Lur'e equations and even matrix pencils (Q609489)

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Lur'e equations and even matrix pencils
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    Lur'e equations and even matrix pencils (English)
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    1 December 2010
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    The set of solutions of Lur'e equations in terms of deflating subspaces of even matrix pencils is characterized. It is shown that there exist special extremal solutions in terms of definiteness and a procedure to construct these solutions via deflating subspaces of even matrix pencils is formulated.
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    Lur'e equations
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    Riccati equations
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    optimal control
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    spectral factorization
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    deflating subspaces
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    even matrix pencils
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    extremal solutions
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