Reverse discrete-time Riccati equation and extended Nehari's problem (Q1911420)

Necessary and sufficient conditions for the existence of the anticausal stabilizing solution to the so-called reverse discrete-time Riccati equation are expressed in terms of the invertibility of two operators. There are certain situations where these conditions are reduced to frequency-domain ones or contracting properties of input-output maps. A suboptimal solution of the prescribed tolerance of the extended Nehari's problem is suggested based on the reverse discrete-time Riccati theory developed in the present paper.