Supplement to Numerical Approximations of Algebraic Riccati Equations for Abstract Systems Modelled by Analytic Semigroups, and Applications (original) (raw)
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Journal of Optimization Theory and Applications, 2008
We establish solvability of Riccati equations and optimal feedback synthesis in the context of Bolza control problem for a special class of control systems referred to in the literature as control systems with singular estimate. Boundary/point control problems governed by analytic semigroups constitute a very special subcategory of this class which was motivated by and encompasses many PDE control systems with both boundary and point controls that involve interactions of different types of dynamics (parabolic and hyperbolic) on an interface. We also discuss two examples from thermoelasticity and structure acoustics.
Riccati equations and optimal control of well-posed linear systems
arXiv: Optimization and Control, 2016
We generalize the classical theory on algebraic Riccati equations and optimization to infinite-dimensional well-posed linear systems, thus completing the work of George Weiss, Olof Staffans and others. We show that the optimal control is given by the stabilizing solution of an integral Riccati equation. If the input operator is not maximally unbounded, then this integral Riccati equation is equivalent to the algebraic Riccati equation. Using the integral Riccati equation, we show that for (nonsingular) minimization problems the optimal state-feedback loop is always well-posed. In particular, the optimal state-feedback operator is admissible also for the original semigroup, not only for the closed-loop semigroup (as has been known in some cases); moreover, both settings are well-posed with respect to an external input. This leads to the positive solution of several central, previously open questions on exponential, output and dynamic (aka. "internal") stabilization and on c...
On application of the implemented semigroup to a problem arising in optimal control
In this paper we show that the concept of an implemented semigroup provides a natural mathematical framework for analysis of the infinite-dimensional differential Lyapunov equation. Lyapunov equations of this form arise in various system-theoretic and control problems with a finite time horizon, infinite-dimensional state space and unbounded operators in the mathematical model of the system. The implemented semigroup approach allows us to derive a necessary and sufficient condition for the differential Lyapunov equation with an unbounded forcing term to admit a bounded solution in a suitable space. Whilst our focus is on the differential Lyapunov equation, we show that the same framework is also appropriate for the algebraic version of this equation. As an application we show that the approach can be used to solve a simple decoupling problem arising in optimal control. The problem of infinite time admissibility of the control operator and an infinite-dimensional version of the Lyapunov theorem serve as additional illustrations.