Author(s): Chen Shuping
Pages: 64-72
Year: 1985 Issue:  4
Journal: Control Theory & Applications
Keyword:  Riccati; 分布参数系统; 无限维; 最优控制问题; 解的存在唯一性; 集中参数系统; 有限维; 积分方程; 最优滤波; 反馈控制;
Abstract: In this paper, we devclopc is new approach to the investigation of the infinirc dimensional Riccati equations. It is shown that the Riccati integral equation is equivalent to a linear Fredholm integral equation which can be handled easily. Upon this, a finite dimensional approximation theorem and other applications arc given.