SIAM Journal on Control and Optimization, Vol.49, No.6, 2542-2557, 2011
RICCATI EQUATIONS ON NONCOMMUTATIVE BANACH ALGEBRAS
Conditions for the existence of a solution of a Riccati equation to be in some prescribed noncommutative involutive Banach algebras are given. The Banach algebras are inverse-closed subalgebras of the space of bounded linear operators on some Hilbert space, and the Riccati equation has an exponentially stabilizing solution on this larger space. Applications to spatially distributed systems are given.
Keywords:Riccati equations;Banach algebras;systems over rings;optimal control;spatially distributed dynamical systems;spectral factorization