Riccati equations for stable well-posed linear systems: The generic case

被引:10
|
作者
Curtain, RF [1 ]
机构
[1] Univ Groningen, Dept Math, NL-9700 AV Groningen, Netherlands
关键词
Riccati equations; well-posed linear systems; weakly regular linear systems; Popov function; spectral factorizations; optimal control;
D O I
10.1137/S0363012901399362
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Under the generic assumption that zero is in the resolvent set of the generator, we show that the optimal control problem for a stable well-posed linear system is equivalent to a control problem for its reciprocal system which has bounded generating operators. Consequently, the operator X that defines the optimal cost satisfies a Riccati equation with bounded operators. Previous results needed various regularity assumptions to obtain X as a solution to a Riccati equation resembling that in the finite-dimensional theory.
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页码:1681 / 1702
页数:22
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