Solving the infinite-dimensional discrete-time algebraic Riccati equation using the extended symplectic pencil (Q2565305)
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scientific article; zbMATH DE number 971771
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| English | Solving the infinite-dimensional discrete-time algebraic Riccati equation using the extended symplectic pencil |
scientific article; zbMATH DE number 971771 |
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Solving the infinite-dimensional discrete-time algebraic Riccati equation using the extended symplectic pencil (English)
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11 March 1997
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Algebraic Riccati equations associated to infinite dimensional discrete-time systems are considered. An operator pencil is associated (extended symplectic pencil). All linear bounded solutions of a corresponding algebraic Riccati system are obtained in terms of the deflating subspaces of the extended symplectic pencil. A characterization of self-adjoined, nonnegative and stabilizing solutions is obtained. Criteria for the discrete-time infinite dimensional algebraic Riccati equation to have a maximal self-adjoined solution are given.
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algebraic Riccati equations
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infinite dimensional
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discrete-time systems
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symplectic pencil
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0.8366047143936157
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0.8184484243392944
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