Unitary solutions of a class of algebraic Riccati equations and factorization (Q1183204)
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English | Unitary solutions of a class of algebraic Riccati equations and factorization |
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Unitary solutions of a class of algebraic Riccati equations and factorization (English)
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28 June 1992
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This paper considers the algebraic Riccati equation \(XD_ 1X+XD_ 2+D_ 3X+D^*_ 1=0\) where \(D_ 2\) and \(D_ 3\) are self-adjoint. Contractive and unitary solutions are characterized using angular subspaces. Stability properties of such solutions under perturbations of the coefficients are studied. The connection between unitary solutions of such Riccati equations and symmetric factorizations of nonnegative rational matrix functions is investigated. Some of the results assume finite dimensionality.
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algebraic Riccati equation
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unitary solutions
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symmetric factorizations
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nonnegative rational matrix functions
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