A Note on the Regularity of Solutions of Infinite Dimensional Riccati Equations

Abstract

This note is concerned with the regularity of solutions of algebraic Riccati equations arising from infinite dimensional LQR and LQG control problems. We show that distributed parameter systems described by certain parabolic partial differential equations often have a special structure that smoothes solutions of the corresponding Riccati equation. This analysis is motivated by the need to find specific representations for Riccati operators that can be used in the development of computational schemes for problems where the input and output operators are not Hilbert-Schmidt. This situation occurs in many boundary control problems and in certain distributed control problems associated with optimal sensor/actuator placement. Riccati equations, Hilbert-Schmidt Operators, Feedback, Control.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1994
Accession Number
ADA280357

Entities

People

  • Belinda B. King
  • John A. Burns

Tags

Communities of Interest

  • Sensors

DTIC Thesaurus Topics

  • Actuators
  • Aeronautics
  • Applied Mathematics
  • Boundaries
  • Computers
  • Contracts
  • Control Systems
  • Engineering
  • Equations
  • Feedback
  • Functional Analysis
  • Hilbert Space
  • Integrals
  • Mathematical Analysis
  • Mathematics
  • New York
  • Riccati Equation

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis