Mesh independence of Kleinman-Newton iterations for Riccati equations in Hilbert space

Files

Main article (303.35 KB)
Downloads: 563

TR Number

Date

2008

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Siam Publications

Abstract

In this paper we consider the convergence of the infinite dimensional version of the Kleinman-Newton algorithm for solving the algebraic Riccati operator equation associated with the linear quadratic regulator problem in a Hilbert space. We establish mesh independence for this algorithm and apply the result to systems governed by delay equations. Numerical examples are presented to illustrate the results.

Description

Keywords

riccati, kleinman-newton, mesh independence, partial-differential-equations, spline approximations, retarded-systems, operators, delays, identification, convergence, sensitivity, stability, principle, automation & control systems, mathematics, applied

Citation

Burns, J. A.; Sachs, E. W.; Zietsman, L., "Mesh independence of Kleinman-Newton iterations for Riccati equations in Hilbert space," SIAM J. Control Optim., 47(5), 2663-2692, (2008). DOI: 10.1137/060653962

Persistent link

http://hdl.handle.net/10919/48137

Collections

Scholarly Works, Interdisciplinary Center for Applied Mathematics (ICAM)