Centre, University of Warwick, 1972.

  2. R. F. Curtain andA. I. Pritchard, The infinite-dimensional Riccati equation,J. math. Analysis Appl.,47 (1974), 43–57.

    Google Scholar 

  3. I. Daleckii andM. Krein,Stability of Solutions of Differential Equations in Banach Spaces, Moscow, 1970, (In Russian).

  4. R. Datko, Extending a theorem of A. M. Liapunov to Hilbert space,J. math. Analysis Appl.,32 (1970), 610–616.

    Google Scholar 

  5. R. Datko, A linear control problem in an abstract Hilbert space,J. diff. Equations,9 (1971), 346–359.

    Google Scholar 

  6. R. G. Douglas, On majoration, factorization and range inclusion of operators in Hilbert space,Proc, Amer. math. Soc.,17 (1966), 413–415.

    Google Scholar 

  7. N. Dunford andT. Schwartz,Linear Operators, Part I and Part II, Academic Press, New York, 1958 and 1963.

    Google Scholar 

  8. E. Hille andR. S. Phillips, “Functional Analysis and Semigroups”. Amer. Math. Soc. Coll. Publ. 31, Revised edition (1957).

  9. J. L. Lions,Optimal Control of Systems Governed by Partial Differential Equations, Springer-Verlag, New York, 1971.

    Google Scholar 

  10. D. L. Lukes andD. L. Russell, The quadratic criterion for distributed systems,SIAM J. Control,7 (1969), 101–121.

    Google Scholar 

  11. M. Megan andV. Hiris, On the space of linear controllable systems in Hilbert spaces,Seminaral de ecuatii functionale 25 (1974), Romania.

  12. A. J. Pritchard, Stability and control of distributed parameter systems governed by wave equation, IFAC Conference on Distributed Parameter Systems, Bauff, 1971.

    Google Scholar 

  13. R. Triggiani, Controllability and observability in Banach space with bounded operators,SIAM J. Control (to appear).

  14. R. Triggiani, On the lack of exact controllability for mild solutions in Banach space,J. math. Analysis Appl. (to appear).

  15. M. Slemrod, A note on complete controllability and stabilizability for linear control systems in Hilbert space,SIAM J. Control,12, (1974), 500–508.

    Google Scholar 

  16. W. M. Wonham, On a matrix Riccati equation of stochastic control,SIAM J. Control,6 (1968), 681–697.

    Google Scholar 

  17. J. Zabczyk, A note onC 0-semigroups, Bull. Acad. Polon. Sci. Série Sci. math. astron. phys. (to appear)

  18. J. Zabczyk, Remarks on the control of discrete-time distributed parameters systems,SIAM J. Control,12 (1974), 721–735.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Communicated by A. V. Balakrishnan

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zabczyk, J. Remarks on the algebraic Riccati equation in Hilbert space. Appl Math Optim 2, 251–258 (1975). https://doi.org/10.1007/BF01464270

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01464270

Keywords

Navigation