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In this paper we derive the Chandrasekhar equations for linear time invariant systems defined on Hilbert spaces using a functional analytic technique. An important consequence of this is that the solution to the evolutional Riccati equation is strongly differentiable in time and one can define a “strong” solution of the Riccati differential equation. A detailed discussion on the linear quadratic optimal problem for hereditary differential systems is also included.
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Ito et al. (1987) studied this question.
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