Linear regulators in Hilbert spaces
- 74 Downloads
In this chapter the existence of a solution to an operator Riccati equation related to the linear regulator problem in separable Hilbert spaces is shown first. Then a formula for the optimal solution on an arbitrary finite time interval is given. The existence of an optimal solution on the infinite time interval is discussed as well. Some applications to the stabilizability problem are also included. Regulator problem for delay systems is treated as well.