The Riccati equation for autonomous linear systems with unbounded aftereffect
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 22 (2016) no. 2, pp. 129-137
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The problem of optimal stabilization for autonomous linear systems of differential equations with unbounded aftereffect is considered. The reduction of the solvability problem for the Riccati operator equation to the analogous problem for the Riccati functional-differential equation is proved. A class of systems of differential equations with unbounded aftereffect for which the Riccati functional-differential equation can be solved analytically is described.
Keywords:
differential equations with aftereffect, optimal stabilizing control, quadratic performance index
Mots-clés : Riccati equation.
Mots-clés : Riccati equation.
@article{TIMM_2016_22_2_a14,
author = {Yu. F. Dolgii},
title = {The {Riccati} equation for autonomous linear systems with unbounded aftereffect},
journal = {Trudy Instituta matematiki i mehaniki},
pages = {129--137},
publisher = {mathdoc},
volume = {22},
number = {2},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TIMM_2016_22_2_a14/}
}
TY - JOUR AU - Yu. F. Dolgii TI - The Riccati equation for autonomous linear systems with unbounded aftereffect JO - Trudy Instituta matematiki i mehaniki PY - 2016 SP - 129 EP - 137 VL - 22 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TIMM_2016_22_2_a14/ LA - ru ID - TIMM_2016_22_2_a14 ER -
Yu. F. Dolgii. The Riccati equation for autonomous linear systems with unbounded aftereffect. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 22 (2016) no. 2, pp. 129-137. http://geodesic.mathdoc.fr/item/TIMM_2016_22_2_a14/