Abstract
In this paper we provide sufficient conditions to ensure that solutions to the time varying Riccati partial differential equations are Bochner integrable with range in the space of trace class operators. The fact that Bochner integrals can be uniformly approximated by simple functions provides a basis for obtaining bounds on integration errors. These bounds can then be used for rigorous numerical analysis and to ensure the convergence of algorithms used to compute approximate solutions. We demonstrate how this result can be employed to develop convergent computational methods for a sensor placement problem based on optimal filtering. Theoretical results are presented and numerical examples are given to illustrate the ideas.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
