SIAM Journal on Control and Optimization, Vol.44, No.4, 1419-1435, 2005
Approximation of solutions of Riccati equations
This paper deals with two interrelated issues. One is an invariant subspace approach to finding solutions for the algebraic Riccati equation for a class of infinite dimensional systems. The second is approximation of the solution of the algebraic Riccati equation by finite dimensional approximants. The theory of exponentially dichotomous operators and bisemigroups is instrumental in our approach.