An approximation theory or strongly stabilizing solutions to the operator LQ Riccati equation

Citation
Jc. Oostveen et al., An approximation theory or strongly stabilizing solutions to the operator LQ Riccati equation, SIAM J CON, 38(6), 2000, pp. 1909-1937
Citations number
24
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN journal
03630129 → ACNP
Volume
38
Issue
6
Year of publication
2000
Pages
1909 - 1937
Database
ISI
SICI code
0363-0129(20000804)38:6<1909:AATOSS>2.0.ZU;2-3
Abstract
The linear-quadratic (LQ) control problem is considered for a class of infi nite-dimensional systems with bounded input and output operators, that are not exponentially stabilizable, but only strongly stabilizable. A sufficien t condition for the existence of a minimizing control and of a stabilizing solution to the associated LQ Riccati equation is given. The main contribut ion of this paper is the convergence of the stabilizing solutions of a sequ ence of finite-dimensional Riccati equations to the strongly stabilizing so lution of the infinite-dimensional Riccati equation. The result is applied to a model of propagation of sound waves in a one-dimensional wave-guide.