Hermitian solutions of the equation \(X=Q+NX^{-1}N^*\)

DOI10.1016/0024-3795(95)00121-2zbMath0876.15011OpenAlexW1965452869MaRDI QIDQ2564967

Bernard C. Levy, Augusto Ferrante

Publication date: 12 November 1997

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00121-2

zbMATH Keywords

Hermitian matricesmatrix equationmatrix polynomial

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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Cites Work

• Unnamed Item
• Unnamed Item
• Positive solutions to \(X=A-BX^{-1}B^*\)
• Computing stable eigendecompositions of matrix pencils
• On the existence of a positive definite solution of the matrix equation \(X+A^ T X^{-1} A=I\)
• Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)
• Modeling and estimation of discrete-time Gaussian reciprocal processes
• Consistent Estimates of the Parameters of a Linear System
• On the Sensitivity of the Eigenvalue Problem $Ax = \lambda Bx$

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