On Hermitian Solutions of the Symmetric Algebraic Riccati Equation
Authors:
- I. GohbergIGI. Gohberg
- P. LancasterPLP. Lancaster
- L. RodmanLRL. Rodman
- 1 November 1986
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 24 (6) , 1323-1334
Abstract
The structure of the set of hermitian solutions of the matrix quadratic equation $XDX - XA - A^ * X - C = 0$ is studied under the conditions that $C = C^ * $, D is positive semidefinite and $(A,D)$ is stabilizable. New features (e.g., nonexistence of the minimal solution) appear in contrast with the known case when $(A,D)$ is controllable.
Keywords
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