The discrete algebraic Riccati equation and linear matrix inequality (Q1386508)

THe authors analyze the connection between rank-minimizing solutions to a linear matrix inequality and solutions to the algebraic Riccati equation in a discrete setting. Unlike the continuous time case, the ``boundary'' solutions to the discrete linear matrix inequality cannot be obtained from solutions to an appropriately defined discrete algebraic Riccati equation. The paper is self-contained and the proofs could be attractive for specialists.