Stabilizing solution to the reverse discrete-time Riccati equation: A matrix-pencil-based approach (Q1816933): Difference between revisions

Necessary and sufficient conditions, in terms of the left-stable deflating subspace of an associated symplectic-matrix pencil, are obtained for the existence of a stabilizing solution to a particular type of algebraic Riccati equation related to the solution of the discrete-time two-block Nehari problem. Under an additional assumption, the stabilizing solution to the equation under consideration reduces to the antistabilizing one for the usual discrete-time Riccati equation. An algorithm for computing the stabilizing solution and explicit formulae for the solution of the Nehari problem are provided.