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Asymptotic Solution of the Singularly Perturbed Infinite Dimensional Riccati Equation

โœ 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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โœฆ 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.


๐Ÿ“œ SIMILAR VOLUMES


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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

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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