Asymptotic Solution of the Singularly Perturbed Infinite Dimensional Riccati Equation
โ Scribed by Valery Y. Glizer
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 329 KB
- Volume
- 214
- Category
- Article
- ISSN
- 0022-247X
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โฆ Synopsis
A singularly perturbed linear-quadratic optimal control problem in an infinite dimensional Hilbert space is considered. An asymptotic solution of the corresponding operator Riccati equation is constructed. This result is illustrated by its application to the asymptotic solution of a set of integral-differential equations of the Riccati type associated with the control problem of a linear singularly perturbed integral-differential equation of the second order.
๐ SIMILAR VOLUMES
Singularly perturbed nonlinear differentialralgebraic equations DAE's are considered, which are decomposed into two auxiliary problems, called the outer and inner problems, respectively. The structure of solutions of the singularly perturbed DAE's is determined by the outer and inner solutions, both
In this paper we study a continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign quadratic term. The existence of a unique and bounded solution of the MARE is newly established. We show that the Kleinman algorithm can be used to solve the sign indefinite MARE. The pr