Abstract
We consider an infinite dimensional algebraic Riccati equation which arises in systems theory. Using a dichotomy property of the corresponding Hamiltonian and results on invariant subspaces of operators in spaces with an indefinite inner product we show the existence of bounded and unbounded solutions of this Riccati equation.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Azizov, T.Ya., and Iokhvidov, I.S., Linear Operators in Spaces with an Indefinite Metric,J. Wiley and Sons, Chichester 1989.
Callier, F.M., Dumortier, L., and Winkin, J., On the nonnegative self-adjoint solutions of the operator Riccati equation for infinite dimensional systems, Integral Equations and Operator Theory 22 (1995), 162–195.
Curtain, R.F., and Zwart, H., An Introduction to Infinite-Dimensional Linear Systems Theory, Springer Verlag, New York 1995.
Dijksma, A., and de Snoo, H.S.V., Symmetric and selfadjoint relations in Krein spaces. I, Operator Theory: Adv. Appl. 24 (1987), 145–166.
Gohberg, I., Goldberg, S., and Kaashoek, M.A., Classes of Linear Operators. I,Birkhauser Verlag, Basel 1990.
Kato, T., Perturbation Theory for Linear Operators, Springer Verlag, Berlin 1995.
Lancaster, P., and Rodman, L., Algebraic Riccati Equations, Oxford University Press Inc., New York 1995.
Langer, H., and Tretter, C., Diagonalization of certain block operator matrices and applications to Dirac operators, Operator Theory: Adv. Appl. 122 (2001), 331–358.
Pritchard, A.J., and Salamon, D., The linear quadratic optimal control problem for infinite-dimensional systems with unbounded input and output operators, SIAM J. Control and Opt. 25 (1987), 121–144.
Staffans, O.J., Quadratic optimal control of well-posed linear systems, SIAM J. Control and Opt. 37 (1999), 131–169.
Weiss, M., Riccati equation theory for Pritchard-Salamon systems: a Popov function approach. Distributed parameter systems: analysis, synthesis and applications, Part 1, IMA J. Math. Control Inform. 14 (1997), 45–83.
Weiss, G., and Weiss, M., Optimal control of weakly regular linear systems, Math. Control,Signals and Systems 10 (1997), 287–330.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2002 Springer Basel AG
About this paper
Cite this paper
Langer, H., Ran, A.C.M., van de Rotten, B.A. (2002). Invariant Subspaces of Infinite Dimensional Hamiltonians and Solutions of the Corresponding Riccati Equations. In: Gohberg, I., Langer, H. (eds) Linear Operators and Matrices. Operator Theory: Advances and Applications, vol 130. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8181-4_18
Download citation
DOI: https://doi.org/10.1007/978-3-0348-8181-4_18
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-9467-8
Online ISBN: 978-3-0348-8181-4
eBook Packages: Springer Book Archive