Solution to the Algebraic Riccati Equation for Parabolic Systems.

Abstract

This paper presents an analytical solution to the operator algebraic Riccati equation (ARE) for selfadjoint parabolic systems. The solution to the operator ARE is important in the design of the steady state, on line filter for estimating the system's states. This analytical solution is derived by considering the operator analog of Potter's method of using the Hamiltonian system's eigenvectors and eigenvalues to solve a finite dimensional ARE. As an example of using this analytical solution, the steady state filtering error covariance for the 2D heat equation is studied.

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Document Details

Document Type
Technical Report
Publication Date
Oct 22, 1986
Accession Number
ADA173748

Entities

People

  • Howard L. Weinert
  • Laurence R. Riddle

Organizations

  • Johns Hopkins University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Classification
  • Computational Complexity
  • Contracts
  • Covariance
  • Differential Equations
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Filters
  • Filtration
  • Hilbert Space
  • Military Research
  • Partial Differential Equations
  • Riccati Equation
  • Steady State
  • Two Dimensional

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Fluid Dynamics.
  • Linear Algebra