Journal of Computer and System Sciences
The use of operator factorization for linear control and estimation
Automatica (Journal of IFAC)
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It is shown that the solution to every matrix Riccati equation can be generated by the resolvent of a certain Fredholm integral operator and, conversely, this resolvent can be determined from the corresponding Riccati solution. This result leads to a computational scheme, based on initial-value methods, for solving a large class of Fredholm integral equations. A connection between this theory and the factorization of integral operators is also described.