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Asymptotic behavior of solutions of nonautonomeous Riccati equations

  • J. Komorník
Optimal Control: Ordinary And Delay Differential Equations
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 22)

Abstract

The asymptotic behavior of the of a matrix Riccati equations is considered. The right-end asymptotic behavior is motivated by the linear-quadratic control problem. The left-end asymptotic behavior is motivated by the problem of filtering (according to Kalman-Bucy) which is equivalent to the dual linear-quadratic problem with inverse time.

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References

  1. [1]
    Brunovský P., Komorník J.: The Riccati Equation Solution of the Linear-Quadratic Problem with Terminal State Constraint, to appear.Google Scholar
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    Datko R.: Some Linear Nonautonomeous Control Problems with Quadratic Cost, J. of Diff.Eq.,Vol.21,No.2,July 1976.Google Scholar
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    Curtain R.: Infinite Dimensional Riccati Equation with Applications to Affine Hereditary Systems, Siam J. of Control 1975, No. 6, p.1130–1143.Google Scholar
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    Komorník J.: Optimal Control of Stabilizable Time — Varying Systems with Time Delay, to appear.Google Scholar
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    Kučera V.: A Review of the Matrix Riccati Equation, Kybernetika, Vol.9, 1973,p.42–61.Google Scholar

Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • J. Komorník
    • 1
  1. 1.Department of Probability Theory and Mathematical StatisticsComenius UniversityBratislavaCzechoslovakia

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